早评
　　期指
　　1、基本面：隔夜欧美股市继续上涨，昨日两市午后拉升，消费医药、新能源和传媒领涨，中字头回调，市场热点增加；偏多
　　2、资金：融资余额14957亿元，增加28亿元，沪深股通净买入43亿元；偏多
　　3、基差：IH2304升水4.24点，IF2304升水6.22点，IC2304贴水8.48点，IM2304贴水17.99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，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迎来反弹，关注周四凌晨美联储利息决议。
　　

研究报告全文：证券代码839979股指期货早报2023年3月22日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面隔夜欧美股市继续上涨昨日两市午后拉升消费医药新能源和传媒领涨中字头回调市场热点增加偏多2资金融资余额14957亿元增加28亿元沪深股通净买入43亿元偏多3基差IH2304升水424点IF2304升水622点IC2304贴水848点IM2304贴水1799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迎来反弹关注周四凌晨美联储利息决议股指期货升贴水表当前日期2023321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IH2304CFEIH2304264760095393614240161897942802023-04-2131IH2305CFEIH230526516008813468240311927954802023-05-1959上证50264336102961126388IH2306CFEIH2306264700086127843640140587941002023-06-1687IH2309CFEIH23092617800814654-2556-098-2007853402023-09-15178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IF2304CFEIF23043988601096001962201618411965802023-04-2131IF2305CFEIF2305399060102133782202112711971802023-05-1959沪深3003982381101190139274IF2306CFEIF230639800010617687-238-006-02511940002023-06-1687IF2309CFEIF23093931600974359-5078-129-26511794802023-09-15178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IC2304CFEIC230462262010436180-848-014-16012452402023-04-2131IC2305CFEIC23056209801052025-2488-040-24812419602023-05-1959中证5006234681212378178175IC2306CFEIC230661680010511250-6668-108-45412336002023-06-1687IC2309CFEIC23096088601064057-14608-240-49212177202023-09-15178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IM2304CFEIM230467914010930156-1799-026-31213582802023-04-2131IM2305CFEIM23056769001111064-4039-060-36913538002023-05-1959中证10006809391313029237109IM2306CFEIM23066727001089927-8239-122-51413454002023-06-1687IM2309CFEIM23096624801134182-18459-279-57113249602023-09-15178期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-200202234202247202321202333202311020211292022111202212620222172022321202242220225122022527202261420226292022714202272920228152022830202291520229302022118202212820232162023320202216202239202248202269202277202284202291202326202336202112242021112420221024202211232022122320211282022120202221020222232022323202242220225112022525202262320227212022818202291620229302022114202212220231162023220202332020211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-120202234202247202321202333202112920221112022126202221720223212022422202251220225272022614202262920227142022729202281520228302022915202293020221182022128202311020232162023320202210242021112420211224202211232022122320221620223920224820226920227720228420229120232620233620222232022122202112820221202022210202232320224222022511202252520226232022721202281820229162022930202211420231162023220202332020211124202112222022102120221118202212162022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202284202271202297202326202211820222102022225202231520223312022420202251120225272022615202271920228222022926202211420221282023112202322220233102021111020211126202112142021123020221019202211222022122620233220223320224620231920228122021129202211120221262022217202231820224212022511202252620226132022628202271320227282022829202291420229292022117202212720231312023215202331720221021202212222021122420221122IC00IC01IC02IC0320211124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证科业500证300创50指50全成板数A指指250198200160150123121110102100064047050000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250202200163151150150117112100050009NA000-013-050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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万300265271266240241236241250233228197203200169150132128119113104093099097100077070055050039020000-001-011-005-050-026-058-061-100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16015515014514013513012520221018202211212022122320230203202206242022063020220706202207122022071820220722202207282022080320220809202208152022081920220825202208312022090620220913202209192022092320220929202210122022102420221028202211032022110920221115202211252022120120221207202212132022121920221229202301052023011120230117202301302023020920230215202302212023022720230303202303092023031520230321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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086200442320065292009128201572820213122004810200531720074132007731200861920081072009119200982020103262010713201011220112182011915201242520133152014211201452720154152016617201692920171172017821201712620183262018711201921520199122020421202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB16141210864202004122004932005142005952006152006962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