研究报告全文：证券代码839979股指期货早报2023年8月29日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面昨日高开低走地产板块领涨受到外资流出影响市场情绪相对谨慎隔夜美股反弹近期人民币汇率有所企稳中性2资金融资余额14792亿元减少22亿元沪深股通净卖出82亿元偏空3基差IH2309升水481点IF2309升水458点IC2309升水306点IM2309贴水1456点中性4盘面IHIFICIM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预期国内指数处于低位区间高开低走打压市场人气除了政策驱动外短期需要关资金面是否共识以及经济基本面数据边际变化是否支撑指数上行关注本周三公布美国消费数据和周四国内PMI数据股指期货升贴水表当前日期2023828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IH2309CFEIH2309252300128830624810193877569002023-09-1518IH2310CFEIH2310252840122646010210402787585202023-10-2053上证50251819132987125405IH2312CFEIH23122539001202200020810822747617002023-12-15109IH2403CFEIH2403256340123464445211763227690202024-03-15200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IF2309CFEIF230937572011014392445801224711271602023-09-1518IF2310CFEIF2310376820109143924155804128511304602023-10-2053沪深3003752621171158133300IF2312CFEIF231237866011533521339809030011359802023-12-15109IF2403CFEIF24033811001146179583815328011433002024-03-15200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IC2309CFEIC23095647201167532030600511011294402023-09-1518IC2310CFEIC23105649201147532050600906211298402023-10-2053中证5005644141132234171179IC2312CFEIC23125645801152044216600301011291602023-12-15109IC2403CFEIC24035642401218483-174-003-00611284802024-03-15200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IM2309CFEIM230959076005074218-1456-025-50011815202023-09-1518IM2310CFEIM231059020003974218-2016-034-23511804002023-10-2053中证10005922160733441209124IM2312CFEIM231258890003322185-3316-056-18911778002023-12-15109IM2403CFEIM24035874000238018-4816-082-15011748002024-03-15200期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020221720224620226920228820233820238120221272022223202231520224262022519202262920227192022826202291620221122023120202321620233282023418202351120235312023620202371220238212023232022152022372022562022712022882023772022123020211129202112172022101320221122202212122022914202212420222172022324202241420225252022614202272020228252022122202311020232222023313202333020234192023511202353020236162023726202381420211110202111292021121620221010202210272022111520221221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60604040202000-20-20-40-40-60-60-80-80-100-100-12020221720224620226920228820233820238120221272022223202231520224262022519202262920227192022826202291620221122023120202321620233282023418202351120235312023620202371220238212021121720221122202111292022101320221212202212302022152022372022562022712022882023232023772023222202212420222172022324202241420225252022614202272020228252022914202212220231102023313202333020234192023511202353020236162023726202381420211129202112162022101020221027202211152022122120211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202232202261202284202319202326202355202381202232320232272021121202211320222102022415202251120226232022714202282520229162022114202332020234112023526202361620237112023822202111102021122220221014202211252022121620221720224120226820228520233720235102022127202222220223142022425202251820226282022718202282520229152022111202212920231192023215202332720234172023530202361920237112023731202381820211129202210122022112120221229IC00IC01IC02IC0320211217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140132117120113113113103101100096080060040020000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200177180167160140119120097097100092082080060054040020NA000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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万500438400307300224234235200182176158167156147143141129122096095083088094093100070081072069060058034014013000-033-100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16015515014514013513012520230327202305042023060720230713202212012022120720221213202212192022122320221229202301052023011120230117202301302023020320230209202302152023022120230227202303032023030920230315202303212023033120230407202304132023041920230425202305102023051620230522202305262023060120230613202306192023062720230703202307072023071920230725202307312023080420230810202308162023082220230828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PE1601401201008060402002004122006312007932009712010232011162014932015832016712017622018142022812023732014127201932720044272004816200412320053292005718200511420066202006109200712420075222008415200873120093132010527201091320114292011815201112520123272012717201211520132272013621201452120154172016315201721320179142018427201881420181242019716201911520202262020615202092920211202021517202183020224132023313200811202007122120091021201310142014122420151124201610242021122120221121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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