研究报告全文：证券代码839979股指期货早报2023年10月13日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面美国通胀略高于预期美债收益率上行隔夜美股和中概股下跌昨日两市高开震荡锂电池和汽车板块领涨市场热点有所增加中性2资金融资余额150330亿元增加51亿元沪深股通净买入66亿元偏多3基差IH2310升水401点IF2310升水762点IC2310贴水584点IM2310贴水1146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预期美债收益率回升海外股市下跌汇金时隔8年再度二级市场增持四大行提振市场信心不过短期指数仍处于低位区间震荡股指期货升贴水表当前日期20231012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IH2310CFEIH2310251840099350314010167267555202023-10-208IH2311CFEIH231125218009965627410292987565402023-11-1736上证502514390941004121409IH2312CFEIH23122527600991490813210522987582802023-12-1564IH2403CFEIH2403255100102226136611443387653002024-03-15155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IF2310CFEIF23103710001076243476202193711130002023-10-208IF2311CFEIF23113717401067405150204041011152202023-11-1736沪深3003702380951145128306IF2312CFEIF231237274010721773250206738311182202023-12-1564IF2403CFEIF24033752001073378496213231111256002024-03-15155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IC2310CFEIC231056658006934460-584-010-47011331602023-10-208IC2311CFEIC23115665600665099-604-011-10811331202023-11-1736中证5005671640742314168181IC2312CFEIC231256632006613093-844-015-08511326402023-12-1564IC2403CFEIC24035651000694782-2064-037-08611302002024-03-15155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IM2310CFEIM231060930008533395-1146-019-85812186002023-10-208IM2311CFEIM23116081000825100-2346-039-39112162002023-11-1736中证10006104460743782212120IM2312CFEIM231260710008012390-3346-055-31412142002023-12-1564IM2403CFEIM24036047000754912-5746-095-22412094002024-03-15155期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022292022322022612022842023192023262023552023812023912202211220223232022415202251120226232022714202282520229162022114202322720233202023411202352620236162023711202382220224620226920228820233820238120239820221014202111302021122120221125202212162023101120222232022719202211020221282022315202242620225192022629202282620229162022112202312020232162023328202341820235112023531202362020237122023821202392820221212202111102021113020211220202210132022112220221230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60604040202000-20-20-40-40-60-60-80-80-100-100-1202022292022322022612022842023192023262023552023812022714202211220223232022415202251120226232022825202291620221142023227202332020234112023526202361620237112023822202391220211130202112212022101420221125202212162023101120239820224620226920228820233820238120235112022110202212820222232022315202242620225192022629202271920228262022916202211220231202023216202332820234182023531202362020237122023821202392820221230202111302021122020221013202211222022121220211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020223920227720233620236820237420239820225232023726202112220221182022216202233120224262022615202272920228222022914202211420231122023210202332820234202023517202381720221220202111102021122420221013202211282023101020222920223120228320231620232320235420221132022112202232220224142022510202253120226222022713202282420229152023224202331720234102023525202361520237102023731202382120239112021122120221013202211242022121520231010IC00IC01IC02IC0320211130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100094094095090081083080076074073070060050040030020010000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期周万值长160145140131120097100095086080068064060041040020NA000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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万300260250204200189181147150127136106110109112100085077076086064068059053045043042050023004011000-003-050-019-037-041-031-100-150-134-200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16015515014514013513012520230509202306122023071820230821202301102023011620230120202302022023020820230214202302202023022420230302202303082023031420230320202303242023033020230406202304122023041820230424202304282023051520230519202305252023053120230606202306162023062620230630202307062023071220230724202307282023080320230809202308152023082520230831202309062023091220230918202309222023092820231012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PE1601401201008060402002015832004122006312007932009712010232011162014932016712017622018142022812023732012327201812420224132004427200481620041232005329200571820051142006620200610920071242007522200841520087312009313201052720109132011429201181520111252012717201211520132272013621201412720145212015417201631520172132017914201842720188142019327201971620191152020226202061520209292021120202151720218302023313200712212008112020091021201310142014122420151124201610242021122120221121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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