期指
　　1、基本面：中美成立经济领域工作组，上周海外股市下跌调整，国内股市周五迎来反弹，市场情绪略有好转，通信、和双创板块领涨；偏多
　　2、资金：融资余额15207亿元，增加8亿元，沪深股通净买入75亿元；偏空
　　3、基差：IH2310升水17.62点，IF2310升水24.27点，IC2310升水27.78点，IM2310升水10.07点，偏多
　　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：香港将出台活跃市场政策，美债收益率高位上行，全球风险资产下跌，国内市场连续下跌后迎来反弹。

研究报告全文：证券代码839979股指期货早报2023年9月25日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面中美成立经济领域工作组上周海外股市下跌调整国内股市周五迎来反弹市场情绪略有好转通信和双创板块领涨偏多2资金融资余额15207亿元增加8亿元沪深股通净买入75亿元偏空3基差IH2310升水1762点IF2310升水2427点IC2310升水2778点IM2310升水1007点偏多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预期香港将出台活跃市场政策美债收益率高位上行全球风险资产下跌国内市场连续下跌后迎来反弹股指期货升贴水表当前日期2023922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IH2310CFEIH23102568602445449517620698947705802023-10-2028IH2311CFEIH2311257080241256519820775037712402023-11-1756上证50255098221000000407IH2312CFEIH23122577602382193126621034497732802023-12-1584IH2403CFEIH2403259600235353745021733627788002024-03-15175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IF2310CFEIF231037632019575829242706484111289602023-10-2028IF2311CFEIF23113770801953797318708555111312402023-11-1756沪深300373893181000000306IF2312CFEIF231237798019526846408710847011339402023-12-1584IF2403CFEIF24033802001973898630716634611406002024-03-15175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IC2310CFEIC231057266017248324277804963211453202023-10-2028IC2311CFEIC23115724201693632253804428911448402023-11-1756中证500569882155000000180IC2312CFEIC231257248016518620259804519711449602023-12-1584IC2403CFEIC24035715801686942169803006211431602024-03-15175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IM2310CFEIM231060650019952998100701721612130002023-10-2028IM2311CFEIM2311606240211164674701208012124802023-11-1756中证1000605493194000000122IM2312CFEIM23126056002042035910700200812112002023-12-1584IM2403CFEIM24036042002176575-1293-021-04512084002024-03-15175期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022292022322022612022842023192023262023552023812022323202211220224152022511202262320227142022825202291620221142023227202332020234112023526202361620237112023822202391220224620226920228820233820238120239820221014202111302021122120221125202212162022110202212820222232022315202242620225192022629202271920228262022916202211220231202023216202332820234182023511202353120236202023712202382120211130202111102021122020221013202211222022121220221230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60604040202000-20-20-40-40-60-60-80-80-100-100-1202022322022292022612022842023192023262023552023812022825202211220223232022415202251120226232022714202291620221142023227202332020234112023526202361620237112023822202391220211130202112212022101420221125202212162022462022692022882023382023812023982022110202212820222232022315202242620225192022629202271920228262022916202211220231202023216202332820234182023511202353120236202023712202382120211130202112202022101320221122202212122022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022392022772023362023682023742023982022331202372620211222022118202221620224262022523202261520227292022822202291420221142023112202321020233282023420202351720238172021111020211224202210132022112820221220202229202231202283202316202323202354202211220237312022322202241420225102022531202262220227132022824202291520221132023224202331720234102023525202361520237102023821202391120211221202210132022112420221215IC00IC01IC02IC0320211130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300261250232221197200181181155155150100050000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300244250233198200191181177157150127100050NA000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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万500448453400355303300278222196200198207200149130137126136116106094098092090100081085056061048039027016000-017-055-100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16015515014514013513012520230424202305312023070620230809202212282023010420230110202301162023012020230202202302082023021420230220202302242023030220230308202303142023032020230324202303302023040620230412202304182023042820230509202305152023051920230525202306062023061220230616202306262023063020230712202307182023072420230728202308032023081520230821202308252023083120230906202309122023091820230922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PE1601401201008060402002004122006312007932009712010232011162014932015832016712017622018142022812023732006620200752220141272020929200442720048162004123200532920057182005114200610920071242008415200873120093132010527201091320114292011815201112520123272012717201211520132272013621201452120154172016315201721320179142018427201881420181242019327201971620191152020226202061520211202021517202183020224132023313200712212008112020091021201310142014122420151124201610242021122120221121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PB1614121086420200412200499200665200722201032201072201382201754201813201896202167200612320086182010118202012020226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