期指
　　1、基本面：央行称调整优化房地产信贷政策，证监会称将从六方面活跃资本市场、提振投资者信心，沪深交易所下调股票交易经手费各为30%，上周全球股市调整，国内市场进一步下跌，市场情绪谨慎；偏空
　　2、资金：融资余额14889亿元，增加11亿元，沪深股通净卖出85亿元；偏空
　　3、基差：IH2309升水3.42点，IF2309升水5.4点，IC2309升水9.2点，IM2309升水10.29点，中性
　　4、盘面：IM>IC>IF> IH（主力），IH、IF、IC、IM在20日均线下方，偏空
　　5、主力持仓：IC主力多减，偏多；IH主力空减，IF主力空减，偏空
　　6、预期：海外收益率上行，欧美股市下跌，国内人民币汇率短期有所企稳，指数探底后有所反弹，短期权重指数接近下方支撑位，关注今天LPR利率报价，本周五美联储主席鲍威尔发表有关经济前景的演讲。

研究报告全文：证券代码839979股指期货早报2023年8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基本面央行称调整优化房地产信贷政策证监会称将从六方面活跃资本市场提振投资者信心沪深交易所下调股票交易经手费各为30上周全球股市调整国内市场进一步下跌市场情绪谨慎偏空2资金融资余额14889亿元增加11亿元沪深股通净卖出85亿元偏空3基差IH2309升水342点IF2309升水54点IC2309升水92点IM2309升水1029点中性4盘面IMICIFIH主力IHIFICIM在20日均线下方偏空5主力持仓IC主力多减偏多IH主力空减IF主力空减偏空6预期海外收益率上行欧美股市下跌国内人民币汇率短期有所企稳指数探底后有所反弹短期权重指数接近下方支撑位关注今天LPR利率报价本周五美联储主席鲍威尔发表有关经济前景的演讲股指期货升贴水表当前日期2023818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IH2308CFEIH2308251880-059134571122045DIV07556402023-08-180IH2309CFEIH2309251100-120509753420141787533002023-09-1528上证50250758-114965124409IH2312CFEIH2312252800-125972320420812487584002023-12-15119IH2403CFEIH2403255400-115207746421823167662002024-03-15210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IF2308CFEIF2308380160-074217221760046DIV011404802023-08-180IF2309CFEIF2309378940-1358484754001418611368202023-09-1528沪深300378400-1231149134302IF2312CFEIF2312381800-14214530340008927311454002023-12-15119IF2403CFEIF2403384000-1422137560014625311520002024-03-15210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IC2308CFEIC2308581280-098144073500060DIV011625602023-08-180IC2309CFEIC2309578700-1655113192001620711574002023-09-1528中证500577780-1642253176177IC2312CFEIC2312578780-15512978100001705311575602023-12-15119IC2403CFEIC2403578520-149470174001302211570402024-03-15210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IM2308CFEIM2308616220-130151684509073DIV012324402023-08-180IM2309CFEIM2309612740-20451556102901721912254802023-09-1528中证1000611711-2093432218121IM2312CFEIM2312612400-1931307268901103512248002023-12-15119IM2403CFEIM2403611680-1845194-031-001-00112233602024-03-15210期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022172022462022692022882023382023812022916202351120221272022223202231520224262022519202262920227192022826202211220231202023216202332820234182023531202362020237122022152022372022562022712022882023232023772021112920211217202210132022112220221212202212302022124202221720223242022414202252520226142022720202282520229142022122202311020232222023313202333020234192023511202353020236162023726202381420211110202111292021121620221010202210272022111520221221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60604040202000-20-20-40-40-60-60-80-80-100-100-1202022172022462022692022882023382023812022127202362020222232022315202242620225192022629202271920228262022916202211220231202023216202332820234182023511202353120237122021112920211217202210132022112220221212202212302022152022372022562022712022882023232023772023330202212420222172022324202241420225252022614202272020228252022914202212220231102023222202331320234192023511202353020236162023726202381420211129202112162022101020221027202211152022122120211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020231920223220226120228420232620235520238120211212022113202221020223232022415202251120226232022714202282520229162022114202322720233202023411202352620236162023711202111102021122220221014202211252022121620221720224120226820228520233720231192022127202222220223142022425202251820226282022718202282520229152022111202212920232152023327202341720235102023530202361920237112023731202381820211217202210122022112120221229IC00IC01IC02IC0320211129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000-020-040-060-080-067-100-100-120-114-123-140-131-160-147-164-180-175-200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000-050-054-057-100-123-124-123-150-161-200-200-220-250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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万150100084046050000-050-035-054-062-100-077-076-070-089-101-113-150-121-127-141-144-142-162-154-200-170-181-185-191-191-190-204-205-250-259-300-278-280-350-321-343-400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16015515014514013513020230317202304212023053020230705202211232022112920221205202212092022121520221221202212272023010320230109202301132023011920230201202302072023021320230217202302232023030120230307202303132023032320230329202304042023041120230417202304272023050820230512202305182023052420230605202306092023061520230621202306292023071120230717202307212023072720230802202308082023081420230818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PE16014012010080604020020237320041220063120079320097120102320111620149320158320167120176220181420228120053292010527201322720184272004427200481620041232005718200511420066202006109200712420075222008415200873120093132010913201142920118152011125201232720127172012115201362120141272014521201541720163152017213201791420188142018124201932720197162019115202022620206152020929202112020215172021830202241320233132007122120081120200910212013101420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