期指
　　1、基本面：隔夜欧美股市调整，昨日两市午后拉升，创业板走强，但市场成交活跃度较低，说明赚钱效应较差；中性
　　2、资金：融资余额14874亿元，增加8亿元，沪深股通净卖出13亿元；中性
　　3、基差：IH2303升水8.45点，IF2303升水9.74点，IC2303贴水11.74点，IM2303贴水18.17点，中性
　　4、盘面：IC>IM>IF> IH（主力），IC、IM在20日均线上方，偏多；IH、IF在20日均线下方，偏空
　　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，国内指数处于区间震荡调整。

研究报告全文：证券代码839979股指期货早报2023年3月1日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面隔夜欧美股市调整昨日两市午后拉升创业板走强但市场成交活跃度较低说明赚钱效应较差中性2资金融资余额14874亿元增加8亿元沪深股通净卖出13亿元中性3基差IH2303升水845点IF2303升水974点IC2303贴水1174点IM2303贴水1817点中性4盘面ICIMIFIH主力ICIM在20日均线上方偏多IHIF在20日均线下方偏空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处于区间震荡调整股指期货升贴水表当前日期2023228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IH2303CFEIH2303274560061481338450316618236802023-03-1717IH2304CFEIH2304275240064206815250553898257202023-04-2152上证50273715050971128381IH2306CFEIH23062750200641143513050471608250602023-06-16108IH2309CFEIH23092724200723819-1295-048-0878172602023-09-15199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IF2303CFEIF23034079200766915497402451312237602023-03-1717IF2304CFEIF230440840008069154145403625012252002023-04-2152沪深3004069460631190140271IF2306CFEIF23064078000831366985402107112234002023-06-16108IF2309CFEIF23094034800763550-3466-086-15812104402023-09-15199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IC2303CFEIC230363458008648820-1174-019-39712691602023-03-1717IC2304CFEIC23046332000873605-2554-040-28312664002023-04-2152中证5006357540802447182172IC2306CFEIC230662776008111705-7994-127-43012555202023-06-16108IC2309CFEIC23096206200836717-15134-244-44712412402023-09-15199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IM2303CFEIM230369374010535963-1817-026-56213874802023-03-1717IM2304CFEIM23046913201111779-4237-061-43013826402023-04-2152中证10006955570893115243106IM2306CFEIM230668300011610036-12557-184-62113660002023-06-16108IM2309CFEIM23096730001164816-22557-335-61513460002023-09-15199期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020226920221520222920223920224820227720228420229120232620228182022114202112720221192022223202232320224222022511202252520226232022721202291620229302022122202311620232202022842022162022392022482022692022772022912023262021112320211221202210212022111820221216202212302021128202212020222102022223202232320224222022511202252520226232022721202281820229162022930202211420221222023116202322020211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-12020223920228420221520222920224820226920227720229120232620225252021127202211920222232022323202242220225112022623202272120228182022916202293020221142022122202311620232202021122120211123202210212022111820221216202212302022162022392022482022692022772022842022912023262022721202112820221202022210202222320223232022422202251120225252022623202281820229162022930202211420221222023116202322020211124202112222022102120221118202212162022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202234202247202321202212820221122022127202221820223212022422202251220225272022614202262920227142022729202281520228302022915202293020221182023110202321620221123202111102021112520211210202112272022102420221223202238202215202229202247202268202276202283202323202112720221192022222202232220224212022510202252420226222022720202281720228312022915202292920221132022121202311320232172021122120221020202211172022121520221229IC00IC01IC02IC0320211123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证科业500证300创50指50全成板数A指指090080080080074070070066063060050050042040030020010000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120100100078080073073068059060050044040020NA000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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万250224226200178171150126112114100100089094076078077077074064060053058046051050039035039039029022012006011000-050-069-100市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012520220920202210312022120220230106202206022022060920220615202206212022062720220701202207072022071320220719202207252022072920220804202208102022081620220822202208262022090120220907202209142022092620220930202210132022101920221025202211042022111020221116202211222022112820221208202212142022122020221226202212302023011220230118202301312023020620230210202302162023022220230228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PE160140120100806040200201375202086200412200574200629200696200835200958201163201214201288201495201633201759201963201711720044232004810200531720065292007413200773120086192008107200911920098202009128201032620107132010112201121820119152012425201331520142112014527201541520157282016617201692920178212017126201832620187112019215201991220204212021312202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB1614121086420200412201314201396200493200514200595200615200696200719200796200818200893200916200958200992201014201056201091201115201191201214201293201419201495201518201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