早评
　　期指
　　1、基本面：李强总理称做强做优做大数字经济阻力经济回升向好，隔夜美股科技股上涨，中概股反弹，昨日两市缩量下跌，外资连续11个交易日净流出，市场情绪悲观；中性
　　 2、资金：融资余额14842亿元，增减少57亿元，沪深股通净卖出64亿元；偏空
　　3、基差：IH2309升水3.91点，IF2309升水5.24点，IC2309贴水3.37点，IM2309贴水5.57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，国内人民币汇率贬值，外资连续11个交易日净流出，指数跌破支撑位后缩量阴跌，关注本周六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基本面李强总理称做强做优做大数字经济阻力经济回升向好隔夜美股科技股上涨中概股反弹昨日两市缩量下跌外资连续11个交易日净流出市场情绪悲观中性2资金融资余额14842亿元增减少57亿元沪深股通净卖出64亿元偏空3基差IH2309升水391点IF2309升水524点IC2309贴水337点IM2309贴水557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贬值外资连续11个交易日净流出指数跌破支撑位后缩量阴跌关注本周六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2023821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IH2309CFEIH2309247900-163561453910162307437002023-09-1525IH2310CFEIH2310248500-14020919910402437455002023-10-2060上证50247509-130952123413IH2312CFEIH2312249600-1721215820910842647488002023-12-15116IH2403CFEIH2403252460-148292849511963467573802024-03-15207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IF2309CFEIF2309373480-1858958752401420511204402023-09-1525IF2310CFEIF2310374680-15389587172404628011240402023-10-2060沪深300372956-1441135132303IF2312CFEIF2312376220-18918687326408727311286602023-12-15116IF2403CFEIF2403378660-1882495570415126611359802024-03-15207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IC2309CFEIC2309571480-1585362840200710311429602023-09-1525IC2310CFEIC2310571940-1515362886201509211438802023-10-2060中证500571078-1162234174178IC2312CFEIC2312571580-1591369950200902811431602023-12-15116IC2403CFEIC2403571000-1584671-078-001-00211420002024-03-15207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IM2309CFEIM2309605380-15849495-337-006-08112107602023-09-1525IM2310CFEIM2310605160-16249495-557-009-05612103202023-10-2060中证1000605717-0983408215121IM2312CFEIM2312605000-15510610-717-012-03712100002023-12-15116IM2403CFEIM2403604020-1514073-1697-028-05012080402024-03-15207期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020226920221720224620228820233820238120232162022127202222320223152022426202251920226292022719202282620229162022112202312020233282023418202351120235312023620202371220238212022152022372022562022712022882023232023772021112920211217202210132022112220221212202212302022124202221720223242022414202252520226142022720202282520229142022122202311020232222023313202333020234192023511202353020236162023726202381420211110202111292021121620221010202210272022111520221221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60604040202000-20-20-40-40-60-60-80-80-100-100-12020221720224620226920228820233820238120221272022223202231520224262022519202262920227192022826202291620221122023120202321620233282023418202351120235312023620202371220238212021112920221122202112172022101320221212202212302023772022152022372022562022712022882023232023313202351120221242022217202232420224142022525202261420227202022825202291420221222023110202322220233302023419202353020236162023726202381420211129202112162022101020221027202211152022122120211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020232620223220226120228420231920235520238120232272021121202211320222102022323202241520225112022623202271420228252022916202211420233202023411202352620236162023711202111102021122220221014202211252022121620221720224120226820228520233720227182023417202212720222222022314202242520225182022628202282520229152022111202212920231192023215202332720235102023530202361920237112023731202381820211217202210122022112120221229IC00IC01IC02IC0320211129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000-020-040-060-080-100-120-115-116-124-130-140-132-134-144-160-160-180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000-020-040-060-080-100-094-094-120-110-113-140-144-147-160-165-161-180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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万200150150100068050010006000-008-050-028-048-042-054-060-100-064-066-086-079-096-093-099-108-110-109-123-150-134-128-131-148-149-160-200-198-198-250-234-300-302-350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16015515014514013513020230320202304242023053120230706202211242022113020221206202212122022121620221222202212282023010420230110202301162023012020230202202302082023021420230220202302242023030220230308202303142023032420230330202304062023041220230418202304282023050920230515202305192023052520230606202306122023061620230626202306302023071220230718202307242023072820230803202308092023081520230821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PE1601401201008060402002004122006312007932009712010232011162014932015832016712017622018142022812023732011429201181520111252004427200481620041232005329200571820051142006620200610920071242007522200841520087312009313201052720109132012327201271720121152013227201362120141272014521201541720163152017213201791420184272018814201812420193272019716201911520202262020615202092920211202021517202183020224132023313200712212008112020091021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