期指
　　1、基本面：隔夜受到银行股拖累美股涨跌不一，欧股下跌，昨日两市低开尾盘走强，消费金融板块反弹；中性
　　2、资金：融资余额14904亿元，减少53亿元，沪深股通净买入28亿元；中性
　　3、基差：IH2303升水1.61点，IF2303升水1.31点，IC2303贴水3.2点，IM2303升水0.02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，欧美股下跌，国内经济恢复缓慢，指数下跌后目前有所企稳反弹，但是需要警惕海外银行事件的持续发酵。
　　

研究报告全文：证券代码839979股指期货早报2023年3月14日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面隔夜受到银行股拖累美股涨跌不一欧股下跌昨日两市低开尾盘走强消费金融板块反弹中性2资金融资余额14904亿元减少53亿元沪深股通净买入28亿元中性3基差IH2303升水161点IF2303升水131点IC2303贴水32点IM2303升水002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欧美股下跌国内经济恢复缓慢指数下跌后目前有所企稳反弹但是需要警惕海外银行事件的持续发酵股指期货升贴水表当前日期2023313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IH2303CFEIH2303266520089467551160043977995602023-03-174IH2304CFEIH230426704008386396360242238011202023-04-2139上证50266404105961127386IH2306CFEIH2306267060088157366560250948011802023-06-1695IH2309CFEIH23092634000824083-3004-114-2247902002023-09-15186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IF2303CFEIF23034010000967072313100329812030002023-03-174IF2304CFEIF23044014400967072357101413312043202023-04-2139沪深3004008691051193141272IF2306CFEIF230640066009620953-209-005-02012019802023-06-1695IF2309CFEIF23093954600815449-5409-137-26811863802023-09-15186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IC2303CFEIC230362418005454004-320-005-46812483602023-03-174IC2304CFEIC230462300005211633-1500-024-22512460002023-04-2139中证5006245000652376178175IC2306CFEIC230661606004318697-8440-137-52612321202023-06-1695IC2309CFEIC230960732004112572-17180-283-55512146402023-09-15186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IM2303CFEIM230368326003937275-002-000-00313665202023-03-174IM2304CFEIM23046802000347958-3062-045-42113604002023-04-2139中证10006832620503031238108IM2306CFEIM230667268003911902-10582-157-60413453602023-06-1695IM2309CFEIM23096618800334607-21382-323-63413237602023-09-15186期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022472022342023212023332022118202112920221112022126202221720223212022422202251220225272022614202262920227142022729202281520228302022915202293020221282023110202321620221620223920224820226920227720228420229120232620233620211124202112242022102420221123202212232022323202293020211282022120202221020222232022422202251120225252022623202272120228182022916202211420221222023116202322020211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-1202022342022472023212023332022217202112920221112022126202232120224222022512202252720226142022629202271420227292022815202283020229152022930202211820221282023110202321620211124202112242022102420221123202212232022162022392022482022692022772022842022912023262023362021128202212020222102022223202232320224222022511202252520226232022721202281820229162022930202211420221222023116202322020211124202112222022102120221118202212162022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022342022472023212023332022112202212720222182022321202242220225122022527202261420226292022714202272920228152022830202291520229302022118202212820231102023216202111252021111020211210202112272022102420221123202212232022332022462023192023322022126202262820211292022111202221720223182022421202251120225262022613202271320227282022812202282920229142022929202211720221272023131202321520211224202210212022112220221222IC00IC01IC02IC0320211124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140120120105105100080071065060055054040020000-020-040-060-056-080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期周万值长160145140130120109100095080070060036040031025020NA000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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万500386400362300239235202201186200152117120092088085100081070053054066039038035024010012022021000-028-053-100-062-091-108-200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16015515014514013513012520221010202211112022121520230119202206162022062220220628202207042022070820220714202207202022072620220801202208052022081120220817202208232022082920220902202209082022091520220921202209272022101420221020202210262022110120221107202211172022112320221129202212052022120920221221202212272023010320230109202301132023020120230207202302132023021720230223202303012023030720230313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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086200912820103262010713201011220044232004810200531720065292007413200773120086192008107200911920098202011218201191520124252013315201421120145272015415201572820166172016929201711720178212017126201832620187112019215201991220204212021312202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB1614121086420200412200818201214201616200493200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