早评
　　期指
　　1、基本面：12月国内金融数据喜忧参半，隔夜美股反弹，昨日两市震荡，电新板块带动午后创业板走强，金融地产回调，板块有所分化；偏多
　　2、资金：融资余额14514亿元，增加23亿元，沪深股通净买入58亿元；偏多
　　3、基差：IH2301升水1.78点，IF2301升水0.53点，IC2301升水3.5点，IM2301贴水8点，中性
　　4、盘面：IH>IF>IC> IM（主力），IH、IF、IC、IM在20日均线上方，偏多
　　5、主力持仓：IC主力空减，IF主力空减，IH主力空增，偏空
　　6、预期：本周四美国公布通胀数据，美股低位区间震荡，国内中概恒生、双创和消费等板块轮流走强，市场进入震荡上行局面，不过短期连续大涨后，警惕日内冲高回落获利了结

研究报告全文：证券代码839979股指期货早报2023年1月11日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面12月国内金融数据喜忧参半隔夜美股反弹昨日两市震荡电新板块带动午后创业板走强金融地产回调板块有所分化偏多2资金融资余额14514亿元增加23亿元沪深股通净买入58亿元偏多3基差IH2301升水178点IF2301升水053点IC2301升水35点IM2301贴水8点中性4盘面IHIFICIM主力IHIFICIM在20日均线上方偏多5主力持仓IC主力空减IF主力空减IH主力空增偏空6预期本周四美国公布通胀数据美股低位区间震荡国内中概恒生双创和消费等板块轮流走强市场进入震荡上行局面不过短期连续大涨后警惕日内冲高回落获利了结股指期货升贴水表当前日期2023110数据来源wind市盈率取PETTM指数代码简称合约价格涨跌幅成交量指数价格涨跌幅市盈率市净率股息率价差升贴水比例年化升贴水合约价值元手交割日剩余期限IH2301CFEIH2301273540-038300241780072388206202023-01-2010IH2302CFEIH2302274040-03422966780252388221202023-02-1738上证50273362-031958128385IH2303CFEIH2303274500-0431010111380412298235002023-03-1766IH2306CFEIH2306274620-035375312580461068238602023-06-16157指数代码简称合约价格涨跌幅成交量指数价格涨跌幅市盈率市净率股息率价差升贴水比例年化升贴水合约价值元手交割日剩余期限IF2301CFEIF23014018000034865805300104812054002023-01-2010IF2302CFEIF2302402540001416579302018912076202023-02-1738沪深3004017470111169138274IF2303CFEIF2303403000-00313562125303117212090002023-03-1766IF2306CFEIF2306402160-001490441301002412064802023-06-16157指数代码简称合约价格涨跌幅成交量指数价格涨跌幅市盈率市净率股息率价差升贴水比例年化升贴水合约价值元手交割日剩余期限IC2301CFEIC23016051800113111635000621112103602023-01-2010IC2302CFEIC2302605360011424553000908412107202023-02-1738中证5006048300142326173182IC2303CFEIC23036045000118780-330-005-03012090002023-03-1766IC2306CFEIC23065974000114820-7430-124-28911948002023-06-16157指数代码简称合约价格涨跌幅成交量指数价格涨跌幅市盈率市净率股息率价差升贴水比例年化升贴水合约价值元手交割日剩余期限IM2301CFEIM230165322000617855-800-012-44713064402023-01-2010IM2302CFEIM23026512600121957-2760-042-40713025202023-02-1738中证10006540200072912230113IM2303CFEIM23036477200066470-6300-097-53812954402023-03-1766IM2306CFEIM2306636380-0013104-17640-277-64412727602023-06-16157期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-200202247202256202261202284202291320221252021123202211220221252022214202222520223102022323202242020225192022615202262820227112022722202281720228302022926202211920224720225620226120228420211122202112162021122920221014202210272022112220221216202212292021126202211320221262022215202222520223102022323202242020225192022615202262820227112022722202281720228302022913202292620221192022125202111102021112320211217202112302022101420221027202211222022121620221229价差01-00价差02-00价差03-00IF00IF01IF02IF03价差02-01价差03-01价差03-02期货市场-上证50基差与价差上证50基差上证50价差604040202000-20-20-40-40-60-60-80-80-100-100-120202256202247202261202284202112320221122022125202221420222252022310202232320224202022519202261520226282022711202272220228172022830202291320229262022119202212520211122202112162021122920221014202210272022112220221216202212292022472022562022612022842022519202112620221132022126202221520222252022310202232320224202022615202262820227112022722202281720228302022913202292620221192022125202111102022112220211217202112302022101420221027202212162022122920211123价差01-00价差02-00价差03-00IH00IH01IH02IH03价差02-01价差03-01价差03-02期货市场-中证500基差与价差中证500基差中证500价差100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202216202239202248202269202277202284202291202112820228182022120202221020222232022323202242220225112022525202262320227212022916202293020221142022122202111102021112420211222202210212022111820221216202212302022392022462022552022782022832022992022125202253120211232022112202221420222242022322202241920225182022614202262720227212022816202282920229232022118202212220211216202112292022101320221026202211212022121520221228IC00IC01IC02IC0320211122价差01-00价差02-00价差03-00价差02-01价差03-01价差03-02现货市场-重要指数日涨跌幅上沪万中深创证上深得证科业500300证证创50指50全成板数A指指160138140120100080060049040017020011014006000-020-021-040-031现货市场-风格指数日涨跌幅低高中市市市盈大小盈盈率盘盘率率指指指指指300300300300数数数数数周非申申申价申申成万万万万万期周值长150099100071056059050012003000-050-100-084-092-096-150现货市场-风格指数日涨跌幅农基有家食纺轻医公交商社建建电国非机石美林础色用品织工药用通房贸会筑筑力防计银械油容牧化钢金电电饮服制生事运地零服综材装设军算传通银金汽设煤石环护渔工铁属子器料饰造物业输产售务合料饰备工机媒信行融车备炭化保理申申申申申申申申申申申申申申申申申申申申申申申申申申申申申申申万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万200154150123095097100086091079057050023020018011009000-002-020-015-026-029-050-037-048-062-074-100-084-087-097-093-092-104-112-113-121-150市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220808202209092022102120221124202204182022042220220428202205092022051320220519202205252022053120220607202206132022061720220623202206292022070520220711202207152022072120220727202208022022081220220818202208242022083020220905202209162022092220220928202210112022101720221027202211022022110820221114202211182022113020221206202212122022121620221222202212282023010420230110市场结构-市盈率PETTM上证50沪深300中证500和创业板指市盈率PE160140120100806040200201214200412200574200629200696200835200958201163201288201375201495201633201759201963202086200741320171172022127200442320048102005317200652920077312008619200810720091192009820200912820103262010713201011220112182011915201242520133152014211201452720154152015728201661720169292017821201712620183262018711201921520199122020421202131220216292022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219上证50沪深300创业板指中证500市场结构-市净率PB上证50沪深300中证500和创业板指市净率PB16141210864202004122004912005592010482010842011472011812017392017762018322012329201472320161192004512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