早评
　　期指
　　1、基本面：昨日欧美股市涨跌不一，昨日两市缩量震荡，港股持续回调，市场情绪有所谨慎；中性
　　2、资金：融资余额14877亿元，增加32亿元，沪深股通净卖出21.5亿元；中性
　　3、基差：IH2303升水5.46点，IF2303升水4.55点，IC2303贴水8.52点，IM2303贴水21.99点，中性
　　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24日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面昨日欧美股市涨跌不一昨日两市缩量震荡港股持续回调市场情绪有所谨慎中性2资金融资余额14877亿元增加32亿元沪深股通净卖出215亿元中性3基差IH2303升水546点IF2303升水455点IC2303贴水852点IM2303贴水2199点中性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2023223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IH2303CFEIH2303277300-012445995460203278319002023-03-1722IH2304CFEIH2304277800-013189010460382418334002023-04-2157上证50276754-007979130378IH2306CFEIH2306277680-01986659260331088330402023-06-16113IH2309CFEIH2309275060-0183220-1694-062-1108251802023-09-15204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IF2303CFEIF2303410820-0016994745501118412324602023-03-1722IF2304CFEIF2304411180-0046994781502012712335402023-04-2157沪深300410365-0081198141268IF2306CFEIF2306410340-00511912-025-001-00212310202023-06-16113IF2309CFEIF2309406260-0113962-4105-101-18112187802023-09-15204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IC2303CFEIC2303635180-00344646-852-013-22312703602023-03-1722IC2304CFEIC2304633660-0082166-2372-037-24012673202023-04-2157中证500636032-0232451182172IC2306CFEIC2306628500-00310988-7532-120-38712570002023-06-16113IC2309CFEIC2309621360-0066139-14672-236-42212427202023-09-15204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IM2303CFEIM2303694480-02034847-2199-032-52513889602023-03-1722IM2304CFEIM2304691860-0191104-4819-070-44613837202023-04-2157中证1000696679-0453101244106IM2306CFEIM2306683720-0097558-12959-190-61213674402023-06-16113IM2309CFEIM2309673900-0054146-22779-338-60513478002023-09-15204期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020221520222920223920224820226920227720228420229120232620211272022119202222320223232022422202251120225252022623202272120228182022916202293020221142022122202311620232202022162022392022482022692022772022842022912023262021122120221230202111232022102120221118202212162021128202212020222102022223202232320224222022511202252520226232022721202281820229162022930202211420221222023116202322020211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-12020221520222920223920224820226920227720228420229120232620229162023116202112720221192022223202232320224222022511202252520226232022721202281820229302022114202212220232202021112320211221202210212022111820221216202212302022692022842022162022392022482022772022912023262021128202212020222102022223202232320224222022511202252520226232022721202281820229162022930202211420221222023116202322020211124202112222022102120221118202212162022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202247202234202321202211220221272022218202232120224222022512202252720226142022629202271420227292022815202283020229152022930202211820221282023110202321620211110202111252021121020211227202210242022112320221223202215202229202238202247202268202276202283202323202222220229152021127202211920223222022421202251020225242022622202272020228172022831202292920221132022121202311320232172021122120221020202211172022121520221229IC00IC01IC02IC0320211123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040030028023020010000-007-010-008-011-013-020-018-023-030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050039040030027020010004NA001000-003-010-013-020-017-030-040-050-050-060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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万150113100087067045044046042050034031020010000-004-003-008-012-013-010-015-024-020-050-030-037-046-067-066-067-100-088-113-150-139-173-200-250-240-300市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220915202210262022112920230103202205302022060620220610202206162022062220220628202207042022070820220714202207202022072620220801202208052022081120220817202208232022082920220902202209082022092120220927202210102022101420221020202211012022110720221111202211172022112320221205202212092022121520221221202212272023010920230113202301192023020120230207202302132023021720230223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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086200741320091282014211201692920044232004810200531720065292007731200861920081072009119200982020103262010713201011220112182011915201242520133152014527201541520157282016617201711720178212017126201832620187112019215201991220204212021312202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB161412108642020041220119120195820049320051420059520061520069620071920079620081820089320091620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