期指
　　1、基本面：十一假期A50微涨恒生指数小涨，原油下跌，国内旅游人数和消费均超过2019年，人均旅游支出也相对五一假期有所改善，官方PMI改善，财新PMI不及预期，两者均超过5枯荣线，巴以冲突导致地缘不确定性；中性
　　2、资金：融资余额15265亿元，增加20亿元，沪深股通净卖出50亿元；中性
　　3、基差：IH2310升水3.51点，IF2310升水11.48点，IC2310升水4.23点，IM2310贴水3.94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：美债收益率再创新高，压制全球风险偏好，十一假期恒生指数小幅上涨，节前中小盘相对强势，港股和消费板块走弱，外资流出，预计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10月9日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面十一假期A50微涨恒生指数小涨原油下跌国内旅游人数和消费均超过2019年人均旅游支出也相对五一假期有所改善官方PMI改善财新PMI不及预期两者均超过5枯荣线巴以冲突导致地缘不确定性中性2资金融资余额15265亿元增加20亿元沪深股通净卖出50亿元中性3基差IH2310升水351点IF2310升水1148点IC2310升水423点IM2310贴水394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预期美债收益率再创新高压制全球风险偏好十一假期恒生指数小幅上涨节前中小盘相对强势港股和消费板块走弱外资流出预计国内指数处于低位震荡股指期货升贴水表当前日期2023928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IH2310CFEIH2310251060-102300313510142327531802023-10-2022IH2311CFEIH2311251600-09625908910352597548002023-11-1750上证50250709-0521012122406IH2312CFEIH2312252080-1041121713710542557562402023-12-1578IH2403CFEIH2403254500-096175437911493227635002024-03-15169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IF2310CFEIF2310370100-06347606114803151511103002023-10-2022IF2311CFEIF2311371000-0612565204805540311130002023-11-1750沪深300368952-0301152129305IF2312CFEIF2312372100-06115594314808539611163002023-12-1578IF2403CFEIF2403374880-0492646592815834211246402024-03-15169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IC2310CFEIC2310569500-0212611242300712311390002023-10-2022IC2311CFEIC2311569500-024304042300705411390002023-11-1750中证5005690770292343171178IC2312CFEIC2312569000-0309462-077-001-00611380002023-12-1578IC2403CFEIC2403567940-0264025-1137-020-04311358802024-03-15169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IM2310CFEIM231060750002631072-394-006-10812150002023-10-2022IM2311CFEIM23116064000192938-1494-025-18012128002023-11-1750中证10006078940743801214120IM2312CFEIM231260540002010923-2494-041-19312108002023-12-1578IM2403CFEIM24036034400164735-4454-074-15912068802024-03-15169期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020231920222920223220226120228420232620235520238120234112023711202211220223232022415202251120226232022714202282520229162022114202322720233202023526202361620238222023912202398202246202269202288202338202381202111302021122120221014202211252022121620229162022110202212820222232022315202242620225192022629202271920228262022112202312020232162023328202341820235112023531202362020237122023821202392820211110202111302021122020221013202211222022121220221230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60604040202000-20-20-40-40-60-60-80-80-100-100-12020222920223220226120228420231920232620235520238120227142022112202232320224152022511202262320228252022916202211420232272023320202341120235262023616202371120238222023912202111302021122120221014202211252022121620233820224620226920228820238120239820231202023216202211020221282022223202231520224262022519202262920227192022826202291620221122023328202341820235112023531202362020237122023821202392820221230202111302021122020221013202211222022121220211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022392022772023362023682023742023982021122202211820222162022331202242620225232022615202272920228222022914202211420231122023210202332820234202023517202372620238172021111020211224202210132022112820221220202229202231202283202316202323202354202262220236152022112202232220224142022510202253120227132022824202291520221132023224202331720234102023525202371020237312023821202391120221215202112212022101320221124IC00IC01IC02IC0320211130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100087080060040030029020010005000-020-012-040-030-060-052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100083080063060042040020NA001000-020-016-030-040-033-040-060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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万250193200176140150133110113108094100070064059046053050033029034027025023018007006000-006-015-016-050-028-040-100-072-091-150-132-136-200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16015515014514013513012520230428202306062023071220230815202301042023011020230116202301202023020220230208202302142023022020230224202303022023030820230314202303202023032420230330202304062023041220230418202304242023050920230515202305192023052520230531202306122023061620230626202306302023070620230718202307242023072820230803202308092023082120230825202308312023090620230912202309182023092220230928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PE1601401201008060402002004122006312007932009712010232011162014932015832016712017622018142022812023732005718201091320211202004427200481620041232005329200511420066202006109200712420075222008415200873120093132010527201142920118152011125201232720127172012115201322720136212014127201452120154172016315201721320179142018427201881420181242019327201971620191152020226202061520209292021517202183020224132023313201511242007122120081120200910212013101420141224201610242021122120221121上证50沪深300创业板指中证5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