早评
　　期指
　　1、基本面：隔夜科技股业绩好于预期，美股上涨，昨日两市缩量下跌，市场情绪悲观，不过人民币汇率有所企稳回升，中概股近期走强；中性
　　2、资金：融资余额14841亿元，增加1亿元，沪深股通净卖出104亿元；偏空
　　3、基差：IH2309升水3.61点，IF2309升水8.37点，IC2309升水8.1点，IM2309升水1.13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：外资连续13个交易日净流出，指数连续缩量下跌，市场情绪谨慎，美债收益率回落，国内人民币汇率贬值有所企稳，短期或有所反弹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24日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面隔夜科技股业绩好于预期美股上涨昨日两市缩量下跌市场情绪悲观不过人民币汇率有所企稳回升中概股近期走强中性2资金融资余额14841亿元增加1亿元沪深股通净卖出104亿元偏空3基差IH2309升水361点IF2309升水837点IC2309升水81点IM2309升水113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预期外资连续13个交易日净流出指数连续缩量下跌市场情绪谨慎美债收益率回落国内人民币汇率贬值有所企稳短期或有所反弹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2023823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IH2309CFEIH2309246480-129507343610152327394402023-09-1523IH2310CFEIH2310246960-13528748410342147408802023-10-2058上证50246119-131956123413IH2312CFEIH2312247920-1421094518010732337437602023-12-15114IH2403CFEIH2403250160-145214240411622887504802024-03-15205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IF2309CFEIF2309370500-1418403783702335911115002023-09-1523IF2310CFEIF2310371320-16184037165704528111139602023-10-2058沪深300369663-1641135132305IF2312CFEIF2312372600-15619410293707925211178002023-12-15114IF2403CFEIF2403375280-1422583561715026611258402024-03-15205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IC2309CFEIC2309563760-1595321681001422811275202023-09-1523IC2310CFEIC2310564240-15953216129002314411284802023-10-2058中证500562950-1942214172181IC2312CFEIC2312563640-1671423969001203911272802023-12-15114IC2403CFEIC2403563620-160768767001202111272402024-03-15205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IM2309CFEIM2309597480-1584605311300203011949602023-09-1523IM2310CFEIM2310596980-17546053-387-006-04111939602023-10-2058中证1000597367-2063404212123IM2312CFEIM2312596600-16613521-767-013-04111932002023-12-15114IM2403CFEIM2403596240-1595741-1127-019-03411924802024-03-15205期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020221720224620226920228820233820238120221272022223202231520224262022519202262920227192022826202291620221122023120202321620233282023418202351120235312023620202371220238212022152022372022562022712022882023232023772021112920221230202112172022101320221122202212122022124202221720223242022414202252520226142022720202282520229142022122202311020232222023313202333020234192023511202353020236162023726202381420211129202111102021121620221010202210272022111520221221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60604040202000-20-20-40-40-60-60-80-80-100-100-12020221720224620226920228820233820238120231202023216202212720222232022315202242620225192022629202271920228262022916202211220233282023418202351120235312023620202371220238212021112920211217202210132022112220221212202212302022152022372022562022712022882023232023772022124202322220222172022324202241420225252022614202272020228252022914202212220231102023313202333020234192023511202353020236162023726202381420221010202111292021121620221027202211152022122120211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202232202261202284202319202326202355202381202112120221132022210202232320224152022511202262320227142022825202291620221142023227202332020234112023526202361620237112023822202211252021111020211222202210142022121620228520221720224120226820233720233272022127202222220223142022425202251820226282022718202282520229152022111202212920231192023215202341720235102023530202361920237112023731202381820211217202210122022112120221229IC00IC01IC02IC0320211129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000-050-100-150-134-131-164-177-200-194-214-230-250-240-300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000-050-100-087-101-150-164-200-194-195-199-215-250-255-300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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万200153150100080050000-050-028-052-047-100-081-116-150-124-132-133-128-130-152-157-151-164-166-171-165-200-184-185-196-201-250-225-240-237-255-255-265-300-281-279-350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18016014012010080604020020230320202304242023053120230706202211242022113020221206202212122022121620221222202212282023010420230110202301162023012020230202202302082023021420230220202302242023030220230308202303142023032420230330202304062023041220230418202304282023050920230515202305192023052520230606202306122023061620230626202306302023071220230718202307242023072820230803202308092023081520230821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PE1601401201008060402002010232004122006312007932009712011162014932015832016712017622018142022812023732004123201541720188142004427200481620053292005718200511420066202006109200712420075222008415200873120093132010527201091320114292011815201112520123272012717201211520132272013621201412720145212016315201721320179142018427201812420193272019716201911520202262020615202092920211202021517202183020224132023313200712212008112020091021201310142014122420151124201610242021122120221121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PB1614121086420200412200499200665200722201032201072201382201754201813201896202167200451720051122005525200591920061232006928200761320082182008618200922420096252010118201131120117122012319201272020133282013126201441120148112015420201581720164252016823201783120185112019111201952120199172020120202052820209242021128202221420226162023221202362620071015200810212009102820111114201211212014121220151221201612272021101220221019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10005500500500004500-5004000-10003500-1500-2000300020229120218320219620223920225520226920231620233620236220217162021526202161120216302021819202192420211142021128202211220221282022222202232520224142022523202262720227132022729202281620229202022122202313120232162023322202341020234262023517202362020237102023726202381120211019202111222021122420221013202210312022111620221220A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180005500170005000160004500150004000140003500130001200030002021082720220610202303162021052620210610202106282021071320210728202108122021091320210930202110222021110820211123202112082021122320220110202201252022021620220302202203172022040120220420202205102022052520220627202207122022072720220811202208262022091320220928202210202022110420221121202212062022122120230106202301302023021420230301202303312023041820230508202305232023060720230626202307112023072620230810两融余额沪深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250200150100500-50-100-150-2002022152023392023662022812023272023542021715202232820226282022916202212920215262021610202162820217302021816202183120219152021111202112120221202022211202222420223112022419202251120225262022613202271520228162022831202211920231162023222202332420234142023519202362120237102023726202381020211015202111162021121620221010202210252022112420221229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35325215105020221128202302162023071020221202202212082022121420221220202212262022123020230106202301122023011820230131202302062023021020230222202302282023030620230310202303162023032220230328202304032023041020230414202304202023042620230505202305112023051720230523202305292023060220230608202306142023062020230628202307042023071420230720202307262023080120230807202308112023081720230823SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货