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，昨日两市低开高走，消费股表现活跃；隔夜美股走强，中概股涨幅居前；偏多
　　2、资金：融资余额14707亿元，减少21亿元，沪深股通净买入6.95亿元；中性
　　3、基差：IH2302升水1.21点，IF2302贴水4.57点，IC2302贴水12.63点，IM2302贴水12.58点，偏空
　　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主力空增，IF主力空增，IH主力空减，偏空
　　6、预期：海外加息进入尾声但年内是否降息仍有分歧，美债收益率曲线倒挂创新高，隔夜美股走强，中概股涨幅居前；国内消费股表现活跃，指数调整预期仍存，关注今日美国CPI数据。

研究报告全文：证券代码839979股指期货早报2023年2月14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昨日两市低开高走消费股表现活跃隔夜美股走强中概股涨幅居前偏多2资金融资余额14707亿元减少21亿元沪深股通净买入695亿元中性3基差IH2302升水121点IF2302贴水457点IC2302贴水1263点IM2302贴水1258点偏空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主力空增IF主力空增IH主力空减偏空6预期海外加息进入尾声但年内是否降息仍有分歧美债收益率曲线倒挂创新高隔夜美股走强中概股涨幅居前国内消费股表现活跃指数调整预期仍存关注今日美国CPI数据股指期货升贴水表当前日期2023213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IH2302CFEIH2302276900061363101210043998307002023-02-174IH2303CFEIH2303277580064245488010293298327402023-03-1732上证50276779077971129381IH2306CFEIH2306278340066712115610561668350202023-06-16123IH2309CFEIH23092756200673237-1159-042-0728268602023-09-15214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IF2302CFEIF230241390008051082-457-011-100812417002023-02-174IF2303CFEIF23034144000732847104300101212432002023-03-1732沪深3004143570911202141267IF2306CFEIF23064137800629192-577-014-04112413402023-06-16123IF2309CFEIF23094104000613095-3957-096-16412312002023-09-15214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IC2302CFEIC230263712006538180-1263-020-180912742402023-02-174IC2303CFEIC230363608005122991-2303-036-41312721602023-03-1732中证5006383830782451182172IC2306CFEIC23066294800377129-8903-141-42012589602023-06-16123IC2309CFEIC23096235800484883-14803-237-40512471602023-09-15214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IM2302CFEIM230270396010226143-1258-018-163114079202023-02-174IM2303CFEIM230370224009217048-2978-042-48414044802023-03-1732中证10007052181103131246105IM2306CFEIM23066928200906191-12398-179-53113856402023-06-16123IM2309CFEIM23096842200962943-20998-307-52313684402023-09-15214期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020221520222920223920224820226920227720228420229120232620227212021127202211920222232022323202242220225112022525202262320228182022916202293020221142022122202311620232120224720225620226120228420211123202112212022102120221118202212162022123020223232022615202112620221132022126202221520222252022310202242020225192022628202271120227222022817202283020229132022926202211920221252023112202111102021112320211217202112302022101420221027202211222022121620221229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604040202000-20-20-40-40-60-60-80-80-100-100-12020227720221520222920223920224820226920228420229120232620221142021127202211920222232022323202242220225112022525202262320227212022818202291620229302022122202311620211123202112212022102120221118202212162022123020224720225620226120228420232120227112021126202211320221262022215202222520223102022323202242020225192022615202262820227222022817202283020229132022926202211920221252023112202111232021121720211230202210142022102720221122202212162022122920211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022342022472023212022930202211220221272022218202232120224222022512202252720226142022629202271420227292022815202283020229152022118202212820231102021111020211125202112102021122720221024202211232022122320221520222920223820224720226820227620228320232320225102023113202112720221192022222202232220224212022524202262220227202022817202283120229152022929202211320221212021122120221020202211172022121520221229IC00IC01IC02IC0320211123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140114120110100091093077078080072060040020000-005-020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140126120120116108100092088080060040018020012014000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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万500421400300294300240242199200160115123117105108102110092101090097100084073084084040042051051001000-012-004-042-100-080-200市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220902202210142022111720221221202205182022052420220530202206062022061020220616202206222022062820220704202207082022071420220720202207262022080120220805202208112022081720220823202208292022090820220915202209212022092720221010202210202022102620221101202211072022111120221123202211292022120520221209202212152022122720230103202301092023011320230119202302012023020720230213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PE160140120100806040200200958200412200574200629200696200835201163201214201288201375201495201633201759201963202086200911920098202004423200481020053172006529200741320077312008619200810720091282010326201071320101122011218201191520124252013315201421120145272015415201572820166172016929201711720178212017126201832620187112019215201991220204212021312202162920221272022520202283120221219200411252005101920061222200711152012112320131024201412242015111620181029201912312020112420211018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PB16141210864202004122008182017912004932005142005952006152006962007192007962008932009162009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