期指
　　1、基本面：刘鹤副总理称地产是国民经济支柱产业，隔夜道琼斯指数下跌，昨日两市缩量震荡，半导体芯片和科创版相对强势，消费医药下跌；中性
　　2、资金：融资余额14433亿元，增加3亿元，沪深股通净买入93亿元；偏多
　　3、基差：IH2301升水5.57点，IF2301升水9.76点，IC2301升水4.56点，IM2301升水10.71点，偏多
　　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：美元走弱海外股市反弹，人民币升值，外资持续大幅净流入，指数突破压力位走强，短期警惕冲高回落，假期临近市场或进入缩量震荡局面。

研究报告全文：证券代码839979股指期货早报2023年1月18日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面刘鹤副总理称地产是国民经济支柱产业隔夜道琼斯指数下跌昨日两市缩量震荡半导体芯片和科创版相对强势消费医药下跌中性2资金融资余额14433亿元增加3亿元沪深股通净买入93亿元偏多3基差IH2301升水557点IF2301升水976点IC2301升水456点IM2301升水1071点偏多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预期美元走弱海外股市反弹人民币升值外资持续大幅净流入指数突破压力位走强短期警惕冲高回落假期临近市场或进入缩量震荡局面股指期货升贴水表当前日期2023117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IH2301CFEIH2301283260-0393249855702023928497802023-01-203IH2302CFEIH2302284160-032926414570516048524802023-02-1731上证50282703-026983131375IH2303CFEIH2303285220-0291479025170885468556602023-03-1759IH2306CFEIH2306286060-029502733571172868581802023-06-16150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IF2301CFEIF2301414700-01145135976024286312441002023-01-203IF2302CFEIF2302416020-00714626229605565012480602023-02-1731沪深300413724-0021196141268IF2303CFEIF2303417280-01120079355608552712518402023-03-1759IF2306CFEIF2306417260-0047198353608520612517802023-06-16150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IC2301CFEIC23016137200033450845600790412274402023-01-203IC2302CFEIC230261516001812020189603136312303202023-02-1731中证5006132640112351175179IC2303CFEIC230361520002013084193603119512304002023-03-1759IC2306CFEIC23066084800214837-4784-079-19112169602023-06-16150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IM2301CFEIM2301660820010197351071016197213216402023-01-203IM2302CFEIM23026608600157193111101719813217202023-02-1731中证10006597490092940232112IM2303CFEIM23036596600198521-089-001-00813193202023-03-1759IM2306CFEIM23066490800194160-10669-164-40012981602023-06-16150期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020229120221520222920223920224820226920227720228420211272022119202222320223232022422202251120225252022623202272120228182022916202293020221142022122202311620228420224720225620226120211123202112212022102120221118202212162022123020228302021126202211320221262022215202222520223102022323202242020225192022615202262820227112022722202281720229132022926202211920221252023112202111102021112320211217202112302022101420221027202211222022121620221229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604040202000-20-20-40-40-60-60-80-80-100-100-12020221520222920223920224820226920227720228420229120221192022511202281820221222021127202222320223232022422202252520226232022721202291620229302022114202311620211123202112212022102120221118202212162022123020224720225620226120228420211262022113202212620222152022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252023112202111232021121720211230202210142022102720221122202212162022122920211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020221620223920224820226920227720228420229120225112021128202212020222102022223202232320224222022525202262320227212022818202291620229302022114202212220231162022123020211110202111242021122220221021202211182022121620221520222920223820224720226820227620228320227202021127202211920222222022322202242120225102022524202262220228172022831202291520229292022113202212120231132021122120221020202211172022121520221229IC00IC01IC02IC0320211123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120111100080060040024020011013000-002-001-020-010-026-040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060050050040030020018010010001000-010-007-008-009-020-022-030-026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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万200167150100088085073044050038032030000-003-013-008-009-013-021-029-028-024-050-036-047-042-041-053-062-057-069-075-080-100-091-102-119-131-150市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220815202209192022102820221201202204252022042920220510202205162022052020220526202206012022060820220614202206202022062420220630202207062022071220220718202207222022072820220803202208092022081920220825202208312022090620220913202209232022092920221012202210182022102420221103202211092022111520221121202211252022120720221213202212192022122320221229202301052023011120230117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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086200911920171262004423200481020053172006529200741320077312008619200810720098202009128201032620107132010112201121820119152012425201331520142112014527201541520157282016617201692920171172017821201832620187112019215201991220204212021312202162920221272022520202283120061222201511162004112520051019200711152012112320131024201412242018102920191231202011242021101820221219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PB16141210864202004122004912005592010482010842011472011812017392017762018322014723202221520045122005829200642820068252007425200782220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