期指
　　1、基本面：受美联储会议纪要显示决策者利用较慢加息来压制高通胀，美元和美债收益率上行，隔夜美股涨跌不一，昨日两市分化，中小盘指数相对强势，权重股回调，市场分化；中性
　　2、资金：融资余额14844亿元，增加23亿元，沪深股通净卖出47亿元；偏空
　　3、基差：IH2303升水5.26点，IF2303升水2.85点，中性IC2303贴水12.07点，IM2303贴水30.43点，偏空
　　4、盘面：IM>IC>IF> IH（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：美联储维持高位利率，美元走强美债收益率回升，美股科技股回调，国内指数分化，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23日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面受美联储会议纪要显示决策者利用较慢加息来压制高通胀美元和美债收益率上行隔夜美股涨跌不一昨日两市分化中小盘指数相对强势权重股回调市场分化中性2资金融资余额14844亿元增加23亿元沪深股通净卖出47亿元偏空3基差IH2303升水526点IF2303升水285点中性IC2303贴水1207点IM2303贴水3043点偏空4盘面IMICIFIH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预期美联储维持高位利率美元走强美债收益率回升美股科技股回调国内指数分化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2023222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IH2303CFEIH2303277460-112474155260193018323802023-03-1723IH2304CFEIH2304278040-108155111060402508341202023-04-2158上证50276934-117980130378IH2306CFEIH2306278020-110954910860391258340602023-06-16114IH2309CFEIH2309275260-1043587-1674-061-1088257802023-09-15205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IF2303CFEIF2303410980-0766524428500711012329402023-03-1723IF2304CFEIF2304411280-0746524458501409012338402023-04-2158沪深300410695-0901199141268IF2306CFEIF2306410580-07912171-115-003-00912317402023-06-16114IF2309CFEIF2309406560-0783589-4135-102-18112196802023-09-15205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IC2303CFEIC230363630002140090-1207-019-30112726002023-03-1723IC2304CFEIC23046347800212362-2727-043-27012695602023-04-2158中证500637507-0132456182172IC2306CFEIC23066297600199902-7747-123-39412595202023-06-16114IC2309CFEIC23096226000197562-14907-239-42612452002023-09-15205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IM2303CFEIM230369680005832043-3043-044-69313936002023-03-1723IM2304CFEIM2304694180053773-5663-082-51313883602023-04-2158中证10006998430113113245106IM2306CFEIM23066855800507622-14263-208-66613711602023-06-16114IM2309CFEIM23096758200453797-24023-355-63313516402023-09-15205期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020221520222920223920224820226920227720228420229120232620211272022223202311620221192022323202242220225112022525202262320227212022818202291620229302022114202212220232202022162022392022482022692022772022842022912023262021112320211221202210212022111820221216202212302022422202291620232202021128202212020222102022223202232320225112022525202262320227212022818202293020221142022122202311620211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-12020224820232620221520222920223920226920227720228420229120225252021127202211920222232022323202242220225112022623202272120228182022916202293020221142022122202311620232202021112320211221202210212022111820221216202212302022162022392022482022692022772022842022912023262022721202112820221202022210202222320223232022422202251120225252022623202281820229162022930202211420221222023116202322020221118202111242021122220221021202212162022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202247202234202321202291520221122022127202221820223212022422202251220225272022614202262920227142022729202281520228302022930202211820221282023110202321620211110202111252021121020211227202210242022112320221223202215202229202238202247202268202276202283202323202292920211272022119202222220223222022421202251020225242022622202272020228172022831202291520221132022121202311320232172021122120221020202211172022121520221229IC00IC01IC02IC0320211123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000-020-013-040-040-047-060-057-061-080-073-090-100-120-117-140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020007NA000-020-018-040-060-062-071-080-089-100-095-093-104-120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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万150104100087059046050026027015000000-010-019-015-017-014-033-029-032-050-044-044-060-061-063-059-066-068-077-100-084-088-094-106-107-117-150市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220914202210252022112820221230202205272022060220220609202206152022062120220627202207012022070720220713202207192022072520220729202208042022081020220816202208222022082620220901202209072022092020220926202209302022101320221019202210312022110420221110202211162022112220221202202212082022121420221220202212262023010620230112202301182023013120230206202302102023021620230222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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086200911920091282015728201661720221272004423200481020053172006529200741320077312008619200810720098202010326201071320101122011218201191520124252013315201421120145272015415201692920171172017821201712620183262018711201921520199122020421202131220216292022520202283120221219200411252005101920061222200711152012112320131024201412242015111620181029201912312020112420211018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PB16141210864202004122009922004932005142005952006152006962007192007962008182008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