期指
　　1、基本面：李克强总理到人民银行和外管局考察，美国四季度劳动力成本增长放缓，隔夜美股上涨，昨日两市分化，蓝筹权重和消费医药跌幅居前，中小盘收红；中性
　　2、资金：融资余额14391亿元，增加204亿元，沪深股通净买入101亿元；偏多
　　3、基差：IH2302升水11.65点，IF2302升水12.74点，IC2302升水12.85点，IM2302升水12.72点，偏多
　　4、盘面：IM>IC>IF> IH（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：国内市场连续上涨后，近期进入震荡，板块分化，中小盘相对强势，关注本周美联储议息决议，俄乌局面不确定性或压制风险偏好

研究报告全文：证券代码839979股指期货早报2023年2月1日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面李克强总理到人民银行和外管局考察美国四季度劳动力成本增长放缓隔夜美股上涨昨日两市分化蓝筹权重和消费医药跌幅居前中小盘收红中性2资金融资余额14391亿元增加204亿元沪深股通净买入101亿元偏多3基差IH2302升水1165点IF2302升水1274点IC2302升水1285点IM2302升水1272点偏多4盘面IMICIFIH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预期国内市场连续上涨后近期进入震荡板块分化中小盘相对强势关注本周美联储议息决议俄乌局面不确定性或压制风险偏好股指期货升贴水表当前日期2023131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IH2302CFEIH2302281960-0853634011650418878458802023-02-1717IH2303CFEIH2303282500-0841850517050604908475002023-03-1745上证50280795-110978130378IH2306CFEIH2306283480-080581726850952548504402023-06-16136IH2309CFEIH2309280700-0742468-095-003-0058421002023-09-15227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IF2302CFEIF2302416960-09851977127403165612508802023-02-1717IF2303CFEIF2303418080-10123816239405746412542402023-03-1745沪深300415686-1061203142267IF2306CFEIF2306418500-0959449281406718012555002023-06-16136IF2309CFEIF2309415380-0972476-306-007-01212461402023-09-15227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IC2302CFEIC230263020001432558128502043812604002023-02-1717IC2303CFEIC230363038002314974146502318912607602023-03-1745中证5006289150092410179175IC2306CFEIC23066239000318653-5015-080-21612478002023-06-16136IC2309CFEIC23096176800425238-11235-182-29212353602023-09-15227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IM2302CFEIM230268180002623191127201940113636002023-02-1717IM2303CFEIM230368288003710320235203427913657602023-03-1745中证10006805280283022238109IM2306CFEIM23066737400415191-6788-101-27013474802023-06-16136IM2309CFEIM23096666000622642-13928-209-33613332002023-09-15227期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020228420221520222920223920224820226920227720229120225112021127202211920222232022323202242220225252022623202272120228182022916202293020221142022122202311620224720225620226120228420211123202112212022102120221118202212162022123020228302021126202211320221262022215202222520223102022323202242020225192022615202262820227112022722202281720229132022926202211920221252023112202111102021112320211217202112302022101420221027202211222022121620221229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604040202000-20-20-40-40-60-60-80-80-100-100-12020221520222920223920224820226920227720228420229120231162021127202211920222232022323202242220225112022525202262320227212022818202291620229302022114202212220221216202111232021122120221021202211182022123020224720225620226120228420231122021126202211320221262022215202222520223102022323202242020225192022615202262820227112022722202281720228302022913202292620221192022125202111232021121720211230202210142022102720221122202212162022122920211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020221620223920224820226920227720228420229120226232022930202311620211282022120202221020222232022323202242220225112022525202272120228182022916202211420221222021111020211124202112222022102120221118202212162022123020223820221520222920224720226820227620228320224212021127202211920222222022322202251020225242022622202272020228172022831202291520229292022113202212120231132022122920211221202210202022111720221215IC00IC01IC02IC0320211123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020009000-020-040-042-042-060-080-080-100-106-120-110-140-126-160-180-167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040031020000-006-020-013-040-043-060-058-055-080-100-106-120-122-128-140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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万200155150137100085084065067064072068068054049043050034026024018000000-012-004-050-057-065-070-068-100-092-101-104-122-150-150-167-200-250-244-300市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220822202209262022110420221208202205052022051120220517202205232022052720220602202206092022061520220621202206272022070120220707202207132022071920220725202207292022080420220810202208162022082620220901202209072022091420220920202209302022101320221019202210252022103120221110202211162022112220221128202212022022121420221220202212262022123020230106202301122023011820230131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PE160140120100806040200200696200412200574200629200835200958201163201214201288201375201495201633201759201963202086201011220192152004423200481020053172006529200741320077312008619200810720091192009820200912820103262010713201121820119152012425201331520142112014527201541520157282016617201692920171172017821201712620183262018711201991220204212021312202162920221272022520202283120141224200411252005101920061222200711152012112320131024201511162018102920191231202011242021101820221219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PB1614121086420200412200491200559201048201084201147201181201739201776201832201232920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