期指
　　1、基本面：美联储主席鹰派发言，预期3月份加息50BP概率增加，隔夜美股下跌，美债收益率上行，昨日进出口数据好于市场预期，A股低开低走，市场热点减少；偏空
　　2、资金：融资余额14940亿元，增加57亿元，沪深股通净卖出2亿元；中性
　　3、基差：IH2303贴水0.17点，IF2303贴水1.65点，IC2303贴水7.7点，IM2303贴水8.54点，中性
　　4、盘面：IC>IM>IF> IH（主力），IC、IM、IH、IF在20日均线下方，偏空
　　5、主力持仓：IC主力空增，IF主力空增，IH主力空增，偏空
　　6、预期：美联储主席称3月份加息50基点可能性增加，美股回落美债收益率上行，国内经济恢复缓慢，指数高位回落，短期市场情绪谨慎。

研究报告全文：证券代码839979股指期货早报2023年3月8日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面美联储主席鹰派发言预期3月份加息50BP概率增加隔夜美股下跌美债收益率上行昨日进出口数据好于市场预期A股低开低走市场热点减少偏空2资金融资余额14940亿元增加57亿元沪深股通净卖出2亿元中性3基差IH2303贴水017点IF2303贴水165点IC2303贴水77点IM2303贴水854点中性4盘面ICIMIFIH主力ICIMIHIF在20日均线下方偏空5主力持仓IC主力空增IF主力空增IH主力空增偏空6预期美联储主席称3月份加息50基点可能性增加美股回落美债收益率上行国内经济恢复缓慢指数高位回落短期市场情绪谨慎股指期货升贴水表当前日期202337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IH2303CFEIH2303271300-12458951-017-001-0238139002023-03-1710IH2304CFEIH2304271760-13041974430161328152802023-04-2145上证50271317-113974129381IH2306CFEIH2306271720-131140154030150548151602023-06-16101IH2309CFEIH2309268700-1385477-2617-097-1858061002023-09-15192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IF2303CFEIF2303404720-14482731-165-004-14912141602023-03-1710IF2304CFEIF2304405120-1488273123500604712153602023-04-2145沪深300404885-1461198141271IF2306CFEIF2306404400-14820296-485-012-04312132002023-06-16101IF2309CFEIF2309399800-1486485-5085-127-24211994002023-09-15192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IC2303CFEIC2303627660-14553463-770-012-44812553202023-03-1710IC2304CFEIC2304626520-1455966-1910-030-24712530402023-04-2145中证500628430-1732429180174IC2306CFEIC2306620800-14616434-7630-123-44412416002023-06-16101IC2309CFEIC2309613000-1479539-15430-252-47912260002023-09-15192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IM2303CFEIM2303684680-16543995-854-012-45513693602023-03-1710IM2304CFEIM2304682600-1605137-2934-043-34913652002023-04-2145中证1000685534-2033069239108IM2306CFEIM2306674620-15712067-10914-162-58513492402023-06-16101IM2309CFEIM2309664060-1604644-21474-323-61513281202023-09-15192期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022342022472023212023332022111202281520211292022126202221720223212022422202251220225272022614202262920227142022729202283020229152022930202211820221282023110202321620221620223920224820226920227720228420229120232620233620211124202112242022102420221123202212232022210202272120211282022120202222320223232022422202251120225252022623202281820229162022930202211420221222023116202322020211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-1202023332022342022472023212022629202112920221112022126202221720223212022422202251220225272022614202271420227292022815202283020229152022930202211820221282023110202321620211124202112242022102420221123202212232022162022392022482022692022772022842022912023262023362022525202112820221202022210202222320223232022422202251120226232022721202281820229162022930202211420221222023116202322020211124202112222022102120221118202212162022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022342022472023212023332022112202212720222182022321202242220225122022527202261420226292022714202272920228152022830202291520229302022118202212820231102023216202111102021112520211210202112272022102420221123202212232022332022462023192023322022613202291420211292022111202212620222172022318202242120225112022526202262820227132022728202281220228292022929202211720221272023131202321520211224202210212022112220221222IC00IC01IC02IC0320211124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000-050-100-111-113-150-146-170-173-169-200-198-197-250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000-050-055-070-100-150-143-173-180-200-199-200-214-250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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万200097100061001000-021-100-086-108-101-124-154-153-148-164-200-178-179-170-178-174-175-193-188-185-193-203-222-218-235-264-300-270-295-318-400-374市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012520220927202211072022120920230113202206102022061620220622202206282022070420220708202207142022072020220726202208012022080520220811202208172022082320220829202209022022090820220915202209212022101020221014202210202022102620221101202211112022111720221123202211292022120520221215202212212022122720230103202301092023011920230201202302072023021320230217202302232023030120230307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PB161412108642020041220049320051420059520061520069620071920079620081820089320091620095820099220101420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