早评
　　期指
　　1、基本面：美国1月个人消费物价指数超预期，美债收益率再度上行，美股下跌，上周国内股市回调，中概股和港股跌幅居前，市场热点减少；偏空
　　2、资金：融资余额14882亿元，增加5亿元，沪深股通净卖出51亿元；偏空
　　3、基差：IH2303升水6.41点，IF2303升水6.55点，IC2303贴水1.44点，IM2303贴水16.22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：美债收益率上行，美股科技股下跌，人民币汇率贬值，港股和蓝筹股相对较弱，国内指数震荡调整。

研究报告全文：证券代码839979股指期货早报2023年2月27日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面美国1月个人消费物价指数超预期美债收益率再度上行美股下跌上周国内股市回调中概股和港股跌幅居前市场热点减少偏空2资金融资余额14882亿元增加5亿元沪深股通净卖出51亿元偏空3基差IH2303升水641点IF2303升水655点IC2303贴水144点IM2303贴水1622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预期美债收益率上行美股科技股下跌人民币汇率贬值港股和蓝筹股相对较弱国内指数震荡调整股指期货升贴水表当前日期2023224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IH2303CFEIH2303273400-127501166410234088202002023-03-1721IH2304CFEIH2304273920-127218311610422768217602023-04-2156上证50272759-144967128383IH2306CFEIH2306273860-1281208811010401318215802023-06-16112IH2309CFEIH2309271060-1313910-1699-063-1138131802023-09-15203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IF2303CFEIF2303406760-0837100765501628012202802023-03-1721IF2304CFEIF2304407120-08471007101502516212213602023-04-2156沪深300406105-1041187140271IF2306CFEIF2306406260-0841526115500401212187802023-06-16112IF2309CFEIF2309402220-0854118-3885-097-17412066602023-09-15203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IC2303CFEIC230363394000542216-144-002-03912678802023-03-1721IC2304CFEIC23046325800052178-1504-024-15512651602023-04-2156中证500634084-0312444181173IC2306CFEIC230662700000610188-7084-113-36812540002023-06-16112IC2309CFEIC23096201200096021-13964-225-40512402402023-09-15203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IM2303CFEIM230369286000731201-1622-023-40713857202023-03-1721IM2304CFEIM23046902000121271-4282-062-40413804002023-04-2156中证1000694482-0323089243107IM2306CFEIM23066822400147218-12242-179-58513644802023-06-16112IM2309CFEIM23096725800213332-21902-326-58613451602023-09-15203期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020221520222920223920224820226920227720228420229120232620211272022119202222320223232022422202251120225252022623202272120228182022916202293020221142022122202311620232202022772022162022392022482022692022842022912023262022102120211123202112212022111820221216202212302021128202212020222102022223202232320224222022511202252520226232022721202281820229162022930202211420221222023116202322020221216202111102021112420211222202210212022111820221230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604040202000-20-20-40-40-60-60-80-80-100-100-12020222920221520223920224820226920227720228420229120232620224222021127202211920222232022323202251120225252022623202272120228182022916202293020221142022122202311620232202021112320211221202210212022111820221216202212302022162022392022482022692022772022842022912023262022511202112820221202022210202222320223232022422202252520226232022721202281820229162022930202211420221222023116202322020211124202112222022102120221118202212162022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202234202247202321202211220221272022218202232120224222022512202252720226142022629202271420227292022815202283020229152022930202211820221282023110202321620211110202111252021121020211227202210242022112320221223202215202229202238202247202268202276202283202323202232220229292021127202211920222222022421202251020225242022622202272020228172022831202291520221132022121202311320232172021122120221020202211172022121520221229IC00IC01IC02IC0320211123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000-020-018-040-031-060-062-065-080-081-100-104-120-116-140-144-160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NA期周值长000-020-019-040-042-060-080-089-087-100-094-095-120-114-124-140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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万200166150100092064050026017021000-006-006-021-050-030-033-042-036-051-052-048-058-061-058-055-070-072-100-086-104-111-114-129-130-150-138-147-153-200市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220916202210272022113020230104202205312022060720220613202206172022062320220629202207052022071120220715202207212022072720220802202208082022081220220818202208242022083020220905202209092022092220220928202210112022101720221021202211022022110820221114202211182022112420221206202212122022121620221222202212282023011020230116202301202023020220230208202302142023022020230224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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086200912820178212004423200481020053172006529200741320077312008619200810720091192009820201032620107132010112201121820119152012425201331520142112014527201541520157282016617201692920171172017126201832620187112019215201991220204212021312202162920221272022520202283120041125201412242019123120051019200612222007111520121123201310242015111620181029202011242021101820221219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PB16141210864202004122017912004932005142005952006152006962007192007962008182008932009162009582009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