期指
　　1、基本面：隔夜欧美股市涨跌不一，昨日两市缩量反弹，光伏新能源和医药板块领涨，外资净买入；中性
　　2、资金：融资余额15245亿元，减少2亿元，沪深股通净买入18亿元；中性
　　3、基差：IH2310升水16.46点，IF2310升水21.1点，IC2310升水25.65点，IM2310升水16.14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：美债收益率高位，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，国内指数处于低位震荡。

研究报告全文：证券代码839979股指期货早报2023年9月28日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面隔夜欧美股市涨跌不一昨日两市缩量反弹光伏新能源和医药板块领涨外资净买入中性2资金融资余额15245亿元减少2亿元沪深股通净买入18亿元中性3基差IH2310升水1646点IF2310升水211点IC2310升水2565点IM2310升水1614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预期美债收益率高位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指数处于低位震荡股指期货升贴水表当前日期2023927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IH2310CFEIH231025366004834790164606510307609802023-10-2023IH2311CFEIH2311254000044223019860785607620002023-11-1751上证502520140271016123405IH2312CFEIH23122547200451413927061064917641602023-12-1579IH2403CFEIH2403257000048222349861944177710002024-03-15170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IF2310CFEIF231037216002861811211005790011164802023-10-2023IF2311CFEIF23113732000323049315008460411196002023-11-1751沪深3003700500211154130304IF2312CFEIF231237420003220683415011151211226002023-12-1579IF2403CFEIF24033766000312692655017437311298002024-03-15170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IC2310CFEIC231057000004740101256504571411400002023-10-2023IC2311CFEIC23115701200422662268504733711402402023-11-1751中证5005674350492337170180IC2312CFEIC231257000004611558256504520811400002023-12-1579IC2403CFEIC24035688400444346140502505311376802024-03-15170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IM2310CFEIM231060502006638721161402742312100402023-10-2023IM2311CFEIM23116045400672604113401913412090802023-11-1751中证10006034060633777212121IM2312CFEIM23126034400621627903400100312068802023-12-1579IM2403CFEIM24036015600625979-1846-031-06612031202024-03-15170期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022292022322022612022842023192023262023552023812022825202341120221122022323202241520225112022623202271420229162022114202322720233202023526202361620237112023822202391220228820224620226920233820238120239820211130202112212022101420221125202212162023328202211020221282022223202231520224262022519202262920227192022826202291620221122023120202321620234182023511202353120236202023712202382120211110202111302021122020221013202211222022121220221230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60604040202000-20-20-40-40-60-60-80-80-100-100-1202022322022842023812022292022612023192023262023552022112202232320224152022511202262320227142022825202291620221142023227202332020234112023526202361620237112023822202391220211130202112212022101420221125202212162022462022692022882023382023812023982022110202212820222232022315202242620225192022629202271920228262022916202211220231202023216202332820234182023511202353120236202023712202382120221212202212302021113020211220202210132022112220211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022392022772023362023682023742023982021122202211820222162022331202242620225232022615202272920228222022914202211420231122023210202332820234202023517202372620238172021111020211224202210132022112820221220202354202229202231202283202316202323202211220223222022414202251020225312022622202271320228242022915202211320232242023317202341020235252023615202371020237312023821202391120211130202212152022101320221124IC00IC01IC02IC0320211221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090082080070060049050047044040036030027021020016010000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100083080060051046037040016020013NA000-020-012-018-040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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万250224197200150132097100080056055050042037040029023026023018015008001005000-006-006-005-015-015-011-025-050-037-048-043-058-100-082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16015515014514013513012520230427202306052023071120230814202301032023010920230113202301192023020120230207202302132023021720230223202303012023030720230313202303172023032320230329202304042023041120230417202304212023050820230512202305182023052420230530202306092023061520230621202306292023070520230717202307212023072720230802202308082023081820230824202308302023090520230911202309152023092120230927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PE1601401201008060402002004122006312007932009712010232011162014932015832016712017622018142022812023732008415201541720209292022413200442720048162004123200532920057182005114200662020061092007124200752220087312009313201052720109132011429201181520111252012327201271720121152013227201362120141272014521201631520172132017914201842720188142018124201932720197162019115202022620206152021120202151720218302023313200712212008112020091021201310142014122420151124201610242021122120221121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PB16141210864202007222004122004992006652010322010722013822017542018132018962021672012720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