早评
　　期指
　　1、基本面：欧央行预期加息50BP，银行获得流动性救助，欧美股市反弹，海外市场风险偏好有所修复，昨日两市下跌，电新和双创走弱，市场情绪谨慎；中性
　　2、资金：融资余额14945亿元，增加2亿元，沪深股通净买入8亿元；中性
　　3、基差：IH2304升水7.18点，IF2304升水3.65点，IC2304贴水6.83点，IM2304贴水10.78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：市场预期下周美联储加息25BP，海外银行短期流动性获得救助，欧美股市反弹，国内指数下跌连续下跌后，短期或迎来反弹

研究报告全文：证券代码839979股指期货早报2023年3月17日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面欧央行预期加息50BP银行获得流动性救助欧美股市反弹海外市场风险偏好有所修复昨日两市下跌电新和双创走弱市场情绪谨慎中性2资金融资余额14945亿元增加2亿元沪深股通净买入8亿元中性3基差IH2304升水718点IF2304升水365点IC2304贴水683点IM2304贴水1078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预期市场预期下周美联储加息25BP海外银行短期流动性获得救助欧美股市反弹国内指数下跌连续下跌后短期或迎来反弹股指期货升贴水表当前日期2023316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IH2303CFEIH2303262460-0963748817800724757873802023-03-171IH2304CFEIH2304263000-096297097180272777890002023-04-2136上证50262282-097954125391IH2306CFEIH2306262860-100182095780220877885802023-06-1692IH2309CFEIH2309259520-1044573-2762-106-2127785602023-09-15183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IF2303CFEIF2303394100-12248932185005171311823002023-03-171IF2304CFEIF2304394280-1254893236500909411828402023-04-2136沪深300393915-1201183139277IF2306CFEIF2306392760-15025770-1155-029-11711782802023-06-1692IF2309CFEIF2309387620-1397124-6295-162-32411628602023-09-15183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IC2303CFEIC2303615500-114455851417023840312310002023-03-171IC2304CFEIC2304613400-12042094-683-011-11312268002023-04-2136中证500614083-1352338175178IC2306CFEIC2306607340-10618657-6743-111-44012146802023-06-1692IC2309CFEIC2309598100-10210261-15983-267-53311962002023-09-15183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IM2303CFEIM2303670600-141317181622024882813412002023-03-171IM2304CFEIM2304667900-13528719-1078-016-16413358002023-04-2136中证1000668978-1672968233111IM2306CFEIM2306661820-12715396-7158-108-42913236402023-06-1692IM2309CFEIM2309649000-1446508-19978-308-61412980002023-09-15183期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022342022472023212023332021129202212620223212022111202221720224222022512202252720226142022629202271420227292022815202283020229152022930202211820221282023110202321620229120221620223920224820226920227720228420232620233620211124202112242022102420221123202212232022323202322020211282022120202221020222232022422202251120225252022623202272120228182022916202293020221142022122202311620211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-1202022342022472023212023332022321202112920221112022126202221720224222022512202252720226142022629202271420227292022815202283020229152022930202211820221282023110202321620211124202112242022102420221123202212232022162022392022482022692022772022842022912023262023362022422202252520226232022721202281820229162021128202212020222102022223202232320225112022930202211420221222023116202322020221021202211182022121620211124202112222022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022342022472023212023332022614202211220221272022218202232120224222022512202252720226292022714202272920228152022830202291520229302022118202212820231102023216202112102021111020211125202112272022102420221123202212232022332022462023192023322022613202112920221112022126202221720223182022421202251120225262022628202271320227282022812202282920229142022929202211720221272023131202321520211224202210212022112220221222IC00IC01IC02IC0320211124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000-020-040-060-080-100-097-120-112-120-140-135-140-148-160-154-152-180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000-050-076-100-118-122-125-150-139-171-200-187-201-250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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万150118100050006015000-050-014-016-023-046-100-076-104-098-110-116-150-127-116-157-151-155-151-154-200-174-171-181-200-250-237-241-254-255-300-316-313-309-350-329-400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16015515014514013513012520221013202211162022122020230131202206212022062720220701202207072022071320220719202207252022072920220804202208102022081620220822202208262022090120220907202209142022092020220926202209302022101920221025202210312022110420221110202211222022112820221202202212082022121420221226202212302023010620230112202301182023020620230210202302162023022220230228202303062023031020230316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PE160140120100806040200201214201759201963200412200574200629200696200835200958201163201288201375201495201633202086200912820044232004810200531720065292007413200773120086192008107200911920098202010326201071320101122011218201191520124252013315201421120145272015415201572820166172016929201711720178212017126201832620187112019215201991220204212021312202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB16141210864202004122008932011152004932005142005952006152006962007192007962008182009162009582009922010142010562010912011912012142012932013142013962014192014952015182015972016162016592016912017142017592017912018122018582019122019582020572020912021572022592006516201351320045132005513200751620085122011510201251020145142015512201883020198302021831202283120191231202012312021123120221230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10006000500500004000-5003000-10002000-15001000-200002021692021782021852021922022142022282022372022462022592022672022752022822023222023322021526202162420217222021819202191620211182021126202211820222222022321202242020225232022621202271920228162022830202291420229282022112202311220232162023316202110112021102520211122202112202022101920221116202211302022121420221228A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20000600018000500016000140004000120001000030008000200060004000100020000020210716202110222021052620210608202106222021070520210729202108112021082420210906202109172021101120211104202111172021113020211213202112242022010720220120202202092022022220220304202203172022033020220414202204272022051320220526202206092022062220220705202207182022072920220811202208242022090620220920202210102022102120221103202211162022112920221212202212232023010620230119202302082023022120230306两融余额沪深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250200150100500-50-100-150-200202182202168202177202198202216202228202232202285202315202327202333202152620216222021720202181320218262021927202111120211282022119202222120223152022328202241220224282022518202253120226142022627202271220227252022818202283120229142022927202212620231182023220202110192021122120211112202111252022101720221028202211102022112320221219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35325215120220621202209012023013120220627202207012022070720220713202207192022072520220729202208042022081020220816202208222022082620220907202209142022092020220926202209302022101320221019202210252022103120221104202211102022111620221122202211282022120220221208202212142022122020221226202212302023010620230112202301182023020620230210202302162023022220230228202303062023031020230316SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货