期指
　　1、基本面：财新PMI数据好于预期，一线城市认房不认贷落地，人民币汇率企稳反弹，上周五中概股上行，美股震荡，国内指数企稳，中小盘股相对偏弱；偏多
　　2、资金：融资余额14773亿元，减少22亿元，沪深股通暂停交易；偏空
　　3、基差：IH2309升水3.75点，IF2309升水5.31点，IC2309升水0.2点，IM2309贴水4.2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：人民币汇率企稳升值，美债收益率回落，一线城市认房不认贷落地，政策底部明显，指数低位反弹，不过短期缺乏资金面共识，外资仍旧净流出，关注本周国内通胀和进出口数据边际变化。

研究报告全文：证券代码839979股指期货早报2023年9月4日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面财新PMI数据好于预期一线城市认房不认贷落地人民币汇率企稳反弹上周五中概股上行美股震荡国内指数企稳中小盘股相对偏弱偏多2资金融资余额14773亿元减少22亿元沪深股通暂停交易偏空3基差IH2309升水375点IF2309升水531点IC2309升水02点IM2309贴水42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预期人民币汇率企稳升值美债收益率回落一线城市认房不认贷落地政策底部明显指数低位反弹不过短期缺乏资金面共识外资仍旧净流出关注本周国内通胀和进出口数据边际变化股指期货升贴水表当前日期202391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IH2309CFEIH2309253600079405543750153867608002023-09-1514IH2310CFEIH231025414007933119150362687624202023-10-2049上证502532250871014122411IH2312CFEIH23122551600731028719350762647654802023-12-15105IH2403CFEIH2403256700056152934751352527701002024-03-15196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IF2309CFEIF23093796800546366753101436511390402023-09-1514IF2310CFEIF231038068005363667153104030011420402023-10-2049沪深3003791490701171131301IF2312CFEIF231238264005113368349109131711479202023-12-15105IF2403CFEIF24033852600562294611115929511557802024-03-15196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IC2309CFEIC23095751000133868002000000911502002023-09-1514IC2310CFEIC23105756200153868054000907011512402023-10-2049中证5005750800202367172176IC2312CFEIC231257482001110719-260-005-01611496402023-12-15105IC2403CFEIC24035735400076264-1540-027-05011470802024-03-15196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IM2309CFEIM2309610300-00537772-420-007-17912206002023-09-1514IM2310CFEIM2310610100-00637772-620-010-07612202002023-10-2049中证10006107200053814214119IM2312CFEIM231260950000110612-1220-020-07012190002023-12-15105IM2403CFEIM24036078000024808-2920-048-08912156002024-03-15196期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020221720224620226920228820233820238120238212022127202222320223152022426202251920226292022719202282620229162022112202312020232162023328202341820235112023531202362020237122022462022692022882023382023812021112920211217202210132022112220221212202212302022128202282620233282022110202222320223152022426202251920226292022719202291620221122023120202321620234182023511202353120236202023712202382120211110202111302021122020221013202211222022121220221230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60604040202000-20-20-40-40-60-60-80-80-100-100-12020221720224620226920228820233820238120221272022112202222320223152022426202251920226292022719202282620229162023120202321620233282023418202351120235312023620202371220238212021112920211217202210132022112220221212202212302022462022692022882023382023812022110202212820222232022315202242620225192022629202271920228262022916202211220231202023216202332820234182023511202353120236202023712202382120221230202111302021122020221013202211222022121220211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202232202261202284202319202326202355202381202112120221132022210202232320224152022511202262320227142022825202291620221142023227202332020234112023526202361620237112023822202111102021122220221014202211252022121620221720224120226820228520233720225182023417202212720222222022314202242520226282022718202282520229152022111202212920231192023215202332720235102023530202361920237112023731202381820211217202210122022112120221229IC00IC01IC02IC0320211129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100087080070060043044038040020020000-020-011-040-060-080-083-100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期周值长200154159150136100078054050035028015000-029-050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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万500404400300227208197200170183148125104105104088093100089073079100058044035048037000-006-035-033-050-100-058-098-095-102-114-200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16015515014514013513012520230331202305102023061320230719202212072022121320221219202212232022122920230105202301112023011720230130202302032023020920230215202302212023022720230303202303092023031520230321202303272023040720230413202304192023042520230504202305162023052220230526202306012023060720230619202306272023070320230707202307132023072520230731202308042023081020230816202308222023082820230901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PE1601401201008060402002004122006312007932009712010232011162014932015832016712017622018142022812023732011815200442720048162004123200532920057182005114200662020061092007124200752220084152008731200931320105272010913201142920111252012327201271720121152013227201362120141272014521201541720163152017213201791420184272018814201812420193272019716201911520202262020615202092920211202021517202183020224132023313201310142007122120081120200910212014122420151124201610242021122120221121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PB16141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