期指
　　1、基本面：受到美国2月企业活动反弹担忧利率将维持高位更长时间影响，美股大跌，昨日指数冲高，周期股走强，双创板块下跌，板块分化；中性
　　2、资金：融资余额14821亿元，增加54亿元，沪深股通净买入18亿元；偏多
　　3、基差：IH2303升水11.4点，IF2303升水13.31点，中性IC2303贴水28.42点，IM2303贴水55.28点，偏空
　　4、盘面：IH>IF>IC> IM（主力），IC、IM、IH、IF在20日均线上，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：A股全面注册制和商业银行资本管理征求意见稿，带动金融板块走强，不过美债收益率回升，美股科技股下跌，国内指数中短期仍受制于前期压力位，操作上建议逢高减仓。

研究报告全文：证券代码839979股指期货早报2023年2月22日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面受到美国2月企业活动反弹担忧利率将维持高位更长时间影响美股大跌昨日指数冲高周期股走强双创板块下跌板块分化中性2资金融资余额14821亿元增加54亿元沪深股通净买入18亿元偏多3基差IH2303升水114点IF2303升水1331点中性IC2303贴水2842点IM2303贴水5528点偏空4盘面IHIFICIM主力ICIMIHIF在20日均线上偏多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A股全面注册制和商业银行资本管理征求意见稿带动金融板块走强不过美债收益率回升美股科技股下跌国内指数中短期仍受制于前期压力位操作上建议逢高减仓股指期货升贴水表当前日期2023221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IH2303CFEIH23032812800675161410660385768438402023-03-1724IH2304CFEIH2304281860069207716460583618455802023-04-2159上证50280214049989131375IH2306CFEIH23062817000691067914860531678451002023-06-16115IH2309CFEIH23092785200583946-1694-061-1088355602023-09-15206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IF2303CFEIF23034149400286679050501218512448202023-03-1724IF2304CFEIF23044153000326679086502112912459002023-04-2159沪深3004144350261209142266IF2306CFEIF23064145600321217812500301012436802023-06-16115IF2309CFEIF23094107000384199-3735-091-16112321002023-09-15206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IC2303CFEIC230363550005050536-2842-045-68012710002023-03-1724IC2304CFEIC23046340800542075-4262-067-41612681602023-04-2159中证5006383420592459182172IC2306CFEIC230662898005311824-9362-149-47212579602023-06-16115IC2309CFEIC23096217200467445-16622-267-47412434402023-09-15206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IM2303CFEIM230369352003037792-5528-080-121213870402023-03-1724IM2304CFEIM2304690700023978-8348-121-74813814002023-04-2159中证10006990480453109244106IM2306CFEIM23066834800329755-15568-228-72313669602023-06-16115IM2309CFEIM23096738800324106-25168-373-66213477602023-09-15206期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020221520222920223920224820226920227720228420229120232620211272022119202222320223232022422202251120225252022623202272120228182022916202293020221142022122202311620232202022162022392022482022692022772022842022912023262021112320211221202210212022111820221216202212302022323202293020211282022120202221020222232022422202251120225252022623202272120228182022916202211420221222023116202322020211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-12020228420221520222920223920224820226920227720229120232620211272023116202211920222232022323202242220225112022525202262320227212022818202291620229302022114202212220232202021112320211221202210212022111820221216202212302022842022912022162022392022482022692022772023262022818202291620229302021128202212020222102022223202232320224222022511202252520226232022721202211420221222023116202322020221021202111242021122220221118202212162022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202234202247202321202283020221122022127202221820223212022422202251220225272022614202262920227142022729202281520229152022930202211820221282023110202321620221024202111102021112520211210202112272022112320221223202215202229202238202247202268202276202283202323202112720221192022222202232220224212022510202252420226222022720202281720228312022915202292920221132022121202311320232172021122120221020202211172022121520221229IC00IC01IC02IC0320211123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080059060049049040036026020012000-020-040-031-044-060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期周万值长100090090080070066060057050040028030023020020014010010NA000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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万300252250239200170150128135114120092095100087086075067059065057050040023028009014011013000-004-017-019-016-050-030-100-079-150-133-165-200市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220913202210242022112520221229202205262022060120220608202206142022062020220624202206302022070620220712202207182022072220220728202208032022080920220815202208192022082520220831202209062022091920220923202209292022101220221018202210282022110320221109202211152022112120221201202212072022121320221219202212232023010520230111202301172023013020230203202302092023021520230221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PE160140120100806040200201375200412200574200629200696200835200958201163201214201288201495201633201759201963202086200652920091282022831200442320048102005317200741320077312008619200810720091192009820201032620107132010112201121820119152012425201331520142112014527201541520157282016617201692920171172017821201712620183262018711201921520199122020421202131220216292022127202252020041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB16141210864202004122004932005142005952006152006962007192007962008182008932009162009582009922010142010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