早评
　　期指
　　1、基本面：汇金时隔8年再度二级市场增持四大行，昨日两市冲高回落，医药和港股领涨，市场热点有所增加；偏多
　　2、资金：融资余额150279亿元，增加54亿元，沪深股通净卖出4亿元；偏多
　　3、基差：IH2310升水4.94点，IF2310升水3.45点，IC2310贴水8.59点，IM2310贴水19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，汇金时隔8年再度二级市场增持四大行，短期有望提振市场，关注今晚公布美国CPI数据

研究报告全文：证券代码839979股指期货早报2023年10月12日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面汇金时隔8年再度二级市场增持四大行昨日两市冲高回落医药和港股领涨市场热点有所增加偏多2资金融资余额150279亿元增加54亿元沪深股通净卖出4亿元偏多3基差IH2310升水494点IF2310升水345点IC2310贴水859点IM2310贴水19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汇金时隔8年再度二级市场增持四大行短期有望提振市场关注今晚公布美国CPI数据股指期货升贴水表当前日期20231011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IH2310CFEIH2310249580032295574940208037487402023-10-209IH2311CFEIH231124990003338068140333217497002023-11-1737上证502490860341002121410IH2312CFEIH23122504800271141813940563137514402023-12-1565IH2403CFEIH2403252720025179836341443367581602024-03-15156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IF2310CFEIF23103671000185386634500938111013002023-10-209IF2311CFEIF23113678800195051112503130211036402023-11-1737沪深3003667550281143128307IF2312CFEIF231236872001319013196505329911061602023-12-1565IF2403CFEIF24033712200092355446512028111136602024-03-15156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IC2310CFEIC2310562120-02639135-859-015-62011242402023-10-209IC2311CFEIC2311562320-0245884-659-012-11611246402023-11-1737中证500562979-0012314168180IC2312CFEIC2312562160-02113293-819-015-08211243202023-12-1565IC2403CFEIC2403560960-0204308-2019-036-08411219202024-03-15156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IM2310CFEIM231060404000539897-1900-031-127612080802023-10-209IM2311CFEIM23116030200064171-2920-048-47812060402023-11-1737中证10006059400263771212120IM2312CFEIM231260212000915117-3820-063-35612042402023-12-1565IM2403CFEIM24035995200065574-6420-107-25111990402024-03-15156期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002023192022292022322022612022842023262023552023812022323202211220224152022511202262320227142022825202291620221142023227202332020234112023526202361620237112023822202391220233820224620226920228820238120239820211130202112212022101420221125202212162023101120221282022112202211020222232022315202242620225192022629202271920228262022916202312020232162023328202341820235112023531202362020237122023821202392820211110202111302021122020221013202211222022121220221230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60604040202000-20-20-40-40-60-60-80-80-100-100-1202022292022322022612022842023192023262023552023812022112202232320224152022511202262320227142022825202291620221142023227202332020234112023526202361620237112023822202391220211130202112212022101420221125202212162023101120239820224620226920228820233820238120221122022110202212820222232022315202242620225192022629202271920228262022916202312020232162023328202341820235112023531202362020237122023821202392820211220202111302022101320221122202212122022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020223920227720233620236820237420239820211222022118202221620223312022426202252320226152022729202282220229142022114202311220232102023328202342020235172023726202381720211110202112242022101320221128202212202023101020222920223120228320231620232320235420221122022322202241420225102022531202262220227132022824202291520221132023224202331720234102023525202361520237102023731202382120239112021122120221013202211242022121520231010IC00IC01IC02IC0320211130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140129120100080080060040034035028026020012000-001-020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080065057060040036026018020008NA000-020-018-026-040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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万250216200166150107102100056040044050015006013000-006-007-002-013-016-015-011-009-050-028-053-050-049-064-067-072-100-081-081-079-087-109-150-145-200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16015515014514013513012520230508202306092023071720230818202301092023011320230119202302012023020720230213202302172023022320230301202303072023031320230317202303232023032920230404202304112023041720230421202304272023051220230518202305242023053020230605202306152023062120230629202307052023071120230721202307272023080220230808202308142023082420230830202309052023091120230915202309212023092720231011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PE1601401201008060402002004122006312007932009712010232011162014932015832016712017622018142022812023732004427200481620041232005329200571820051142006620200610920071242007522200841520087312009313201052720109132011429201181520111252012327201271720121152013227201362120141272014521201541720163152017213201791420184272018814201812420193272019716201911520202262020615202092920211202021517202183020224132023313200712212008112020091021201310142014122420151124201610242021122120221121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PB1614121086420202167200412200499200665200722201032201072201382201754201813201896200612320158172004517200511220055252005919200692820076132008218200861820092242009625201011820113112011712201231920127202013328201312620144112014811201542020164252016823201783120185112019111201952120199172020120202052820209242021128202221420226162023221202362620111114200710152008102120091028201211212014121220151221201612272021101220221019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10005500500500004500-5004000-10003500-1500-2000300020229120217220218920222720226120227820233120234720236620238220239720215262021615202172120218262021914202112620221122022223202231420223312022421202251320226212022727202281520229212022113202212920231172023210202332020234262023518202362720237142023821202392620211223202110122021102920211117202210172022112220221228A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1800055001700050001600045001500040001400035001300012000300020220713202211162021052620210611202106302021071620210803202108192021090620210924202110192021110420211122202112082021122420220112202201282022022220220309202203252022041420220505202205232022060920220627202207292022081620220901202209202022101320221031202212022022122020230106202301312023021620230306202303222023041020230426202305172023060220230620202307102023072620230811202308292023091420231010两融余额沪深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250200150100500-50-100-150-2002022822021722021852021982022162022322022472022692022952023272023752023892022627202271520215262021611202172020218232021930202212420222162022318202242820225232022818202292220221122022126202311320232232023313202332920234202023511202353020236152023724202382520239142021102720211112202111302021121620221017202211182022122220231010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35325215105020230109202303292023081820230113202301192023020120230207202302132023021720230223202303012023030720230313202303172023032320230404202304112023041720230421202304272023050820230512202305182023052420230530202306052023060920230615202306212023062920230705202307112023071720230721202307272023080220230808202308142023082420230830202309052023091120230915202309212023092720231011SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货