早评
　　期指
　　1、基本面：1月社融数据历史同高超出预期，但企业与居民端分化仍较严重，通胀数据低位运行，周五两市震荡走低，外资净流入边际减弱；周五美股涨跌不一，科技股走弱；中性
　　2、资金：融资余额14728亿元，增加18亿元，沪深股通净卖出33.75亿元；偏空
　　3、基差：IH2302升水4.88点，IF2302升水1.29点，IC2302升水3.15点，IM2302升水2.21点，中性
　　4、盘面：IM>IC>IF> IH（主力），IC、IM在20日均线上方,偏多；IF、IH在20日均线下方，偏空
　　5、主力持仓：IC主力空增，IF主力空增，IH主力空增，偏空
　　6、预期：上周市场震荡回落，海外加息进入尾声，美债收益率曲线倒挂创新高，美股涨跌不一，科技股走弱，国内光模块板块相对强势，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13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1月社融数据历史同高超出预期但企业与居民端分化仍较严重通胀数据低位运行周五两市震荡走低外资净流入边际减弱周五美股涨跌不一科技股走弱中性2资金融资余额14728亿元增加18亿元沪深股通净卖出3375亿元偏空3基差IH2302升水488点IF2302升水129点IC2302升水315点IM2302升水221点中性4盘面IMICIFIH主力ICIM在20日均线上方偏多IFIH在20日均线下方偏空5主力持仓IC主力空增IF主力空增IH主力空增偏空6预期上周市场震荡回落海外加息进入尾声美债收益率曲线倒挂创新高美股涨跌不一科技股走弱国内光模块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2023210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IH2302CFEIH2302275160-048315704880189258254802023-02-177IH2303CFEIH2303275680-0471759910080373818270402023-03-1735上证50274672-055970128381IH2306CFEIH2306276440-038559517680641858293202023-06-16126IH2309CFEIH2309273740-0372708-932-034-0578212202023-09-15217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IF2302CFEIF2302410760-0644623612900316412322802023-02-177IF2303CFEIF2303411400-0672328276901919512342002023-03-1735沪深300410631-0591199141268IF2306CFEIF2306411180-065720654901303912335402023-06-16126IF2309CFEIF2309408020-0612334-2611-064-10812240602023-09-15217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IC2302CFEIC2302633740-0354340431500525912674802023-02-177IC2303CFEIC2303633740-0312474731500505212674802023-03-1735中证500633425-0322437181173IC2306CFEIC2306627760-0398798-5665-090-26112555202023-06-16126IC2309CFEIC2309621420-0384970-12005-193-32512428402023-09-15217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IM2302CFEIM2302697760-0453443722100316513955202023-02-177IM2303CFEIM2303696920-04925482-619-009-09313938402023-03-1735中证1000697539-0343101244106IM2306CFEIM2306687740-04810025-9799-142-41313754802023-06-16126IM2309CFEIM2309679420-0455209-18119-267-44913588402023-09-15217期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020226920221520222920223920224820227720228420229120232620225252021127202211920222232022323202242220225112022623202272120228182022916202293020221142022122202311620224720225620226120228420232120211123202112212022102120221118202212162022123020228172021126202211320221262022215202222520223102022323202242020225192022615202262820227112022722202283020229132022926202211920221252023112202111232022122920211110202112172021123020221014202210272022112220221216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604040202000-20-20-40-40-60-60-80-80-100-100-12020223920221520222920224820226920227720228420229120232620229162021127202211920222232022323202242220225112022525202262320227212022818202293020221142022122202311620211123202112212022102120221118202212162022123020224720225620226120228420232120211262022113202212620222152022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252023112202210142021112320211217202112302022102720221122202212162022122920211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022342022472023212022830202211220221272022218202232120224222022512202252720226142022629202271420227292022815202291520229302022118202212820231102021111020211125202112102021122720221024202211232022122320221520222920223820224720226820227620228320232320211272022119202222220223222022421202251020225242022622202272020228172022831202291520229292022113202212120231132021122120221020202211172022121520221229IC00IC01IC02IC0320211123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000-020-030-040-032-042-060-055-059-059-080-100-096-120-119-140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000-020-021-020-030-040-046-060-056-061-059-080-100-094-098-120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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万200159150115100086076058054043043050036026018015022000-006-004-006-002-012-014-013-050-029-036-046-065-063-100-089-118-150-128-132-144-200-187-250市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220901202210132022111620221220202205172022052320220527202206022022060920220615202206212022062720220701202207072022071320220719202207252022072920220804202208102022081620220822202208262022090720220914202209202022092620220930202210192022102520221031202211042022111020221122202211282022120220221208202212142022122620221230202301062023011220230118202301312023020620230210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PE160140120100806040200201495200412200574200629200696200835200958201163201214201288201375201633201759201963202086201711720044232004810200531720065292007413200773120086192008107200911920098202009128201032620107132010112201121820119152012425201331520142112014527201541520157282016617201692920178212017126201832620187112019215201991220204212021312202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB16141210864202004122009582010562015972004932005142005952006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