期指
　　1、基本面：硅谷银行周末事件发酵倒逼美联储美国监管层对该银行储户提供取款保，上周海外股市下跌，国内股市走弱，市场风险偏好下降；偏空
　　2、资金：融资余额1957亿元，增加21亿元，沪深股通净卖出53亿元；偏空
　　3、基差：IH2303升水1.21点，IF2303贴水1.54点，IC2303贴水1.9点，IM2303升水0.1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：硅谷银行事件带动美债收益率下行，周五非农数据好坏参半，美股下跌，国内经济恢复缓慢，指数高位走弱，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13日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面硅谷银行周末事件发酵倒逼美联储美国监管层对该银行储户提供取款保上周海外股市下跌国内股市走弱市场风险偏好下降偏空2资金融资余额1957亿元增加21亿元沪深股通净卖出53亿元偏空3基差IH2303升水121点IF2303贴水154点IC2303贴水19点IM2303升水01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预期硅谷银行事件带动美债收益率下行周五非农数据好坏参半美股下跌国内经济恢复缓慢指数高位走弱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2023310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IH2303CFEIH2303263760-143467741210052397912802023-03-177IH2304CFEIH2304264260-14452806210232047927802023-04-2142上证50263639-133947125391IH2306CFEIH2306264000-151139013610140517920002023-06-1698IH2309CFEIH2309260400-1625352-3239-124-2407812002023-09-15189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IF2303CFEIF2303396560-14774361-154-004-20211896802023-03-177IF2304CFEIF2304396940-1477436122600604911908202023-04-2142沪深300396714-1311175138276IF2306CFEIF2306396300-14620955-414-010-03911889002023-06-1698IF2309CFEIF2309391360-1575395-5354-137-26411740802023-09-15189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IC2303CFEIC2303620300-12250820-190-003-16012406002023-03-177IC2304CFEIC2304618820-1278076-1670-027-23512376402023-04-2142中证500620490-1292375177176IC2306CFEIC2306612700-12817700-7790-127-47412254002023-06-1698IC2309CFEIC2309604500-12510692-15990-265-51112090002023-09-15189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IM2303CFEIM2303679840-1163878401000000813596802023-03-177IM2304CFEIM2304676980-1196256-2850-042-36613539602023-04-2142中证1000679830-1373035237109IM2306CFEIM2306669680-10911085-10150-152-56513393602023-06-1698IM2309CFEIM2309658680-1154947-21150-321-62013173602023-09-15189期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022342022472023212023332022118202112920221112022126202221720223212022422202251220225272022614202262920227142022729202281520228302022915202293020221282023110202321620221620223920224820226920227720228420229120232620233620211124202112242022102420221123202212232021128202212020222102022223202232320224222022511202252520226232022721202281820229162022930202211420221222023116202322020211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-1202022342022472023212023332022422202112920221112022126202221720223212022512202252720226142022629202271420227292022815202283020229152022930202211820221282023110202321620221223202111242021122420221024202211232022162022392022482022692022772022842022912023262023362023116202112820221202022210202222320223232022422202251120225252022623202272120228182022916202293020221142022122202322020221118202212162021112420211222202210212022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022342022472023212023332022830202211220221272022218202232120224222022512202252720226142022629202271420227292022815202291520229302022118202212820231102023216202111102021112520211210202112272022102420221123202212232022332022462023192023322023215202112920221112022126202221720223182022421202251120225262022613202262820227132022728202281220228292022914202292920221172022127202313120211224202210212022112220221222IC00IC01IC02IC0320211124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000-020-010-040-048-060-080-100-120-119-129-140-133-131-132-140-160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NA期周值长000-020-040-060-080-089-100-120-120-140-130-142-142-160-154-167-165-180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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万000-050-028-055-100-074-098-103-119-124-118-150-137-131-135-145-144-140-137-159-155-154-165-167-165-200-177-176-209-202-222-222-222-250-249-251-300-350-349-400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16015515014514013513012520220930202211102022121420230118202206152022062120220627202207012022070720220713202207192022072520220729202208042022081020220816202208222022082620220901202209072022091420220920202209262022101320221019202210252022103120221104202211162022112220221128202212022022120820221220202212262022123020230106202301122023013120230206202302102023021620230222202302282023030620230310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PE160140120100806040200201288200412200574200629200696200835200958201163201214201375201495201633201759201963202086200773120091282004423200481020053172006529200741320086192008107200911920098202010326201071320101122011218201191520124252013315201421120145272015415201572820166172016929201711720178212017126201832620187112019215201991220204212021312202162920221272022520202283120141224201912312004112520051019200612222007111520121123201310242015111620181029202011242021101820221219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PB16141210864202004122010562017912004932005142005952006152006962007192007962008182008932009162009582009922010142010912011152011912012142012932013142013962014192014952015182015972016162016592016912017142017592018122018582019122019582020572020912021572022592011510200451320055132006516200751620085122012510201351320145142015512201883020198302021831202283120191231202012312021123120221230上证50沪深300中证500创业板指数据来源wind资讯数据整理大越期货市场资金面-股市资金流入10006000500500004000-5003000-10002000-15001000-20000202169202178202185202192202214202228202237202246202259202267202275202282202322202332202152620225232021624202172220218192021916202111820211262022118202222220223212022420202262120227192022816202283020229142022928202211220231122023216202111222022111620211011202110252021122020221019202211302022121420221228A股资金净流入沪深300右轴数据来源wind资讯数据整理大越期货市场资金面-两融余额20000600018000500016000140004000120001000030008000200060004000100020000020230306202105262021060820210622202107052021071620210729202108112021082420210906202109172021101120211022202111042021111720211130202112132021122420220107202201202022020920220222202203042022031720220330202204142022042720220513202205262022060920220622202207052022071820220729202208112022082420220906202209202022101020221021202211032022111620221129202212122022122320230106202301192023020820230221两融余额沪深300右轴数据来源wind资讯数据整理大越期货市场资金面-沪深股通沪深股通净流入250200150100500-50-100-150-200202168202177202182202198202216202228202232202285202315202327202333202162220223152022126202152620217202021813202182620219272021111202112820221192022221202232820224122022428202251820225312022614202262720227122022725202281820228312022914202292720231182023220202110192021111220211125202112212022101720221028202211102022112320221219数据来源wind资讯数据整理大越期货成交净流入-北向合计北向合计亿元人民币成交净买入50000000400000002015300000002016201720182000000020192020100000002021202200000123456789101112-10000000数据来源wind资讯数据整理大越期货成交净流入-沪股通沪股通亿元人民币成交净买入2500000020000000201515000000201620172018100000002019202050000002021202200000123456789101112-5000000数据来源wind资讯数据整理大越期货成交净买入-深股通深股通亿元人民币成交净买入3000000025000000200000002017150000002018201910000000202020215000000202200000123456789101112-5000000-10000000数据来源wind资讯数据整理大越期货市场资金面-解禁数据来源wind资讯数据整理大越期货市场资金面-资金成本35325215120220615202208262023011820220621202206272022070120220707202207132022071920220725202207292022080420220810202208162022082220220901202209072022091420220920202209262022093020221013202210192022102520221031202211042022111020221116202211222022112820221202202212082022121420221220202212262022123020230106202301122023013120230206202302102023021620230222202302282023030620230310SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货