期指
　　1、基本面：美隔欧美股市涨跌不一，昨日两市分化，金融板块继续调整拖累权重指数，小盘股反弹，市场成交额创2月以来新低，观望情绪增加；偏空
　　2、资金：融资余额14919亿元，减少21亿元，沪深股通净卖出10亿元；偏空
　　3、基差：IH2303升水1.47点，IF2303升水0.69点，IC2303贴水13.52点，IM2303贴水20.46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：美联储主席继续鹰派发言，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，小盘股相对大盘强势，整体短期市场情绪谨慎。

研究报告全文：证券代码839979股指期货早报2023年3月9日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面美隔欧美股市涨跌不一昨日两市分化金融板块继续调整拖累权重指数小盘股反弹市场成交额创2月以来新低观望情绪增加偏空2资金融资余额14919亿元减少21亿元沪深股通净卖出10亿元偏空3基差IH2303升水147点IF2303升水069点IC2303贴水1352点IM2303贴水2046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预期美联储主席继续鹰派发言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小盘股相对大盘强势整体短期市场情绪谨慎股指期货升贴水表当前日期202338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IH2303CFEIH2303269340-094392631470052218080202023-03-179IH2304CFEIH2304269820-10131956270231938094602023-04-2144上证50269193-078967128383IH2306CFEIH2306269860-09299396670250908095802023-06-16100IH2309CFEIH2309266620-1084391-2573-097-1847998602023-09-15191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IF2303CFEIF2303403480-0545728706900206912104402023-03-179IF2304CFEIF2304404120-0535728770901814612123602023-04-2144沪深300403411-0361196141271IF2306CFEIF2306403300-05415476-111-003-01012099002023-06-16100IF2309CFEIF2309398580-0584587-4831-121-23211957402023-09-15191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IC2303CFEIC2303628800-01045796-1352-022-87212576002023-03-179IC2304CFEIC2304627920-0056624-2232-036-29512558402023-04-2144中证5006301520272414180174IC2306CFEIC2306621840-01312560-8312-134-48812436802023-06-16100IC2309CFEIC2309613680-0167899-16472-268-51312273602023-09-15191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IM2303CFEIM230368710000431970-2046-030-120813742002023-03-179IM2304CFEIM2304684780-0013818-4366-064-52913695602023-04-2144中证10006891460533074240107IM2306CFEIM23066766000019675-12546-185-67713532002023-06-16100IM2309CFEIM23096660000003728-23146-348-66413320002023-09-15191期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022342022472023212023332022422202291520232162021129202211120221262022217202232120225122022527202261420226292022714202272920228152022830202293020221182022128202311020229120221620223920224820226920227720228420232620233620211124202112242022102420221123202212232022122202112820221202022210202222320223232022422202251120225252022623202272120228182022916202293020221142023116202322020221021202111102021112420211222202211182022121620221230价差01-00价差02-00价差03-00IF00IF01IF02IF03价差02-01价差03-01价差03-02数据来源wind资讯数据整理大越期货期货市场-上证50基差与价差上证50基差上证50价差604040202000-20-20-40-40-60-60-80-80-100-100-1202022342022472023212023332022321202271420211292022111202212620222172022422202251220225272022614202262920227292022815202283020229152022930202211820221282023110202321620211124202112242022102420221123202212232022162022392022482022692022772022842022912023262023362021128202262320221202022210202222320223232022422202251120225252022721202281820229162022930202211420221222023116202322020221230202111242021122220221021202211182022121620211110价差01-00价差02-00价差03-00IH00IH01IH02IH03价差02-01价差03-01价差03-02数据来源wind资讯数据整理大越期货期货市场-中证500基差与价差中证500基差中证500价差100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022342022472023212023332022512202211220221272022218202232120224222022527202261420226292022714202272920228152022830202291520229302022118202212820231102023216202111102021112520211210202112272022102420221123202212232022462022332023192023322021129202321520221112022126202221720223182022421202251120225262022613202262820227132022728202281220228292022914202292920221172022127202313120221021202112242022112220221222IC00IC01IC02IC0320211124价差01-00价差02-00价差03-00价差02-01价差03-01价差03-02数据来源wind资讯数据整理大越期货现货市场-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060044040027020013000-006-009-020-026-040-036-060-080-078-100数据来源wind资讯数据整理大越期货现货市场-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060052040020009003NA000-020-025-040-034-043-050-051-060数据来源wind资讯数据整理大越期货现货市场-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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万300250250191200171150139118100079077054058055045042050038035038032012003000-014-050-028-023-026-030-040-061-063-075-066-100-082-087-085-150数据来源wind资讯数据整理大越期货市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012520220928202211082022121220230116202206132022061720220623202206292022070520220711202207152022072120220727202208022022080820220812202208182022082420220830202209052022090920220916202209222022101120221017202210212022102720221102202211142022111820221124202211302022120620221216202212222022122820230104202301102023012020230202202302082023021420230220202302242023030220230308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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086200911920157282021312202212720044232004810200531720065292007413200773120086192008107200982020091282010326201071320101122011218201191520124252013315201421120145272015415201661720169292017117201782120171262018326201871120192152019912202042120216292022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB16141210864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