期指
　　1、基本面：鲍威尔称经济强劲或需进一步加息，但收益率上行降低了行动必要性，隔夜美债收益率触及5%，欧美股市下跌，昨日两市低开低走，蓝筹权重领跌，市场情绪悲观；偏空
　　2、资金：融资余额15395亿元，减少11亿元，沪深股通净卖出117亿元；偏空
　　3、基差：IH2311贴水1.33点，IF2311升水5.06点，IC2311升水7.97点，IM2311贴水12.49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，全球股市下跌，外资流出不减，市场情绪悲观，短线博弈上来看，市场情绪崩溃加上期指快速下跌，结合目前点位往往是抢反弹时机。

研究报告全文：证券代码839979股指期货早报2023年10月20日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面鲍威尔称经济强劲或需进一步加息但收益率上行降低了行动必要性隔夜美债收益率触及5欧美股市下跌昨日两市低开低走蓝筹权重领跌市场情绪悲观偏空2资金融资余额15395亿元减少11亿元沪深股通净卖出117亿元偏空3基差IH2311贴水133点IF2311升水506点IC2311升水797点IM2311贴水1249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全球股市下跌外资流出不减市场情绪悲观短线博弈上来看市场情绪崩溃加上期指快速下跌结合目前点位往往是抢反弹时机股指期货升贴水表当前日期20231020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IH2310CFEIH2310240220-27132307027001DIV07206602023-10-200IH2311CFEIH2311240060-28333829-133-006-0727201802023-11-1728上证50240193-265983119419IH2312CFEIH2312240660-282230544670191267219802023-12-1556IH2403CFEIH2403242680-283466324871022547280402024-03-15147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IF2310CFEIF2310353660-21752221306009DIV010609802023-10-200IF2311CFEIF2311353860-2245432550601418610615802023-11-1728沪深300353354-2131120125315IF2312CFEIF2312354240-2313682888602516310627202023-12-1556IF2403CFEIF2403356200-2376534284608019810686002024-03-15147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IC2310CFEIC2310546820-10639513417008DIV010936402023-10-200IC2311CFEIC2311547200-1053767879701519010944002023-11-1728中证500546403-1102240164187IC2312CFEIC2312546800-1122205639700704710936002023-12-1556IC2403CFEIC2403546060-1117255-343-006-01610921202024-03-15147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IM2310CFEIM2310584520-10833707231004DIV011690402023-10-200IM2311CFEIM2311583040-11134130-1249-021-27911660802023-11-1728中证1000584289-1103635205125IM2312CFEIM2312581500-11719853-2789-048-31311630002023-12-1556IM2403CFEIM2403579000-1238261-5289-091-22711580002024-03-15147期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002023812022292022322022612022842023192023262023552022112202232320224152022511202262320227142022825202291620221142023227202332020234112023526202361620237112023822202391220224620226920228820233820238120239820211221202210142021113020221125202212162023101120239282022110202212820222232022315202242620225192022629202271920228262022916202211220231202023216202332820234182023511202353120236202023712202382120221013202111102021113020211220202211222022121220221230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60604040202000-20-20-40-40-60-60-80-80-100-100-1202022322022292022612022842023192023262023552023812022916202211220223232022415202251120226232022714202282520221142023227202332020234112023526202361620237112023822202391220211130202112212022101420221125202212162023101120224620226920228820233820238120239820221102022128202222320223152022426202251920226292022719202282620229162022112202312020232162023328202341820235112023531202362020237122023821202392820211130202112202022101320221122202212122022123020211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020223920227720233620236820237420239820229142023328202112220221182022216202233120224262022523202261520227292022822202211420231122023210202342020235172023726202381720211110202112242022101320221128202212202023101020235420222920223120228320231620232320226222022112202232220224142022510202253120227132022824202291520221132023224202331720234102023525202361520237102023731202382120239112022112420211221202210132022121520231010IC00IC01IC02IC0320211130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050004000-050-100-110-150-128-154-165-174-200-213-250-265-300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NA期周值长000-050-100-093-126-132-150-165-200-208-216-224-220-250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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万000-020-050-038-032-052-068-061-100-104-105-104-112-112-108-114-115-129-121-125-150-138-131-151-171-167-170-200-189-194-203-250-228-229-300-310-315-350-359-400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16015515014514013513012520230516202306192023072520230828202301172023013020230203202302092023021520230221202302272023030320230309202303152023032120230327202303312023040720230413202304192023042520230504202305102023052220230526202306012023060720230613202306272023070320230707202307132023071920230731202308042023081020230816202308222023090120230907202309132023091920230925202310092023101320231019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PE16014012010080604020020102320041220063120079320097120111620149320158320167120176220181420228120237320123272014521200442720048162004123200532920057182005114200662020061092007124200752220084152008731200931320105272010913201142920118152011125201271720121152013227201362120141272015417201631520172132017914201842720188142018124201932720197162019115202022620206152020929202112020215172021830202241320233132007122120081120200910212013101420141224201511242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