早评
　　期指
　　1、基本面：习总书记称推动高质量发展，进一步引导经营主体强信心，稳定社会预期，隔夜美股上涨，昨日两市震荡反弹，人工智能聊天板块带动中小盘走强；中性
　　2、资金：融资余额14641亿元，增加60亿元，沪深股通净卖出38亿元；中性
　　3、基差：IH2302升水1.36点，IF2302升水1.97点，IC2302升水2.76点，IM2302贴水11.52点，中性
　　4、盘面：IM>IC>IF> IH（主力），IC、IM在20日均线上方,偏多IH、IF在20日均线下方，偏空
　　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，指数进入震荡调整阶段。
　　

研究报告全文：证券代码839979股指期货早报2023年2月8日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面习主席称推动高质量发展进一步引导经营主体强信心稳定社会预期隔夜美股上涨昨日两市震荡反弹人工智能聊天板块带动中小盘走强中性2资金融资余额14641亿元增加60亿元沪深股通净卖出38亿元中性3基差IH2302升水136点IF2302升水197点IC2302升水276点IM2302贴水1152点中性4盘面IMICIFIH主力ICIM在20日均线上方偏多IHIF在20日均线下方偏空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调整阶段股指期货升贴水表当前日期202327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IH2302CFEIH2302274180030331831360051818225402023-02-1710IH2303CFEIH2303274560031155525160191818236802023-03-1738上证50274044020962128384IH2306CFEIH2306275160031490711160411158254802023-06-16129IH2309CFEIH23092725400413035-1504-055-0928176202023-09-15220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IF2302CFEIF23024096200315008119700517612288602023-02-1710IF2303CFEIF23034099000362271047701211212297002023-03-1738沪深3004094230181189140270IF2306CFEIF2306409640035737421700501512289202023-06-16129IF2309CFEIF23094063400413350-3083-076-12612190202023-09-15220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IC2302CFEIC23026320000234039327600415912640002023-02-1710IC2303CFEIC230363158002219211-144-002-02212631602023-03-1738中证5006317240242424180174IC2306CFEIC23066255400217262-6184-099-28012510802023-06-16129IC2309CFEIC23096189600193273-12764-206-34212379202023-09-15220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IM2302CFEIM230269128004331160-1152-017-60813825602023-02-1710IM2303CFEIM230368992003514832-2512-036-35013798402023-03-1738中证10006924320483070242107IM2306CFEIM23066798000436758-12632-186-52613596002023-06-16129IM2309CFEIM23096698800313073-22552-337-55913397602023-09-15220期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020226920221520222920223920224820227720228420229120232620229302021127202211920222232022323202242220225112022525202262320227212022818202291620221142022122202311620224720225620226120228420232120211123202112212022102120221118202212162022123020228302021126202211320221262022215202222520223102022323202242020225192022615202262820227112022722202281720229132022926202211920221252023112202210142022112220221229202111102021112320211217202112302022102720221216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604040202000-20-20-40-40-60-60-80-80-100-100-12020232620221520222920223920224820226920227720228420229120221192021127202222320223232022422202251120225252022623202272120228182022916202293020221142022122202311620211123202112212022102120221118202212162022123020224720225620226120228420232120211262022113202212620222152022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252023112202111232021121720211230202210142022102720221122202212162022122920211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022342022472023212022422202271420229302022112202212720222182022321202251220225272022614202262920227292022815202283020229152022118202212820231102022122320211110202111252021121020211227202210242022112320221520222920223820224720226820227620228320232320226222021127202211920222222022322202242120225102022524202272020228172022831202291520229292022113202212120231132021122120221020202211172022121520221229IC00IC01IC02IC0320211123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040031029030024020018020012010000-010-020-030-024-040-042-050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080064060060055055040020013011001000-001-020-029-040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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万200176153150142138128107101100090087079082067070049046050033033036026024029019022007000-012-013-012-025-021-050-042-058-100市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220829202210102022111120221215202205122022051820220524202205302022060620220610202206162022062220220628202207042022070820220714202207202022072620220801202208052022081120220817202208232022090220220908202209152022092120220927202210142022102020221026202211012022110720221117202211232022112920221205202212092022122120221227202301032023010920230113202301192023020120230207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PE160140120100806040200201633200412200574200629200696200835200958201163201214201288201375201495201759201963202086200652920086192018326200442320048102005317200741320077312008107200911920098202009128201032620107132010112201121820119152012425201331520142112014527201541520157282016617201692920171172017821201712620187112019215201991220204212021312202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB16141210864202004122004912005592010482010842011472011812017392017762018322009128200451220058292006428200682520074252007822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