期指
　　1、基本面：美国长短期国债收益率曲线倒挂程度创四十余年来最深，隔夜美股下跌，昨日两市低开高走；偏多
　　2、资金：融资余额14710亿元，增加16亿元，沪深股通净买入121.01亿元；偏多
　　3、基差：IH2302升水3.73点，IF2302升水2.94点，IC2302升水8.44点，IM2302升水21.62点，偏多
　　4、盘面：IM>IC>IF> IH（主力），IC、IM、IF在20日均线上方,偏多；IH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，美债收益率曲线倒挂创新高，美股高开低走，中概逆势走高，国内芯片板块相对强势，指数调整预期仍存。

研究报告全文：证券代码839979股指期货早报2023年2月10日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面美国长短期国债收益率曲线倒挂程度创四十余年来最深隔夜美股下跌昨日两市低开高走偏多2资金融资余额14710亿元增加16亿元沪深股通净买入12101亿元偏多3基差IH2302升水373点IF2302升水294点IC2302升水844点IM2302升水2162点偏多4盘面IMICIFIH主力ICIMIF在20日均线上方偏多IH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曲线倒挂创新高美股高开低走中概逆势走高国内芯片板块相对强势指数调整预期仍存股指期货升贴水表当前日期202328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IH2302CFEIH2302273400-029298372750104088202002023-02-179IH2303CFEIH2303273740-032147726150222228212202023-03-1737上证50273125-034959127386IH2306CFEIH2306274480-025409113550491418234402023-06-16128IH2309CFEIH2309271620-0312184-1505-055-0928148602023-09-15219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IF2302CFEIF2302407640-0364569602600102612229202023-02-179IF2303CFEIF2303408600-0222060898602423812258002023-03-1737沪深300407614-0441184139271IF2306CFEIF2306408380-021732476601905312251402023-06-16128IF2309CFEIF2309404960-0242302-2654-066-10912148802023-09-15219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IC2302CFEIC2302626600-06239164-228-004-14812532002023-02-179IC2303CFEIC2303626280-06217498-548-009-08612525602023-03-1737中证500626828-0782406179175IC2306CFEIC2306621240-0467588-5588-090-25612424802023-06-16128IC2309CFEIC2309614000-0574716-12828-209-34812280002023-09-15219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IM2302CFEIM2302686580-04226376-1192-017-70413731602023-02-179IM2303CFEIM2303685000-05114151-2772-040-39913700002023-03-1737中证1000687772-0673050240108IM2306CFEIM2306675140-0415523-12632-187-53413502802023-06-16128IM2309CFEIM2309666200-0292220-21572-324-54013324002023-09-15219期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020221520222920223920224820226920227720228420229120232620222232022916202112720221192022323202242220225112022525202262320227212022818202293020221142022122202311620224720225620226120228420232120211123202112212022102120221118202212162022123020211262022113202212620222152022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252023112202211222021111020211123202112172021123020221014202210272022121620221229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604040202000-20-20-40-40-60-60-80-80-100-100-12020221520222920223920224820226920227720228420229120232620226232021127202211920222232022323202242220225112022525202272120228182022916202293020221142022122202311620221230202111232021122120221021202211182022121620224720225620226120228420232120231122021126202211320221262022215202222520223102022323202242020225192022615202262820227112022722202281720228302022913202292620221192022125202112172021112320211230202210142022102720221122202212162022122920211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002023212022342022472022112202212720222182022321202242220225122022527202261420226292022714202272920228152022830202291520229302022118202212820231102022112320221223202111102021112520211210202112272022102420221520222920223820224720226820227620228320232320227202021127202211920222222022322202242120225102022524202262220228172022831202291520229292022113202212120231132021122120221020202211172022121520221229IC00IC01IC02IC0320211123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300259250200174164150134140138118112100050000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200184180180170159160151140128120100080077080065060040020000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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万350322317300253250233215207200188175158161150135118113103100088088091087080072067063058056049046039043050035036033000市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220831202210122022111520221219202205162022052020220526202206012022060820220614202206202022062420220630202207062022071220220718202207222022072820220803202208092022081520220819202208252022090620220913202209192022092320220929202210182022102420221028202211032022110920221121202211252022120120221207202212132022122320221229202301052023011120230117202301302023020320230209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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086201921520044232004810200531720065292007413200773120086192008107200911920098202009128201032620107132010112201121820119152012425201331520142112014527201541520157282016617201692920171172017821201712620183262018711201991220204212021312202162920221272022520202283120131024202110182004112520051019200612222007111520121123201412242015111620181029201912312020112420221219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PB161412108642020041220089320181220049320051420059520061520069620071920079620081820091620095820099220101420105620109120111520119120121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