期指
　　1、基本面：美国扩大对国内芯片出口限制，美债收益上行，欧美股市涨跌不一，昨日两市缩量反弹，创业板50和上证50相对强势，市场情绪谨慎；中性
　　2、资金：融资余额15400亿元，增加43亿元，沪深股通净卖出30亿元；中性
　　3、基差：IH2310升水0.9点，IF2310升水1.2点，IC2310贴水5.94点，IM2310贴水4.77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：局部地缘战争，美债收益率高位，降低全球市场风险偏好，汇金时隔8年再度二级市场增持四大行提振市场信心，不过外资流出不减，短期指数仍处于弱势下行调整，关注周三公布经济数据。

研究报告全文：证券代码839979股指期货早报2023年10月18日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面美国扩大对国内芯片出口限制美债收益上行欧美股市涨跌不一昨日两市缩量反弹创业板50和上证50相对强势市场情绪谨慎中性2资金融资余额15400亿元增加43亿元沪深股通净卖出30亿元中性3基差IH2310升水09点IF2310升水12点IC2310贴水594点IM2310贴水477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预期局部地缘战争美债收益率高位降低全球市场风险偏好汇金时隔8年再度二级市场增持四大行提振市场信心不过外资流出不减短期指数仍处于弱势下行调整关注周三公布经济数据股指期货升贴水表当前日期20231017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IH2310CFEIH2310247980049268270900044427439402023-10-203IH2311CFEIH231124820004586053100121477446002023-11-1731上证502478900421007122409IH2312CFEIH2312248740043115088500342117462202023-12-1559IH2403CFEIH2403251100042215432101283117533002024-03-15150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IF2310CFEIF23103640600395040412000340110921802023-10-203IF2311CFEIF23113647000371646576002124510941002023-11-1731沪深3003639400351145128307IF2312CFEIF231236548003519477154004226110964402023-12-1559IF2403CFEIF24033677400293309380010325111032202024-03-15150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IC2310CFEIC231055894001739131-594-011-129311178802023-10-203IC2311CFEIC231155928001814174-254-005-05311185602023-11-1731中证5005595340262291167183IC2312CFEIC231255920001815540-334-006-03711184002023-12-1559IC2403CFEIC24035581400124192-1394-025-06111162802024-03-15150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IM2310CFEIM2310600660-00735111-477-008-96612013202023-10-203IM2311CFEIM2311599440-00513700-1697-028-33311988802023-11-1731中证1000601137-0223758211121IM2312CFEIM2312598140-01113894-2997-050-31011962802023-12-1559IM2403CFEIM2403595700-0134929-5437-091-22211914002024-03-15150期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002023552022292022322022612022842023192023262023812022112202232320224152022511202262320227142022825202291620221142023227202332020234112023526202361620237112023822202391220224620226920228820233820238120239820211130202112212022101420221125202212162023101120221102022128202222320223152022426202251920226292022719202282620229162022112202312020232162023328202341820235112023531202362020237122023821202392820221013202111102021113020211220202211222022121220221230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60604040202000-20-20-40-40-60-60-80-80-100-100-1202022292022322022612022842023192023262023552023812023526202211220223232022415202251120226232022714202282520229162022114202322720233202023411202361620237112023822202391220221216202111302021122120221014202211252023101120224620226920228820233820238120239820222232023531202211020221282022315202242620225192022629202271920228262022916202211220231202023216202332820234182023511202362020237122023821202392820211130202112202022101320221122202212122022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020239820223920227720233620236820237420229142021122202211820222162022331202242620225232022615202272920228222022114202311220232102023328202342020235172023726202381720211110202112242022101320221128202212202023101020222920223120228320231620232320235420233172022112202232220224142022510202253120226222022713202282420229152022113202322420234102023525202361520237102023731202382120239112021122120221013202211242022121520231010IC00IC01IC02IC0320211130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100093090080070060050042040035032030026026020014015010000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070058060050040034035031029030024020010NA000-002-010-020-022-030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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万150122098100084064067054057049050040038038037032020016013006007008000-003-013-010-013-022-021-032-030-050-036-049-060-071-100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16015515014514013513012520230512202306152023072120230824202301132023011920230201202302072023021320230217202302232023030120230307202303132023031720230323202303292023040420230411202304172023042120230427202305082023051820230524202305302023060520230609202306212023062920230705202307112023071720230727202308022023080820230814202308182023083020230905202309112023091520230921202309272023101120231017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PE1601401201008060402002015832004122006312007932009712010232011162014932016712017622018142022812023732005329200931320044272004816200412320057182005114200662020061092007124200752220084152008731201052720109132011429201181520111252012327201271720121152013227201362120141272014521201541720163152017213201791420184272018814201812420193272019716201911520202262020615202092920211202021517202183020224132023313202112212007122120081120200910212013101420141224201511242016102420221121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PB1614121086420201072200412200499200665200722201032201382201754201813201896202167202052820222142004517200511220055252005919200612320069282007613200821820086182009224200962520101182011311201171220123192012720201332820131262014411201481120154202015817201642520168232017831201851120191112019521201991720201202020924202112820226162023221202362620081021200710152009102820111114201211212014121220151221201612272021101220221019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10005500500500004500-5004000-10003500-1500-2000300020217220218920222720226120227820229120233120234720236620238220239720232102023320202152620216152021721202182620219142021126202211220222232022314202233120224212022513202262120227272022815202292120221132022129202311720234262023518202362720237142023821202392620221228202110122021102920211117202112232022101720221122A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1800055001700050001600045001500040001400035001300012000300020220222202210132023072620210526202106112021063020210716202108032021081920210906202109242021101920211104202111222021120820211224202201122022012820220309202203252022041420220505202205232022060920220627202207132022072920220816202209012022092020221031202211162022120220221220202301062023013120230216202303062023032220230410202304262023051720230602202306202023071020230811202308292023091420231010两融余额沪深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250200150100500-50-100-150-2002021722021852021982022162022322022472022692022822022952023272023752023892022112202332920238252021526202161120217202021823202193020221242022216202231820224282022523202262720227152022818202292220221262023113202322320233132023420202351120235302023615202372420239142021102720211112202111302021121620221017202211182022122220231010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35325215105020230113202304042023082420230119202302012023020720230213202302172023022320230301202303072023031320230317202303232023032920230411202304172023042120230427202305082023051220230518202305242023053020230605202306092023061520230621202306292023070520230711202307172023072120230727202308022023080820230814202308182023083020230905202309112023091520230921202309272023101120231017SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货