期指
　　1、基本面：美联储加息25基点并暗示即将暂停加息，美国财长叶伦称不考虑为银行存款提供“全面保险”，银行股应声暴跌，昨日两市冲高回来，科技、传媒和港股走强，券商消费调整；偏多
　　2、资金：融资余额14976亿元，增加19亿元，沪深股通净买入5亿元；中性
　　3、基差：IH2304升水5.27点，IF2304升水3.76点，IC2304贴水5.54点，IM2304贴水14.73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：美联储暗示即将暂停加息，但是美国财长叶伦讲话让市场再度担忧中小银行，海外市场再度走弱，国内指数连续下跌后迎来反弹，不过短期继续上行空间或有限。

研究报告全文：证券代码839979股指期货早报2023年3月23日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面美联储加息25基点并暗示即将暂停加息美国财长叶伦称不考虑为银行存款提供全面保险银行股应声暴跌昨日两市冲高回来科技传媒和港股走强券商消费调整偏多2资金融资余额14976亿元增加19亿元沪深股通净买入5亿元中性3基差IH2304升水527点IF2304升水376点IC2304贴水554点IM2304贴水1473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预期美联储暗示即将暂停加息但是美国财长叶伦讲话让市场再度担忧中小银行海外市场再度走弱国内指数连续下跌后迎来反弹不过短期继续上行空间或有限股指期货升贴水表当前日期2023322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IH2304CFEIH2304265680039373895270202417970402023-04-2130IH2305CFEIH230526606003312829070342157981802023-05-1958上证50265153031965126387IH2306CFEIH2306265600035125304470170717968002023-06-1686IH2309CFEIH23092626000284527-2553-097-2007878002023-09-15177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IF2304CFEIF23044003200445703237600911412009602023-04-2130IF2305CFEIF2305400720049127877601912212021602023-05-1958沪深3003999440431194140273IF2306CFEIF230639970004717328-244-006-02611991002023-06-1686IF2309CFEIF23093951200465211-4824-122-25211853602023-09-15177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IC2304CFEIC230462642006530316-554-009-10812528402023-04-2130IC2305CFEIC23056246200651590-2354-038-23712492402023-05-1958中证5006269740562382178175IC2306CFEIC230662058006410367-6394-103-43712411602023-06-1686IC2309CFEIC23096120000553331-14974-245-50512240002023-09-15177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IM2304CFEIM230468256005122846-1473-022-26313651202023-04-2130IM2305CFEIM23056803400521002-3693-054-34213606802023-05-1958中证10006840330453035238108IM2306CFEIM23066761400488515-7893-117-49513522802023-06-1686IM2309CFEIM23096651000393182-18933-285-58713302002023-09-15177期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-200202234202247202321202333202232120211292022111202212620222172022422202251220225272022614202262920227142022729202281520228302022915202293020221182022128202311020232162023320202216202239202248202269202277202284202291202326202336202111242021122420221024202211232022122320221142021128202212020222102022223202232320224222022511202252520226232022721202281820229162022930202212220231162023220202332020211222202211182021111020211124202210212022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-120202234202247202321202333202271420232162021129202211120221262022217202232120224222022512202252720226142022629202272920228152022830202291520229302022118202212820231102023320202111242021122420221024202211232022122320228420221620223920224820226920227720229120232620233620229162022114202112820221202022210202222320223232022422202251120225252022623202272120228182022930202212220231162023220202332020211124202112222022102120221118202212162022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202271202284202297202326202221020221182022225202231520223312022420202251120225272022615202271920228222022926202211420221282023112202322220233102022112220211110202111262021121420211230202210192022122620223320224620231920233220225112023317202112920221112022126202221720223182022421202252620226132022628202271320227282022812202282920229142022929202211720221272023131202321520211224202210212022112220221222IC00IC01IC02IC0320211124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070061060056050046043040038031031030020020010000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090080077074070060058052050046040040030030020012010NA000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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万400351350300266239250200150133104095091100061045034036036050024024027028029026011017000-005-007-001-004-018-023-016-021-050-032-051-045-100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16015515014514013513012520221019202211222022122620230206202206272022070120220707202207132022071920220725202207292022080420220810202208162022082220220826202209012022090720220914202209202022092620220930202210132022102520221031202211042022111020221116202211282022120220221208202212142022122020221230202301062023011220230118202301312023021020230216202302222023022820230306202303102023031620230322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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086200912820101122018326201921520044232004810200531720065292007413200773120086192008107200911920098202010326201071320112182011915201242520133152014211201452720154152015728201661720169292017117201782120171262018711201991220204212021312202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB16141210864202004122007192004932005142005952006152006962007962008182008932009162009582009922010142010562010912011152011912012142012932013142013962014192014952015182015972016162016592016912017142017592017912018122018582019122019582020572020912021572022592021831200451320055132006516200751620085122011510201251020135132014514201551220188302019830202283120191231202012312021123120221230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10006000500500004000-5003000-10002000-15001000-200002021852021922022142021692021782022282022372022462022592022672022752022822023222023322021118202112620215262021624202172220218192021916202211820222222022321202242020225232022621202271920228162022830202291420229282022112202311220232162023316202110112021102520211122202112202022101920221116202211302022121420221228A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2000060001800050001600014000400012000100003000800020006000400010002000002021082420221103202105262021060820210622202107052021071620210729202108112021090620210917202110112021102220211104202111172021113020211213202112242022010720220120202202092022022220220304202203172022033020220414202204272022051320220526202206092022062220220705202207182022072920220811202208242022090620220920202210102022102120221116202211292022121220221223202301062023011920230208202302212023030620230317两融余额沪深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250200150100500-50-100-150-2002021682021772021822021982022162022282022322022852023152023272023332022328202261420228182021526202162220217202021813202182620219272021111202112820221192022221202231520224122022428202251820225312022627202271220227252022831202291420229272022126202311820232202023316202210282021101920211112202111252021122120221017202211102022112320221219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35325215120220627202209072023020620220701202207072022071320220719202207252022072920220804202208102022081620220822202208262022090120220914202209202022092620220930202210132022101920221025202210312022110420221110202211162022112220221128202212022022120820221214202212202022122620221230202301062023011220230118202301312023021020230216202302222023022820230306202303102023031620230322SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货