期指
　　1、基本面：隔夜欧美股市涨跌不一，昨日两市早盘探底回升，华为汽车相关概念走强；中性
　　2、资金：融资余额15097亿元，减少168亿元，沪深股通净卖出75亿元；偏空
　　3、基差：IH2310升水2.63点，IF2310升水5.87点，IC2310升水0.12点，IM2310贴水4.97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：美债收益率高位回落，中小盘相对强势，外资继续流出，预计国内指数处于低位震荡，短期或有反弹。

研究报告全文：证券代码839979股指期货早报2023年10月10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早盘探底回升华为汽车相关概念走强中性2资金融资余额15097亿元减少168亿元沪深股通净卖出75亿元偏空3基差IH2310升水263点IF2310升水587点IC2310升水012点IM2310贴水497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回落中小盘相对强势外资继续流出预计国内指数处于低位震荡短期或有反弹股指期货升贴水表当前日期2023109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IH2310CFEIH2310250220-041344842630113497506602023-10-2011IH2311CFEIH2311250480-05134435230211957514402023-11-1739上证50249957-030000000406IH2312CFEIH2312250880-062138769230372007526402023-12-1567IH2403CFEIH2403253320-060253033631333077599602024-03-15158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IF2310CFEIF2310369060-0306355058701652811071802023-10-2011IF2311CFEIF2311369900-0284774142703936111097002023-11-1739沪深300368473-013000000304IF2312CFEIF2312370940-03321096246706736211128202023-12-1567IF2403CFEIF2403373660-0303546518713932111209802024-03-15158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IC2310CFEIC2310565820-0703874801200000711316402023-10-2011IC2311CFEIC2311566300-061544749200908111326002023-11-1739中证500565808-057000000178IC2312CFEIC2312565700-06412283-108-002-01011314002023-12-1567IC2403CFEIC2403565000-0513915-808-014-03311300002024-03-15158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IM2310CFEIM2310605500-02536957-497-008-27212110002023-10-2011IM2311CFEIM2311604300-0273892-1697-028-26312086002023-11-1739中证1000605997-031000000119IM2312CFEIM2312603240-02713497-2757-046-24912064802023-12-1567IM2403CFEIM2403601760-0194245-4237-070-16312035202024-03-15158期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020222920223220226120228420231920232620235520238120237112022112202232320224152022511202262320227142022825202291620221142023227202332020234112023526202361620238222023912202398202246202269202288202338202381202212162021113020211221202210142022112520235312022110202212820222232022315202242620225192022629202271920228262022916202211220231202023216202332820234182023511202362020237122023821202392820211110202111302021122020221013202211222022121220221230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60604040202000-20-20-40-40-60-60-80-80-100-100-12020222920223220226120228420231920232620235520238120221122022323202241520225112022623202271420228252022916202211420232272023320202341120235262023616202371120238222023912202111302021122120221014202211252022121620224620226920228820233820238120239820223152023216202211020221282022223202242620225192022629202271920228262022916202211220231202023328202341820235112023531202362020237122023821202392820211130202112202022101320221122202212122022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022392022772023362023682023742023982023328202112220221182022216202233120224262022523202261520227292022822202291420221142023112202321020234202023517202372620238172021111020211224202210132022112820221220202229202231202283202316202323202354202211220239112022322202241420225102022531202262220227132022824202291520221132023224202331720234102023525202361520237102023731202382120211221202210132022112420221215IC00IC01IC02IC0320211130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000-003-010-007-013-020-030-028-026-030-040-044-050-060-057-070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080063060040020007009NA000-020-016-024-024-040-042-060-052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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万300214200103092100050062061054014009000-013-051-047-049-058-100-072-060-066-085-089-089-084-082-138-156-153-200-175-179-169-232-300-257-353-400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16015515014514013513012520230504202306072023071320230816202301052023011120230117202301302023020320230209202302152023022120230227202303032023030920230315202303212023032720230331202304072023041320230419202304252023051020230516202305222023052620230601202306132023061920230627202307032023070720230719202307252023073120230804202308102023082220230828202309012023090720230913202309192023092520231009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PE1601401201008060402002015832004122006312007932009712010232011162014932016712017622018142022812023732017213201881420202262021830200442720048162004123200532920057182005114200662020061092007124200752220084152008731200931320105272010913201142920118152011125201232720127172012115201322720136212014127201452120154172016315201791420184272018124201932720197162019115202061520209292021120202151720224132023313200712212008112020091021201310142014122420151124201610242021122120221121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PB16141210864202004122004992006652007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