期指
　　1、基本面：证监会公布主板注册制征求意见稿，美联储加息25BP符合预期，称通胀有所缓解，隔夜美股大涨，昨日两市午后拉升，券商和小盘股领涨；偏多
　　2、资金：融资余额14450亿元，增加59亿元，沪深股通净买入70亿元；偏多
　　3、基差：IH2302升水6.93点，IF2302升水2.07点，IC2302贴水4.91点，IM2302升水5.88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：美联储主席称存在一条路径降低通胀也能不导致经济大幅下滑，国内指数经过调整后，板块分化，中小盘相对强势，市场维持强势局面。
　　

研究报告全文：证券代码839979股指期货早报2023年2月2日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面证监会公布主板注册制征求意见稿美联储加息25BP符合预期称通胀有所缓解隔夜美股大涨昨日两市午后拉升券商和小盘股领涨偏多2资金融资余额14450亿元增加59亿元沪深股通净买入70亿元偏多3基差IH2302升水693点IF2302升水207点IC2302贴水491点IM2302升水588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预期美联储主席称存在一条路径降低通胀也能不导致经济大幅下滑国内指数经过调整后板块分化中小盘相对强势市场维持强势局面股指期货升贴水表当前日期202321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IH2302CFEIH2302282780026434096930255598483402023-02-1716IH2303CFEIH23032834000282355713130463848502002023-03-1744上证50282087046982130376IH2306CFEIH2306284320030806322330792128529602023-06-16135IH2309CFEIH23092817200312531-367-013-0218451602023-09-15226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IF2302CFEIF23024198000576166920700511212594002023-02-1716IF2303CFEIF230342090005427760130703125812627002023-03-1744沪深3004195930941213143264IF2306CFEIF230642108005411208148703509512632402023-06-16135IF2309CFEIF23094182600543370-1333-032-05112547802023-09-15226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IC2302CFEIC230263610008139323-491-008-17612722002023-02-1716IC2303CFEIC230363630008418467-291-005-03812726002023-03-1744中证5006365911222440182173IC2306CFEIC23066295000878561-7091-113-30512590002023-06-16135IC2309CFEIC23096229400764965-13651-219-35412458802023-09-15226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IM2302CFEIM23026922601502674358800819413845202023-02-1716IM2303CFEIM23036924001411594372801108713848002023-03-1744中证10006916721643068242107IM2306CFEIM23066825401327269-9132-134-36213650802023-06-16135IM2309CFEIM23096752201333109-16452-244-39413504402023-09-15226期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020221520222920223920224820226920227720228420229120211272023116202211920222232022323202242220225112022525202262320227212022818202291620229302022114202212220224720225620226120228420232120221216202111232021122120221021202211182022123020211262022113202212620222152022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252023112202111102021112320211217202112302022101420221027202211222022121620221229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604040202000-20-20-40-40-60-60-80-80-100-100-12020228420221520222920223920224820226920227720229120211272022119202222320223232022422202251120225252022623202272120228182022916202293020221142022122202311620221021202111232021122120221118202212162022123020226120228420224720225620232120221132022323202112620221262022215202222520223102022420202251920226152022628202271120227222022817202283020229132022926202211920221252023112202210142022121620211123202112172021123020221027202211222022122920211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020221620223920224820226920227720228420229120221202021128202221020222232022323202242220225112022525202262320227212022818202291620229302022114202212220231162022111820211110202111242021122220221021202212162022123020228320221520222920223820224720226820227620211272022119202222220223222022421202251020225242022622202272020228172022831202291520229292022113202212120231132021122120221020202211172022121520221229IC00IC01IC02IC0320211123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证科业500证300创50指50全成板数A指指140131127124122119120100094090080060046040020000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期周万值长200178180160148139140120114102100087076080057060051040020000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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万350298300291269250225200171175173169153153150136120108108104102098095097097100091091076082046050040037008012000-050-030-053-100市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220823202209272022110720221209202205062022051220220518202205242022053020220606202206102022061620220622202206282022070420220708202207142022072020220726202208012022080520220811202208172022082920220902202209082022091520220921202210102022101420221020202210262022110120221111202211172022112320221129202212052022121520221221202212272023010320230109202301132023011920230201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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086201032620044232004810200531720065292007413200773120086192008107200911920098202009128201071320101122011218201191520124252013315201421120145272015415201572820166172016929201711720178212017126201832620187112019215201991220204212021312202162920221272022520202283120181029200411252005101920061222200711152012112320131024201412242015111620191231202011242021101820221219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PB16141210864202004122004912005592010482010842011472011812017392017762018322010126201372920206192004512200582920064282006825200742520078222008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