期指
　　1、基本面：美国商务部长月底访华，隔夜欧美股市涨跌不一，昨日下午A股V型反转，期指尾盘收红，通信科技板块领涨；中性
　　2、资金：融资余额14840亿元，增减少2亿元，沪深股通净卖出64亿元；偏空
　　3、基差：IH2309升水2.84点，IF2309升水2.77点，IC2309贴水9.86点，IM2309贴水15.19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，国内人民币汇率贬值，外资连续12个交易日净流出，指数连续下跌后探底反弹，不过短期波动较大，市场情绪谨慎，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基本面美国商务部长月底访华隔夜欧美股市涨跌不一昨日下午A股V型反转期指尾盘收红通信科技板块领涨中性2资金融资余额14840亿元增减少2亿元沪深股通净卖出64亿元偏空3基差IH2309升水284点IF2309升水277点IC2309贴水986点IM2309贴水1519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国内人民币汇率贬值外资连续12个交易日净流出指数连续下跌后探底反弹不过短期波动较大市场情绪谨慎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2023822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IH2309CFEIH2309249660036636492840111737489802023-09-1524IH2310CFEIH2310250420029318210440422587512602023-10-2059上证50249376075965124409IH2312CFEIH23122515800371339222040882787547402023-12-15115IH2403CFEIH2403253640035287442641682987609202024-03-15206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IF2309CFEIF230937610003010421527700711211283002023-09-1524IF2310CFEIF2310377100027104215127703420911313002023-10-2059沪深3003758230771149134301IF2312CFEIF231237876002321449293707824611362802023-12-15115IF2403CFEIF24033810600213254523713724411431802024-03-15206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IC2309CFEIC2309573120-00761907-986-017-26211462402023-09-1524IC2310CFEIC2310573660-01961907-446-008-04811473202023-10-2059中证5005741060532250175177IC2312CFEIC2312573400-01115694-706-012-03911468002023-12-15115IC2403CFEIC2403573300-0017483-806-014-02511466002024-03-15206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IM2309CFEIM230960840001656411-1519-025-38012168002023-09-1524IM2310CFEIM231060828001556411-1639-027-16712165602023-10-2059中证10006099190693459216121IM2312CFEIM231260740000714615-2519-041-13212148002023-12-15115IM2403CFEIM24036065600075903-3359-055-09812131202024-03-15206期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020226920221720224620228820233820238120224262022519202262920227192022127202222320223152022826202291620221122023120202321620233282023418202351120235312023620202371220238212022372022152022562022712022882023232023772021112920211217202210132022112220221212202212302022720202372620221242022217202232420224142022525202261420228252022914202212220231102023222202331320233302023419202351120235302023616202381420211110202111292021121620221010202210272022111520221221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60604040202000-20-20-40-40-60-60-80-80-100-100-12020221720224620226920228820233820238120221272022223202231520224262022519202262920227192022826202291620221122023120202321620233282023418202351120235312023620202371220238212022112220211129202112172022101320221212202212302022152022372022562022712022882023232023772023419202212420222172022324202241420225252022614202272020228252022914202212220231102023222202331320233302023511202353020236162023726202381420211129202112162022101020221027202211152022122120211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202381202232202261202284202319202326202355202322720211212022113202221020223232022415202251120226232022714202282520229162022114202332020234112023526202361620237112023822202111102021122220221014202211252022121620221720224120226820228520233720235102022127202222220223142022425202251820226282022718202282520229152022111202212920231192023215202332720234172023530202361920237112023731202381820211217202210122022112120221229IC00IC01IC02IC0320211129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120101100088080075077065060053053040020009000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180157160147140120100080078079080057060038040020013NA000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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万500387400317301300200163163137133103106110105100053064061036036045016000-011-016-017-021-034-024-027-100-072-061-077-088-140-200-236-300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16015515014514013513012520230321202304252023060120230707202211252022120120221207202212132022121920221223202212292023010520230111202301172023013020230203202302092023021520230221202302272023030320230309202303152023032720230331202304072023041320230419202305042023051020230516202305222023052620230607202306132023061920230627202307032023071320230719202307252023073120230804202308102023081620230822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PE1601401201008060402002006312004122007932009712010232011162014932015832016712017622018142022812023732021517200442720048162004123200532920057182005114200662020061092007124200752220084152008731200931320105272010913201142920118152011125201232720127172012115201322720136212014127201452120154172016315201721320179142018427201881420181242019327201971620191152020226202061520209292021120202183020224132023313200910212013101420071221200811202014122420151124201610242021122120221121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PB1614121086420200412200499200665200722201032201072201382201754201813201896202167200451720086182012720201682320209242005112200552520059192006123200692820076132008218200922420096252010118201131120117122012319201332820131262014411201481120154202015817201642520178312018511201911120195212019917202012020205282021128202221420226162023221202362620071015200810212009102820111114201211212014121220151221201612272021101220221019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10005500500500004500-5004000-10003500-1500-2000300020218320219620223920225520226920229120231620233620236220221222021526202161120216302021716202181920219242021114202112820221122022128202222220223252022414202252320226272022713202272920228162022920202313120232162023322202341020234262023517202362020237102023726202381120211122202110192021122420221013202210312022111620221220A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180005500170005000160004500150004000140003500130001200030002021081220211208202204012022072720221121202303162023071120210526202106102021062820210713202107282021082720210913202109302021102220211108202111232021122320220110202201252022021620220302202203172022042020220510202205252022061020220627202207122022081120220826202209132022092820221020202211042022120620221221202301062023013020230214202303012023033120230418202305082023052320230607202306262023072620230810两融余额沪深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250200150100500-50-100-150-2002022152023392022812023272023542023662021831202152620216102021628202171520217302021816202191520211112021121202212020222112022224202231120223282022419202251120225262022613202262820227152022816202283120229162022119202212920231162023222202332420234142023519202362120237102023726202381020211015202111162021121620221010202210252022112420221229数据来源wind资讯数据整理大越期货成交净买入-北向合计北向合计亿元人民币累计成交净买入500040002015201630002017201820002019202020211000202220230123456789101112-1000数据来源wind资讯数据整理大越期货成交净买入-沪股通沪股通亿元人民币累计成交净买入25002000201520161500201720181000201920202021500202220230123456789101112-500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累计成交净买入3000250020002017201815002019100020202021500202220230123456789101112-500-1000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35325215105020221125202302152023070720221201202212072022121320221219202212232022122920230105202301112023011720230130202302032023020920230221202302272023030320230309202303152023032120230327202303312023040720230413202304192023042520230504202305102023051620230522202305262023060120230607202306132023061920230627202307032023071320230719202307252023073120230804202308102023081620230822SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货