期指
　　1、基本面：今天主板新股实施注册制发行，上周美股上涨欧股调整，国内反弹，游戏、传媒、通信科技等板块领涨，市场热点增加；偏多
　　2、资金：融资余额15050亿元，增加38亿元，沪深股通净卖出2亿元；偏多
　　3、基差：IH2304升水8.51点，IF2304升水13.55点，IC2304贴水1.5点，IM2304贴水10.95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：德意志银行拖累欧股走弱，美联储和英国央行暗示即将暂停加息，人民币汇率升值，国内指数迎来反弹，TMT相关行业占A股成交额突破40%，短期波动加大，整体指数处于震荡上行局面。

研究报告全文：证券代码839979股指期货早报2023年3月27日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面今天主板新股实施注册制发行上周美股上涨欧股调整国内反弹游戏传媒通信科技等板块领涨市场热点增加偏多2资金融资余额15050亿元增加38亿元沪深股通净卖出2亿元偏多3基差IH2304升水851点IF2304升水1355点IC2304贴水15点IM2304贴水1095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预期德意志银行拖累欧股走弱美联储和英国央行暗示即将暂停加息人民币汇率升值国内指数迎来反弹TMT相关行业占A股成交额突破40短期波动加大整体指数处于震荡上行局面股指期货升贴水表当前日期2023324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IH2304CFEIH2304266180-033303098510324177985402023-04-2128IH2305CFEIH2305266720-030164413910523408001602023-05-1956上证50265329-058963126387IH2306CFEIH2306266140-03488828110301327984202023-06-1684IH2309CFEIH2309263200-0393566-2129-081-1697896002023-09-15175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IF2304CFEIF230440406000349595135503443712121802023-04-2128IF2305CFEIF23054043800051094167504127012131402023-05-1956沪深300402705-0301198140271IF2306CFEIF23064034200051375071501807712102602023-06-1684IF2309CFEIF23093990600093720-3645-091-19111971802023-09-15175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IC2304CFEIC230463086002430200-150-002-03112617202023-04-2128IC2305CFEIC23056291600261343-1850-029-19212583202023-05-1956中证5006310100072393179174IC2306CFEIC23066253000269599-5710-091-39712506002023-06-1684IC2309CFEIC23096170600274084-13950-226-47212341202023-09-15175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IM2304CFEIM230468570001921217-1095-016-20813714002023-04-2128IM2305CFEIM23056829800211191-3815-056-36413659602023-05-1956中证1000686795-0013057238108IM2306CFEIM23066790800166466-7715-114-49413581602023-06-1684IM2309CFEIM23096688600142592-17935-268-55913377202023-09-15175期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-200202234202247202321202333202112920227142022111202212620222172022321202242220225122022527202261420226292022729202281520228302022915202293020221182022128202311020232162023320202239202216202248202269202277202284202291202326202336202111242021122420221024202211232022122320211282022120202221020222232022323202242220225112022525202262320227212022818202291620229302022114202212220231162023220202332020211110202111242021122220221021202211182022121620221230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604040202000-20-20-40-40-60-60-80-80-100-100-120202234202247202321202333202211120221262021129202221720223212022422202251220225272022614202262920227142022729202281520228302022915202293020221182022128202311020232162023320202111242021122420221024202211232022122320221620223920224820226920227720228420229120232620233620221202021128202221020222232022323202242220225112022525202262320227212022818202291620229302022114202212220231162023220202332020211110202112222022102120221118202212162022123020211124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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202271202284202297202326202231520221282022118202221020222252022331202242020225112022527202261520227192022822202292620221142023112202322220233102021111020211126202112142021123020221019202211222022122620223320224620231920233220222172022117202112920221112022126202231820224212022511202252620226132022628202271320227282022812202282920229142022929202212720231312023215202331720211224202210212022112220221222IC00IC01IC02IC0320211124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成板全A数指指060038040025019020007000-020-011-030-040-060-058-064-080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100063050040007NA000-005-018-035-050-100-110-123-150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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万400340300189200149100084066061055021024021012007000-014-010-009-037-034-051-046-048-053-049-100-074-091-081-080-091-110-108-098-200-223-300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16015515014514013513012520220705202211182022062920220711202207152022072120220727202208022022080820220812202208182022082420220830202209052022090920220916202209222022092820221011202210172022102120221027202211022022110820221114202211242022113020221206202212122022121620221222202212282023010420230110202301162023012020230202202302082023021420230220202302242023030220230308202303142023032020230324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PE160140120100806040200200412200574200629200696200835200958201163201214201288201375201495201633201759201963202086200741320044232004810200531720065292007731200861920081072009119200982020091282010326201071320101122011218201191520124252013315201421120145272015415201572820166172016929201711720178212017126201832620187112019215201991220204212021312202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB16141210864202011912016162020572004122004932005142005952006152006962007192007962008182008932009162009582009922010142010562010912011152012142012932013142013962014192014952015182015972016592016912017142017592017912018122018582019122019582020912021572022592004513200551320065162007516200851220115102012510201351320145142015512201883020198302021831202283120191231202012312021123120221230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10006000500500004000-5003000-10002000-15001000-200002022752021692021782021852021922022142022282022372022462022592022672022822023222023322021526202162420217222021819202191620211182021126202211820222222022321202242020225232022621202271920228162022830202291420229282022112202311220232162023316202110112021102520211122202112202022101920221116202211302022121420221228A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2000060001800050001600014000400012000100003000800020006000400010002000002021052620210608202106222021070520210716202107292021081120210824202109062021091720211011202110222021110420211117202111302021121320211224202201072022012020220209202202222022030420220317202203302022041420220427202205132022052620220609202206222022070520220718202207292022081120220824202209062022092020221010202210212022110320221116202211292022121220221223202301062023011920230208202302212023030620230317两融余额沪深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250200150100500-50-100-150-2002021682021772021822021982022162022282022322022852023152023272023332021720202182620215262021622202181320219272021111202112820221192022221202231520223282022412202242820225182022531202261420226272022712202272520228182022831202291420229272022126202311820232202023316202110192021111220211125202112212022101720221028202211102022112320221219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35325215120220711202212222022062920220705202207152022072120220727202208022022080820220812202208182022082420220830202209052022090920220916202209222022092820221011202210172022102120221027202211022022110820221114202211182022112420221130202212062022121220221216202212282023010420230110202301162023012020230202202302082023021420230220202302242023030220230308202303142023032020230324SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货