期指
　　1、基本面：政府工作报告称今年GDP增长目标5%左右，把恢复和扩大消费摆在优先位置，处于市场预期下沿，证监会同意6家公司IPO注册，上周中字头股票带领沪指走强，双创板块弱势调整，市场分化；中性
　　2、资金：融资余额14911亿元，增加31亿元，沪深股通净买入7亿元；偏多
　　3、基差：IH2303升水6.69点，IF2303升水8.86点，IC2303贴水1.23点，IM2303贴水10.71点，中性
　　4、盘面：IC>IM>IF> IH（主力），IC、IM、IH、IF在20日均线上方，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：今年GDP增速处于市场预期下沿，国防开支增加，美债收益率高位回落，美股科技股反弹，经济复苏提振中字头股票走强，港股和蓝筹股反弹，沪指突破前期压力位，不过整体上方压力明显。

研究报告全文：证券代码839979股指期货早报2023年3月6日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面政府工作报告称今年GDP增长目标5左右把恢复和扩大消费摆在优先位置处于市场预期下沿证监会同意6家公司IPO注册上周中字头股票带领沪指走强双创板块弱势调整市场分化中性2资金融资余额14911亿元增加31亿元沪深股通净买入7亿元偏多3基差IH2303升水669点IF2303升水886点IC2303贴水123点IM2303贴水1071点中性4盘面ICIMIFIH主力ICIMIHIF在20日均线上方偏多5主力持仓IC主力空减IF主力空减IH主力空增偏空6预期今年GDP增速处于市场预期下沿国防开支增加美债收益率高位回落美股科技股反弹经济复苏提振中字头股票走强港股和蓝筹股反弹沪指突破前期压力位不过整体上方压力明显股指期货升贴水表当前日期202333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IH2303CFEIH2303277760004383803090112908332802023-03-1714IH2304CFEIH230427836000822869090332438350802023-04-2149上证50277451020988131375IH2306CFEIH230627838001283149290331168351402023-06-16105IH2309CFEIH23092755000103461-1951-071-1328265002023-09-15196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IF2303CFEIF23034134400175888238500924312403202023-03-1714IF2304CFEIF230441408002058882102502518412422402023-04-2149沪深3004130550311216143266IF2306CFEIF23064133000211431324500602112399002023-06-16105IF2309CFEIF23094089000164369-4155-102-18912267002023-09-15196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IC2303CFEIC2303637260-00340723-1772-028-72512745202023-03-1714IC2304CFEIC23046364400023126-2592-041-30312728802023-04-2149中证5006390320132458183171IC2306CFEIC230663108000012965-7952-126-43812621602023-06-16105IC2309CFEIC23096232000007169-15832-254-47312464002023-09-15196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IM2303CFEIM2303694200-01933740-2594-037-97413884002023-03-1714IM2304CFEIM2304691940-0142912-4854-070-52313838802023-04-2149中证1000696794-0063121243106IM2306CFEIM2306684160-0169053-12634-185-64213683202023-06-16105IM2309CFEIM2309673800-0174527-22994-341-63613476002023-09-15196期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020223920221520222920224820226920227720228420229120232620211272022119202222320223232022422202251120225252022623202272120228182022916202293020221142022122202311620232202022162022392022482022692022772022842022912023262022121620211123202112212022102120221118202212302021128202212020222102022223202232320224222022511202252520226232022721202281820229162022930202211420221222023116202322020211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-12020221520222920223920224820226920227720228420229120232620228182021127202211920222232022323202242220225112022525202262320227212022916202293020221142022122202311620232202021112320211221202210212022111820221216202212302022482022162022392022692022772022842022912023262021128202212020222102022223202232320224222022511202252520226232022721202281820229162022930202211420221222023116202322020211124202112222022102120221118202212162022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202234202247202321202333202212720228302022112202221820223212022422202251220225272022614202262920227142022729202281520229152022930202211820221282023110202321620211110202111252021121020211227202210242022112320221223202215202229202238202247202268202276202283202323202333202281720232172021127202211920222222022322202242120225102022524202262220227202022831202291520229292022113202212120231132021122120221020202211172022121520221229IC00IC01IC02IC0320211123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120101100080060054040031020018016020013002000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120100095080062060040034029021020004NA003000-020-020-040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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万250218200156150108091087100086080065064058057051054041050033015002005002000-008-014-016-027-050-036-047-048-058-067-067-100-107-106-150市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012520220923202211032022120720230111202206082022061420220620202206242022063020220706202207122022071820220722202207282022080320220809202208152022081920220825202208312022090620220913202209192022092920221012202210182022102420221028202211092022111520221121202211252022120120221213202212192022122320221229202301052023011720230130202302032023020920230215202302212023022720230303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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086200773120178212004423200481020053172006529200741320086192008107200911920098202009128201032620107132010112201121820119152012425201331520142112014527201541520157282016617201692920171172017126201832620187112019215201991220204212021312202162920221272022520202283120131024200411252005101920061222200711152012112320141224201511162018102920191231202011242021101820221219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PB16141210864202004122007962015182022592004932005142005952006152006962007192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