期指
　　1、基本面：英国央行暂停加息但对通胀保持警惕，美债收益率上行，隔夜欧美股市大跌，昨日两市阴跌，市场情绪谨慎，交投清淡；偏空
　　2、资金：融资余额15199亿元，增加1亿元，沪深股通净卖出43亿元；偏空
　　3、基差：IH2310升水5.46点，IF2310升水11.56点，IC2310升水10.88点，IM2310升水2.14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：市场担忧美联储维持高利率比预期时间更长，美债收益率高位上行，全球风险资产下跌，国内市场预期和情绪较弱，指数低位调整。

研究报告全文：证券代码839979股指期货早报2023年9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基本面英国央行暂停加息但对通胀保持警惕美债收益率上行隔夜欧美股市大跌昨日两市阴跌市场情绪谨慎交投清淡偏空2资金融资余额15199亿元增加1亿元沪深股通净卖出43亿元偏空3基差IH2310升水546点IF2310升水1156点IC2310升水1088点IM2310升水214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预期市场担忧美联储维持高利率比预期时间更长美债收益率高位上行全球风险资产下跌国内市场预期和情绪较弱指数低位调整股指期货升贴水表当前日期2023921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IH2310CFEIH2310250120-122386755460222757503602023-10-2029IH2311CFEIH2311250340-12522127660311967510202023-11-1757上证50249574-1021011122407IH2312CFEIH2312250940-1291321913660542347528202023-12-1585IH2403CFEIH2403252920-125219133461322747587602024-03-15176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IF2310CFEIF2310368400-11057469115603139511052002023-10-2029IF2311CFEIF2311369040-1083554179604931211071202023-11-1757沪深300367244-0901151129306IF2312CFEIF2312369800-11521959255606929711094002023-12-1585IF2403CFEIF2403372060-1133200481612926811161802024-03-15176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IC2310CFEIC2310562280-08738495108801924411245602023-10-2029IC2311CFEIC2311562380-0923264118802113511247602023-11-1757中证500561192-0692315168180IC2312CFEIC2312562220-09312981102801807911244402023-12-1585IC2403CFEIC2403561560-090445436800701411231202024-03-15176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IM2310CFEIM2310594180-0823812921400404511883602023-10-2029IM2311CFEIM2311593620-0841439-346-006-03711872402023-11-1757中证1000593966-0723719209122IM2312CFEIM2312592720-08514818-1246-021-09011854402023-12-1585IM2403CFEIM2403591120-0864527-2846-048-10011822402024-03-15176期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002023192022292022322022612022842023262023552023812023227202341120221122022323202241520225112022623202271420228252022916202211420233202023526202361620237112023822202391220224620226920228820233820238120239820211130202112212022101420221125202212162022110202353120221282022223202231520224262022519202262920227192022826202291620221122023120202321620233282023418202351120236202023712202382120211110202111302021122020221013202211222022121220221230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60604040202000-20-20-40-40-60-60-80-80-100-100-1202022292022322022612022842023192023262023552023812022112202211420223232022415202251120226232022714202282520229162023227202332020234112023526202361620237112023822202391220211130202112212022101420221125202212162022462022692022882023382023812023982022519202362020221102022128202222320223152022426202262920227192022826202291620221122023120202321620233282023418202351120235312023712202382120211130202112202022101320221122202212122022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002023682022392022772023362023742023982022615202321020211222022118202221620223312022426202252320227292022822202291420221142023112202332820234202023517202372620238172022101320211110202112242022112820221220202229202231202283202316202323202354202241420229152023224202373120221122022322202251020225312022622202271320228242022113202331720234102023525202361520237102023821202391120211221202210132022112420221215IC00IC01IC02IC0320211130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000-020-040-060-065-069-080-077-077-090-090-100-099-102-120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000-020-040-045-060-068-067-071-080-080-100-098-100-120-114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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万100059050019000-005-002-016-012-028-050-060-060-061-071-072-077-077-072-084-083-100-091-092-101-104-099-116-114-123-150-145-146-146-162-176-180-200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16015515014514013513012520230421202305302023070520230808202212272023010320230109202301132023011920230201202302072023021320230217202302232023030120230307202303132023031720230323202303292023040420230411202304172023042720230508202305122023051820230524202306052023060920230615202306212023062920230711202307172023072120230727202308022023081420230818202308242023083020230905202309112023091520230921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PE1601401201008060402002006312022812004122007932009712010232011162014932015832016712017622018142023732011815201452120172132019115200442720048162004123200532920057182005114200662020061092007124200752220084152008731200931320105272010913201142920111252012327201271720121152013227201362120141272015417201631520179142018427201881420181242019327201971620202262020615202092920211202021517202183020224132023313200811202007122120091021201310142014122420151124201610242021122120221121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PB1614121086420201032200412200499200665200722201072201382201754201813201896202167200451720051122005525200591920061232006928200761320082182008618200922420096252010118201131120117122012319201272020133282013126201441120148112015420201581720164252016823201783120185112019111201952120199172020120202052820209242021128202221420226162023221202362620161227200710152008102120091028201111142012112120141212201512212021101220221019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10005500500500004500-5004000-10003500-1500-200030002022692021832021962022392022552022912023162023362023622022128202371020215262021611202163020217162021819202192420211142021128202211220222222022325202241420225232022627202271320227292022816202292020221222023131202321620233222023410202342620235172023620202372620238112023829202391420211019202111222021122420221013202210312022111620221220A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1800055001700050001600045001500040001400035001300012000300020210930202303312021052620210610202106282021071320210728202108122021082720210913202110222021110820211123202112082021122320220110202201252022021620220302202203172022040120220420202205102022052520220610202206272022071220220727202208112022082620220913202209282022102020221104202211212022120620221221202301062023013020230214202303012023031620230418202305082023052320230607202306262023071120230726202308102023082520230911两融余额沪深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250200150100500-50-100-150-200202215202281202327202339202354202366202281620228312021526202161020216282021715202173020218162021831202191520211112021121202212020222112022224202231120223282022419202251120225262022613202262820227152022916202211920221292023116202322220233242023414202351920236212023710202372620238102023825202391320211015202111162021121620221010202210252022112420221229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35325215105020221227202303172023080820230103202301092023011320230119202302012023020720230213202302172023022320230301202303072023031320230323202303292023040420230411202304172023042120230427202305082023051220230518202305242023053020230605202306092023061520230621202306292023070520230711202307172023072120230727202308022023081420230818202308242023083020230905202309112023091520230921SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货