期指
　　1、基本面：美联储和欧央行各派发言，提振欧美股市，昨日两市高开低走，基建和消费板块跌幅居前，市场情绪谨慎；偏空
　　2、资金：融资余额150216亿元，增加119亿元，沪深股通净卖出55亿元；偏多
　　3、基差：IH2310升水3.47点，IF2310升水6.07点，IC2310升水5.03点，IM2310贴水9.68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，海外股市反弹，外资继续流出，国内市场缺乏持续热点，预计主要指数处于低位震荡

研究报告全文：证券代码839979股指期货早报2023年10月11日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面美联储和欧央行各派发言提振欧美股市昨日两市高开低走基建和消费板块跌幅居前市场情绪谨慎偏空2资金融资余额150216亿元增加119亿元沪深股通净卖出55亿元偏多3基差IH2310升水347点IF2310升水607点IC2310升水503点IM2310贴水968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海外股市反弹外资继续流出国内市场缺乏持续热点预计主要指数处于低位震荡股指期货升贴水表当前日期20231010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IH2310CFEIH2310248600-068317803470145097458002023-10-2010IH2311CFEIH2311248960-06747617070282737468802023-11-1738上证50248253-0681002121410IH2312CFEIH2312249540-0671323812870522857486202023-12-1566IH2403CFEIH2403251880-065200736271443357556402024-03-15157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IF2310CFEIF2310366320-0835243560701760510989602023-10-2010IF2311CFEIF2311367020-0815797130703634211010602023-11-1738沪深300365713-0751143128307IF2312CFEIF2312368000-08418031228706234411040002023-12-1566IF2403CFEIF2403370620-0892894490713230811118602024-03-15157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IC2310CFEIC2310563540-0553073350300932611270802023-10-2010IC2311CFEIC2311563900-049519586301514711278002023-11-1738中证500563037-0492314168180IC2312CFEIC2312563360-0531056432300603211267202023-12-1566IC2403CFEIC2403561980-0584297-1057-019-04411239602024-03-15157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IM2310CFEIM2310603380-04029619-968-016-58612067602023-10-2010IM2311CFEIM2311602420-0382287-1928-032-30712048402023-11-1738中证1000604348-0273771212120IM2312CFEIM2312601500-03712084-2848-047-26212030002023-12-1566IM2403CFEIM2403599000-0424804-5348-089-20811980002024-03-15157期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020223220222920226120228420231920232620235520238120221142022112202232320224152022511202262320227142022825202291620232272023320202341120235262023616202371120238222023912202246202269202288202338202381202398202111302021122120221014202211252022121620225192022110202212820222232022315202242620226292022719202282620229162022112202312020232162023328202341820235112023531202362020237122023821202392820221230202111102021113020211220202210132022112220221212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60604040202000-20-20-40-40-60-60-80-80-100-100-12020222920223220226120228420231920232620235520238120225112023526202211220223232022415202262320227142022825202291620221142023227202332020234112023616202371120238222023912202111302021122120221014202211252022121620228820233820224620226920238120239820221102023928202212820222232022315202242620225192022629202271920228262022916202211220231202023216202332820234182023511202353120236202023712202382120211130202112202022101320221122202212122022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020223920227720233620236820237420239820229142023817202112220221182022216202233120224262022523202261520227292022822202211420231122023210202332820234202023517202372620211110202112242022101320221128202212202023101020222920223120228320231620232320235420225102022531202211220223222022414202262220227132022824202291520221132023224202331720234102023525202361520237102023731202382120239112021122120221013202211242022121520231010IC00IC01IC02IC0320211130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000-010-020-030-040-050-047-049-053-060-056-058-070-068-070-080-075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080060053040020NA000-020-040-026-060-054-080-074-083-100-093-107-120-113-140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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万150093100062073050030015021016003003003000-050-031-035-046-043-043-038-063-056-064-055-066-100-084-084-101-109-106-150-160-200-173-174-200-250-300-350-338-400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16015515014514013513012520230505202306082023071420230817202301062023011220230118202301312023020620230210202302162023022220230228202303062023031020230316202303222023032820230403202304102023041420230420202304262023051120230517202305232023052920230602202306142023062020230628202307042023071020230720202307262023080120230807202308112023082320230829202309042023090820230914202309202023092620231010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PE1601401201008060402002023732004122006312007932009712010232011162014932015832016712017622018142022812005718200873120044272004816200412320053292005114200662020061092007124200752220084152009313201052720109132011429201181520111252012327201271720121152013227201362120141272014521201541720163152017213201791420184272018814201812420193272019716201911520202262020615202092920211202021517202183020224132023313200712212008112020091021201310142014122420151124201610242021122120221121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PB1614121086420200412200499200665200722201032201072201382201754201813201896202167200552520154202019111200451720051122005919200612320069282007613200821820086182009224200962520101182011311201171220123192012720201332820131262014411201481120158172016425201682320178312018511201952120199172020120202052820209242021128202221420226162023221202362620221019200710152008102120091028201111142012112120141212201512212016122720211012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10005500500500004500-5004000-10003500-1500-2000300020218920217220222720226120227820229120233120234720236620238220239720225132023210202152620216152021721202182620219142021126202211220222232022314202233120224212022621202272720228152022921202211320221292023117202332020234262023518202362720237142023821202392620211012202110292021111720211223202210172022112220221228A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1800055001700050001600045001500040001400035001300012000300020220112202304262021052620210611202106302021071620210803202108192021090620210924202110192021110420211122202112082021122420220128202202222022030920220325202204142022050520220523202206092022062720220713202207292022081620220901202209202022101320221031202211162022120220221220202301062023013120230216202303062023032220230410202305172023060220230620202307102023072620230811202308292023091420231010两融余额沪深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250200150100500-50-100-150-20020217220218520219820221620223220224720226920228220229520232720237520238920218232022715202353020215262021611202172020219302022124202221620223182022428202252320226272022818202292220221122022126202311320232232023313202332920234202023511202361520237242023825202391420211027202111122021113020211216202210172022111820221222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35325215105020230106202303282023081720230112202301182023013120230206202302102023021620230222202302282023030620230310202303162023032220230403202304102023041420230420202304262023050520230511202305172023052320230529202306022023060820230614202306202023062820230704202307102023071420230720202307262023080120230807202308112023082320230829202309042023090820230914202309202023092620231010SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货