期指
　　1、基本面：上周海外股市走强，国内蓝筹权重调整，中小盘相对强势，市场有所分化；中性
　　2、资金：融资余额14576亿元，增加45亿元，沪深股通净卖出42亿元；偏多
　　3、基差：IH2302升水3.4点，IF2302升水2.17点，IC2302贴水0.49点，IM2302贴水5.08点，中性
　　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：海外加息进入尾声，美债收益率下行，美股科技股走强，国内板块分化，中小盘相对强势，蓝筹回调，指数进入震荡阶段。

研究报告全文：证券代码839979股指期货早报2023年2月6日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面上周海外股市走强国内蓝筹权重调整中小盘相对强势市场有所分化中性2资金融资余额14576亿元增加45亿元沪深股通净卖出42亿元偏多3基差IH2302升水34点IF2302升水217点IC2302贴水049点IM2302贴水508点中性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预期海外加息进入尾声美债收益率下行美股科技股走强国内板块分化中小盘相对强势蓝筹回调指数进入震荡阶段股指期货升贴水表当前日期202326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IH2302CFEIH2302277820-130429623400124068334602023-02-1711IH2303CFEIH2303278140-137232566600242228344202023-03-1739上证50277480-132970129381IH2306CFEIH2306278700-146830312200441238361002023-06-16130IH2309CFEIH2309276080-1482548-1400-051-0848282402023-09-15221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IF2302CFEIF2302414380-0926461421700517412431402023-02-1711IF2303CFEIF2303414680-1023346951701211712440402023-03-1739沪深300414163-0951200141268IF2306CFEIF2306414420-1081272925700601712432602023-06-16130IF2309CFEIF2309411000-1213927-3163-077-12712330002023-09-15221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IC2302CFEIC2302634320-05044997-049-001-02612686402023-02-1711IC2303CFEIC2303633940-05721133-429-007-06312678802023-03-1739中证500634369-0422432181173IC2306CFEIC2306627680-05110271-6689-107-29912553602023-06-16130IC2309CFEIC2309621740-0524931-12629-203-33512434802023-09-15221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IM2302CFEIM2302692000-01934786-508-007-24413840002023-02-1711IM2303CFEIM2303691160-03218621-1348-020-18313823202023-03-1739中证1000692508-0123071242107IM2306CFEIM2306680660-04910508-11848-174-48913613202023-06-16130IM2309CFEIM2309671680-0673286-20828-310-51213433602023-09-15221期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020221520222920223920224820226920227720228420229120221192022916202112720222232022323202242220225112022525202262320227212022818202293020221142022122202311620232120224720225620226120228420211123202112212022102120221118202212162022123020227112021126202211320221262022215202222520223102022323202242020225192022615202262820227222022817202283020229132022926202211920221252023112202112172021111020211123202112302022101420221027202211222022121620221229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604040202000-20-20-40-40-60-60-80-80-100-100-12020221520222920223920224820226920227720228420229120229302021127202211920222232022323202242220225112022525202262320227212022818202291620221142022122202311620211221202111232022102120221118202212162022123020224720225620226120228420232120227112023112202112620221132022126202221520222252022310202232320224202022519202261520226282022722202281720228302022913202292620221192022125202112302021112320211217202210142022102720221122202212162022122920211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020221620223920224820226920227720228420229120211282022120202221020222232022323202242220225112022525202262320227212022818202291620229302022114202212220231162021122220211110202111242022102120221118202212162022123020221520222920223820224720226820227620228320225102021127202211920222222022322202242120225242022622202272020228172022831202291520229292022113202212120231132021122120221020202211172022121520221229IC00IC01IC02IC0320211123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060051040020007002000-005-020-022-032-040-035-044-060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040026020015000-020-013-012-027-031-040-041-060-052-080-084-100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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万150100092078074079066070055057044050026022021019020020005004004000-002-001-010-011-019-015-050-053-057-079-100-091-099-150-142-181-200市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220824202209282022110820221212202205092022051320220519202205252022053120220607202206132022061720220623202206292022070520220711202207152022072120220727202208022022080820220812202208182022083020220905202209092022091620220922202210112022101720221021202210272022110220221114202211182022112420221130202212062022121620221222202212282023010420230110202301162023012020230202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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086200911920124252004423200481020053172006529200741320077312008619200810720098202009128201032620107132010112201121820119152013315201421120145272015415201572820166172016929201711720178212017126201832620187112019215201991220204212021312202162920221272022520202283120051019200411252006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB16141210864202004122011812004912005592010482010842011472017392017762018322012329200451220058292006428200682520074252007822200842120088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