早评
　　期指
　　1、基本面：美债收益率高位，隔夜欧美股市下跌，昨日两市缩量调整，外资再度流出，市场热点减少；偏空
　　2、资金：融资余额15247亿元，增加36亿元，沪深股通净卖出63亿元；偏空
　　3、基差：IH2310升水110.79点，IF2310升水19.71点，IC2310升水25.15点，IM2310升水11.09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：美债收益率高位上行，压制全球风险偏好，十一假期临近，市场缺乏持续走强板块，外资流出，国内市场或处于低位摸底阶段。
　　

研究报告全文：证券代码839979股指期货早报2023年9月27日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面美债收益率高位隔夜欧美股市下跌昨日两市缩量调整外资再度流出市场热点减少偏空2资金融资余额15247亿元增加36亿元沪深股通净卖出63亿元偏空3基差IH2310升水11079点IF2310升水1971点IC2310升水2515点IM2310升水1109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预期美债收益率高位上行压制全球风险偏好十一假期临近市场缺乏持续走强板块外资流出国内市场或处于低位摸底阶段股指期货升贴水表当前日期2023926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IH2310CFEIH2310252420-0602563010790436507572602023-10-2024IH2311CFEIH2311252760-061143914190563947582802023-11-1752上证50251341-0621017123405IH2312CFEIH2312253500-057959221590853897605002023-12-1580IH2403CFEIH2403255700-051164643591703647671002024-03-15171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IF2310CFEIF2310371260-04344708197105380711137802023-10-2024IF2311CFEIF2311372080-0421960279107552711162402023-11-1752沪深300369289-0581155130304IF2312CFEIF2312373080-04312503379110246411192402023-12-1580IF2403CFEIF2403375360-0442114607116234511260802024-03-15171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IC2310CFEIC2310567180-01626566251504467411343602023-10-2024IC2311CFEIC2311567660-0092960299505337011353202023-11-1752中证500564665-0352326169180IC2312CFEIC2312567320-0168156265504721411346402023-12-1580IC2403CFEIC2403566140-0193289147502605611322802024-03-15171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IM2310CFEIM2310600720-03227754110901828112014402023-10-2024IM2311CFEIM2311600380-026304976901309012007602023-11-1752中证1000599611-0523753211121IM2312CFEIM2312599700-0301057708900100711994002023-12-1580IM2403CFEIM2403597800-0303765-1811-030-06511956002024-03-15171期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022292022322022612022842023192023262023552023812022714202291620221122022323202241520225112022623202282520221142023227202332020234112023526202361620237112023822202391220224620226920228820233820238120239820211130202112212022101420221125202212162022426202332820221102022128202222320223152022519202262920227192022826202291620221122023120202321620234182023511202353120236202023712202382120211110202111302021122020221013202211222022121220221230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60604040202000-20-20-40-40-60-60-80-80-100-100-1202022292022322022612022842023192023262023552023812022112202232320224152022511202262320227142022825202291620221142023227202332020234112023526202361620237112023822202391220211130202112212022101420221125202212162022462022692022882023382023812023982023821202211020221282022223202231520224262022519202262920227192022826202291620221122023120202321620233282023418202351120235312023620202371220221212202111302021122020221013202211222022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022392022772023362023682023742023982021122202211820222162022331202242620225232022615202272920228222022914202211420231122023210202332820234202023517202372620238172022112820211110202112242022101320221220202231202229202283202316202323202354202211220223222022414202251020225312022622202271320228242022915202211320232242023317202341020235252023615202371020237312023821202391120211221202210132022112420221215IC00IC01IC02IC0320211130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040017020000-020-040-035-043-048-060-058-062-060-080-077-100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NA期周值长000-010-020-030-026-029-040-050-047-060-058-057-061-060-070-080-090-100-095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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万150132100092058050016001000-021-021-023-035-050-041-041-037-049-044-048-056-057-061-058-100-084-082-085-083-096-091-090-092-092-103-104-110-150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16015515014514013513012520230426202306022023071020230811202212302023010620230112202301182023013120230206202302102023021620230222202302282023030620230310202303162023032220230328202304032023041020230414202304202023050520230511202305172023052320230529202306082023061420230620202306282023070420230714202307202023072620230801202308072023081720230823202308292023090420230908202309142023092020230926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PE1601401201008060402002017622004122006312007932009712010232011162014932015832016712018142022812023732004427200412320163152004816200532920057182005114200662020061092007124200752220084152008731200931320105272010913201142920118152011125201232720127172012115201322720136212014127201452120154172017213201791420184272018814201812420193272019716201911520202262020615202092920211202021517202183020224132023313201610242007122120081120200910212013101420141224201511242021122120221121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PB1614121086420201813200412200499200665200722201032201072201382201754201896202167200451720051122005525200591920061232006928200761320082182008618200922420096252010118201131120117122012319201272020133282013126201441120148112015420201581720164252016823201783120185112019111201952120199172020120202052820209242021128202221420226162023221202362620151221201612272007101520081021200910282011111420121121201412122021101220221019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10005500500500004500-5004000-10003500-1500-200030002021832021962022392022552022692022912023162023362023622021526202332220239142021611202163020217162021819202192420211142021128202211220221282022222202232520224142022523202262720227132022729202281620229202022122202313120232162023410202342620235172023620202371020237262023811202382920211122202110192021122420221013202210312022111620221220A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18000550017000500016000450015000400014000350013000120003000202110192021110420221202202105262021061120210630202107162021080320210819202109062021092420211122202112082021122420220112202201282022022220220309202203252022041420220505202205232022060920220627202207132022072920220816202209012022092020221013202210312022111620221220202301062023013120230216202303062023032220230410202304262023051720230602202306202023071020230726202308112023082920230914两融余额沪深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250200150100500-50-100-150-200202215202281202327202339202354202366202171520222112022831202332420215262021610202162820217302021816202183120219152021111202112120221202022224202231120223282022419202251120225262022613202262820227152022816202291620221192022129202311620232222023414202351920236212023710202372620238102023825202391320211015202111162021121620221010202210252022112420221229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35325215105020221230202303222023081120230106202301122023011820230131202302062023021020230216202302222023022820230306202303102023031620230328202304032023041020230414202304202023042620230505202305112023051720230523202305292023060220230608202306142023062020230628202307042023071020230714202307202023072620230801202308072023081720230823202308292023090420230908202309142023092020230926SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货