期指
　　1、基本面：在瑞银宣布收购瑞信隔夜海外权益市场风险偏好修复迎来反弹，昨日两市午后走弱，放量阴跌，市场情绪较弱，不过指数短期继续下行空间有限；中性
　　2、资金：融资余额14929亿元，减少13亿元，沪深股通净买入16亿元；中性
　　3、基差：IH2304升水4.65点，IF2304升水6.52点，IC2304升水4.85点，IM2304贴水1.65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：央行超预期全面降准提振市场信心，市场预期本周美联储加息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21日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面在瑞银宣布收购瑞信隔夜海外权益市场风险偏好修复迎来反弹昨日两市午后走弱放量阴跌市场情绪较弱不过指数短期继续下行空间有限中性2资金融资余额14929亿元减少13亿元沪深股通净买入16亿元中性3基差IH2304升水465点IF2304升水652点IC2304升水485点IM2304贴水165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预期央行超预期全面降准提振市场信心市场预期本周美联储加息25BP海外银行短期流动性获得救助欧美股市反弹国内指数连续下跌后短期或迎来反弹股指期货升贴水表当前日期2023320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IH2304CFEIH2304262140-063373714650182027864202023-04-2132IH2305CFEIH2305262580-04613879050342107877402023-05-1960上证50261675-045958126390IH2306CFEIH2306262160-066148734850190777864802023-06-1688IH2309CFEIH2309259180-0785619-2495-096-1967775402023-09-15179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IF2304CFEIF2304394560-0476063565201718811836802023-04-2132IF2305CFEIF2305394520-048115761201609411835602023-05-1960沪深300393908-0501182139276IF2306CFEIF2306393580-05319353-328-008-03511807402023-06-1688IF2309CFEIF2309389100-0474350-4808-124-25211673002023-09-15179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IC2304CFEIC2304616520-0233602948500809012330402023-04-2132IC2305CFEIC2305614980-0481760-1055-017-10412299602023-05-1960中证500616035-0372346176178IC2306CFEIC2306610760-01811990-5275-086-35812215202023-06-1688IC2309CFEIC2309602600-0104597-13435-223-45512052002023-09-15179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IM2304CFEIM2304671980-00431841-165-002-02813439602023-04-2132IM2305CFEIM2305670140-031867-2005-030-18213402802023-05-1960中证1000672145-0222983234110IM2306CFEIM2306665500-00210817-6645-100-41413310002023-06-1688IM2309CFEIM23096549000073648-17245-263-53713098002023-09-15179期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-200202234202247202321202333202112920221112022126202221720223212022422202251220225272022614202262920227142022729202281520228302022915202293020221182022128202311020232162023320202326202216202239202248202269202277202284202291202336202111242021122420221024202211232022122320225252021128202212020222102022223202232320224222022511202262320227212022818202291620229302022114202212220231162023220202332020211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-120202333202234202247202321202272920211292022111202212620222172022321202242220225122022527202261420226292022714202281520228302022915202293020221182022128202311020232162023320202112242021112420221024202211232022122320221620223920224820226920227720228420229120232620233620228182021128202212020222102022223202232320224222022511202252520226232022721202291620229302022114202212220231162023220202332020211222202111242022102120221118202212162022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202271202284202297202326202242020221182022210202222520223152022331202251120225272022615202271920228222022926202211420221282023112202322220233102021111020211126202112142021123020221019202211222022122620223320224620231920233220225112022713202112920221112022126202221720223182022421202252620226132022628202272820228122022829202291420229292022117202212720231312023215202331720211224202210212022112220221222IC00IC01IC02IC0320211124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120100094080060040020000-008-020-027-040-037-037-045-060-048-050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040018020NA000-020-024-030-040-046-046-060-055-064-080-091-100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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万250221200163150119103100042050012000-024-050-034-036-035-038-046-047-061-055-062-100-077-089-104-099-101-123-117-122-119-115-150-137-152-200-176-199-250-220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16015515014514013513012520221017202211182022122220230202202206232022062920220705202207112022071520220721202207272022080220220808202208122022081820220824202208302022090520220909202209162022092220220928202210112022102120221027202211022022110820221114202211242022113020221206202212122022121620221228202301042023011020230116202301202023020820230214202302202023022420230302202303082023031420230320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PE160140120100806040200200958201759200412200574200629200696200835201163201214201288201375201495201633201963202086200912820044232004810200531720065292007413200773120086192008107200911920098202010326201071320101122011218201191520124252013315201421120145272015415201572820166172016929201711720178212017126201832620187112019215201991220204212021312202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB16141210864202004122008182015972004932005142005952006152006962007192007962008932009162009582009922010142010562010912011152011912012142012932013142013962014192014952015182016162016592016912017142017592017912018122018582019122019582020572020912021572022592004513200551320065162007516200851220115102012510201351320145142015512201883020198302021831202283120191231202012312021123120221230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10006000500500004000-5003000-10002000-15001000-200002022822021692021782021852021922022142022282022372022462022592022672022752023222023322021526202162420217222021819202191620211182021126202211820222222022321202242020225232022621202271920228162022830202291420229282022112202311220232162023316202110252021122020211011202111222022101920221116202211302022121420221228A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2000060001800050001600014000400012000100003000800020006000400010002000002021070520220513202210102021052620210608202106222021071620210729202108112021082420210906202109172021101120211022202111042021111720211130202112132021122420220107202201202022020920220222202203042022031720220330202204142022042720220526202206092022062220220705202207182022072920220811202208242022090620220920202210212022110320221116202211292022121220221223202301062023011920230208202302212023030620230317两融余额沪深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250200150100500-50-100-150-2002021982021682021772021822022162022282022322022852023152023272023332022119202322020215262021622202172020218132021826202192720211112021128202222120223152022328202241220224282022518202253120226142022627202271220227252022818202283120229142022927202212620231182023316202210172021101920211112202111252021122120221028202211102022112320221219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35325215120220623202209052023020220220629202207052022071120220715202207212022072720220802202208082022081220220818202208242022083020220909202209162022092220220928202210112022101720221021202210272022110220221108202211142022111820221124202211302022120620221212202212162022122220221228202301042023011020230116202301202023020820230214202302202023022420230302202303082023031420230320SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货