研究报告全文：证券代码839979股指期货早报2023年1月12日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面隔夜美股反弹昨日两市分化金融地产走强双创和新能源调整指数高位震荡中性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贴水099点IF2301升水717点IC2301升水1104点IM2301升水75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有所反弹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解股指期货升贴水表当前日期2023111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IH2301CFEIH230127392000335768-099-004-1478217602023-01-209IH2302CFEIH230227438000435843610131308231402023-02-1737上证50274019024962128384IH2303CFEIH2303275000004113359810362008250002023-03-1765IH2306CFEIH2306275220004425212010441028256602023-06-16156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IF2301CFEIF2301401720-0125008071701872412051602023-01-209IF2302CFEIF2302402380-0114197137703433812071402023-02-1737沪深300401003-0191169138275IF2303CFEIF2303403100-00617113209705229212093002023-03-1765IF2306CFEIF2306402300-0057696129703207512069002023-06-16156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IC2301CFEIC2301602520-04938639110401874312050402023-01-209IC2302CFEIC2302602660-0476651124402120412053202023-02-1737中证500601416-0562312172183IC2303CFEIC2303601800-0481230638400603612036002023-03-1765IC2306CFEIC2306594800-0435982-6616-111-26011896002023-06-16156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IM2301CFEIM2301649440-0622200175001246812988802023-01-209IM2302CFEIM2302647240-0592840-1450-022-22112944802023-02-1737中证1000648690-0812891228114IM2303CFEIM2303643820-0628219-4870-076-42512876402023-03-1765IM2306CFEIM2306632800-0584469-15890-251-58812656002023-06-16156期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-200202247202256202261202284202232320221252021123202211220221252022214202222520223102022420202251920226152022628202271120227222022817202283020229132022926202211920224720225620226120228420211122202112162021122920221014202210272022112220221216202212292021126202211320221262022215202222520223102022323202242020225192022615202262820227112022722202281720228302022913202292620221192022125202111102021112320211217202112302022101420221027202211222022121620221229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604040202000-20-20-40-40-60-60-80-80-100-100-120202261202247202256202284202231020211232022112202212520222142022225202232320224202022519202261520226282022711202272220228172022830202291320229262022119202212520221122202111222021121620211229202210142022102720221216202212292022472022562022612022842022126202283020211262022113202221520222252022310202232320224202022519202261520226282022711202272220228172022913202292620221192022125202111232021121720211230202210142022102720221122202212162022122920211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022162022392022482022692022772022842022912022422202212220211282022120202221020222232022323202251120225252022623202272120228182022916202293020221142021111020211124202112222022102120221118202212162022123020223920224620225520227820228320229920226272022816202112320221122022125202221420222242022322202241920225182022531202261420227212022829202292320221182022122202311120221013202112162021122920221026202211212022121520221228IC00IC01IC02IC0320211122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050024000-019-024-050-049-056-059-100-113-150-165-200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150104100092078050000-015-050-063-066-077-078-100-086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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万500400400300200089098092100078045027025000-006-009-013-023-036-032-051-046-049-041-065-100-082-071-099-093-100-105-113-114-103-200-164-186-236-300市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220809202209132022102420221125202204192022042520220429202205102022051620220520202205262022060120220608202206142022062020220624202206302022070620220712202207182022072220220728202208032022081520220819202208252022083120220906202209192022092320220929202210122022101820221028202211032022110920221115202211212022120120221207202212132022121920221223202212292023010520230111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PE160140120100806040200201633200412200574200629200696200835200958201163201214201288201375201495201759201963202086200531720145272004423200481020065292007413200773120086192008107200911920098202009128201032620107132010112201121820119152012425201331520142112015415201572820166172016929201711720178212017126201832620187112019215201991220204212021312202162920221272022520202283120061222200411252005101920071115201211232013102420141224201511162018102920191231202011242021101820221219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PB1614121086420200412200491200559201048201084201147201181201739201776201832201012620171122022215200451220058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