早评
　　期指
　　1、基本面：美国2月份CPI数据符合预期，市场对于美股银行担忧有所缓解，隔夜欧美股市上涨，昨日两市下跌，仅半导体科技走强；中性
　　2、资金：融资余额14922亿元，增加18亿元，沪深股通净买入8亿元；偏多
　　3、基差：IH2303升水2.89点，IF2303升水4.1点，IC2303升水7.6点，IM2303升水5.95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：2月通胀数据符合预期，硅谷银行事件致使市场预期下周美联储加息25BP，欧美股下跌后反弹，国内指数下跌后目前有所企稳，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15日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面美国2月份CPI数据符合预期市场对于美股银行担忧有所缓解隔夜欧美股市上涨昨日两市下跌仅半导体科技走强中性2资金融资余额14922亿元增加18亿元沪深股通净买入8亿元偏多3基差IH2303升水289点IF2303升水41点IC2303升水76点IM2303升水595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2月通胀数据符合预期硅谷银行事件致使市场预期下周美联储加息25BP欧美股下跌后反弹国内指数下跌后目前有所企稳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2023314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IH2303CFEIH2303264800-0604418928901113287944002023-03-173IH2304CFEIH2304265300-064104667890302867959002023-04-2138上证50264511-071952126389IH2306CFEIH2306265200-067144246890261017956002023-06-1694IH2309CFEIH2309261660-0624363-2851-109-2157849802023-09-15185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IF2303CFEIF2303398880-04274234410010125111966402023-03-173IF2304CFEIF2304399400-0397423493002322411982002023-04-2138沪深300398470-0601186140274IF2306CFEIF2306398360-04926980-110-003-01111950802023-06-1694IF2309CFEIF2309392820-0606639-5650-144-28411784602023-09-15185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IC2303CFEIC2303619700-05156198760012149212394002023-03-173IC2304CFEIC2304618400-05315501-540-009-08412368002023-04-2138中证500618940-0892351177177IC2306CFEIC2306611420-05420338-7520-123-47812228402023-06-1694IC2309CFEIC2309602000-06014174-16940-281-55512040002023-09-15185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IM2303CFEIM2303677580-05843522595009106813551602023-03-173IM2304CFEIM2304674580-05811515-2405-036-34213491602023-04-2138中证1000676985-0923005236109IM2306CFEIM2306667380-05416799-9605-144-55913347602023-06-1694IM2309CFEIM2309656200-0636943-20785-317-62513124002023-09-15185期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022342022472023212023332022217202272920231102021129202211120221262022321202242220225122022527202261420226292022714202281520228302022915202293020221182022128202321620221620223920224820226920227720228420229120232620233620211124202112242022102420221123202212232021128202212020222102022223202232320224222022511202252520226232022721202281820229162022930202211420221222023116202322020211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-1202022342022472023212023332022915202293020211292022111202212620222172022321202242220225122022527202261420226292022714202272920228152022830202211820221282023110202321620211124202112242022102420221123202212232022162022392022482022692022772022842022912023262023362022120202112820222102022223202232320224222022511202252520226232022721202281820229162022930202211420221222023116202322020211222202212302021112420221021202211182022121620211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022342022472023212023332022112202212720222182022321202242220225122022527202261420226292022714202272920228152022830202291520229302022118202212820231102023216202111102021112520211210202112272022102420221123202212232022332022462023192023322022728202291420221172021129202211120221262022217202231820224212022511202252620226132022628202271320228122022829202292920221272023131202321520211224202210212022112220221222IC00IC01IC02IC0320211124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200145150100050000-050-060-059-072-071-080-077-100-089-150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000-020-040-043-060-065-080-075-084-086-100-092-105-120-118-140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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万250192200150100042050000-003-050-034-037-052-065-071-075-100-086-080-078-079-076-100-097-097-150-125-126-138-147-148-152-151-163-159-174-200-184-183-183-202-250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16015515014514013513012520221011202211142022121620230120202206172022062320220629202207052022071120220715202207212022072720220802202208082022081220220818202208242022083020220905202209092022091620220922202209282022101720221021202210272022110220221108202211182022112420221130202212062022121220221222202212282023010420230110202301162023020220230208202302142023022020230224202303022023030820230314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PE160140120100806040200201375200412200574200629200696200835200958201163201214201288201495201633201759201963202086200912820171172004423200481020053172006529200741320077312008619200810720091192009820201032620107132010112201121820119152012425201331520142112014527201541520157282016617201692920178212017126201832620187112019215201991220204212021312202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB16141210864202004122013962004932005142005952006152006962007192007962008182008932009162009582009922010142010562010912011152011912012142012932013142014192014952015182015972016162016592016912017142017592017912018122018582019122019582020572020912021572022592014514200451320055132006516200751620085122011510201251020135132015512201883020198302021831202283120191231202012312021123120221230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10006000500500004000-5003000-10002000-15001000-20000202282202169202178202185202192202214202228202237202246202259202267202275202322202332202172220211182021526202162420218192021916202112620221182022222202232120224202022523202262120227192022816202283020229142022928202211220231122023216202211162021101120211025202111222021122020221019202211302022121420221228A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20000600018000500016000140004000120001000030008000200060004000100020000020210526202106222021071620210811202106082021070520210729202108242021090620210917202110112021102220211104202111172021113020211213202112242022010720220120202202092022022220220304202203172022033020220414202204272022051320220526202206092022062220220705202207182022072920220811202208242022090620220920202210102022102120221103202211162022112920221212202212232023010620230119202302082023022120230306两融余额沪深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250200150100500-50-100-150-200202168202177202182202198202216202228202232202285202315202327202333202111120224282021526202162220217202021813202182620219272021128202211920222212022315202232820224122022518202253120226142022627202271220227252022818202283120229142022927202212620231182023220202210282021101920211112202111252021122120221017202211102022112320221219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35325215120220617202208302023012020220623202206292022070520220711202207152022072120220727202208022022080820220812202208182022082420220905202209092022091620220922202209282022101120221017202210212022102720221102202211082022111420221118202211242022113020221206202212122022121620221222202212282023010420230110202301162023020220230208202302142023022020230224202303022023030820230314SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货