期指
　　1、基本面：汇金公司昨日二级市场买入ETF，美债收益率5%上方回落，隔夜欧美股市涨跌不一，昨日两市下跌尾盘反弹，市场情绪悲观；偏空
　　2、资金：融资余额15370亿元，减少30亿元，沪深股通暂停交易；偏空
　　3、基差：IH2311贴水4.13点，IF2311贴水3.44点，中性IC2311贴水23.33点，IM2311贴水36.14点，偏空
　　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，汇金买入ETF有所提振，主流指数短期或有所企稳。

研究报告全文：证券代码839979股指期货早报2023年10月24日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面汇金公司昨日二级市场买入ETF美债收益率5上方回落隔夜欧美股市涨跌不一昨日两市下跌尾盘反弹市场情绪悲观偏空2资金融资余额15370亿元减少30亿元沪深股通暂停交易偏空3基差IH2311贴水413点IF2311贴水344点中性IC2311贴水2333点IM2311贴水3614点偏空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汇金买入ETF有所提振主流指数短期或有所企稳股指期货升贴水表当前日期20231023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IH2311CFEIH2311236580-08141274-413-017-2557097402023-11-1725IH2312CFEIH2312236860-09021925-133-006-0397105802023-12-1553上证50236993-081968117418IH2403CFEIH2403238640-101560516470691757159202024-03-15144IH2406CFEIH2406238700-099133217070721087161002024-06-21242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IF2311CFEIF2311347080-12269148-344-010-14510412402023-11-1725IF2312CFEIF2312347520-1273590209600301910425602023-12-1553沪深300347424-1041100123317IF2403CFEIF2403348960-14010257153604411210468802024-03-15144IF2406CFEIF2406349120-1354146169604907310473602024-06-21242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IC2311CFEIC2311526700-28651542-2333-044-64710534002023-11-1725IC2312CFEIC2312525720-29927441-3313-063-43410514402023-12-1553中证500529033-2462164158194IC2403CFEIC2403524860-30014222-4173-080-20210497202024-03-15144IC2406CFEIC2406521040-3717292-7993-153-23110420802024-06-21242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IM2311CFEIM2311560200-27148848-3614-065-94211204002023-11-1725IM2312CFEIM2312558500-27223981-5314-095-65511170002023-12-1553中证1000563814-2363522198129IM2403CFEIM2403555080-27811725-8734-157-39911101602024-03-15144IM2406CFEIM2406551400-3435752-12414-225-34011028002024-06-21242期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022292022322022612022842023192023262023552023812022112202291620236162022323202241520225112022623202271420228252022114202322720233202023411202352620237112023822202391220224620226920228820233820238120239820211130202112212022101420221125202212162023101120228262022110202212820222232022315202242620225192022629202271920229162022112202312020232162023328202341820235112023531202362020237122023821202392820211110202111302021122020221013202211222022121220221230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60604040202000-20-20-40-40-60-60-80-80-100-100-1202022292022322022612022842023192023262023552023812023711202211220223232022415202251120226232022714202282520229162022114202322720233202023411202352620236162023822202391220221125202111302021122120221014202212162023101120239820224620226920228820233820238120221282022426202271920233282023620202211020222232022315202251920226292022826202291620221122023120202321620234182023511202353120237122023821202392820211110202210132022123020211220202211222022121220211130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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020223920227720233620236820237420239820223312022114202112220221182022216202242620225232022615202272920228222022914202311220232102023328202342020235172023726202381720211110202112242022101320221128202212202023101020222920223120228320231620232320235420225312023731202211220223222022414202251020226222022713202282420229152022113202322420233172023410202352520236152023710202382120239112021122120221013202211242022121520231010IC00IC01IC02IC0320211130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000-050-100-081-104-150-147-151-174-169-200-250-246-251-300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000-050-100-099-095-107-125-150-164-200-210-250-244-240-300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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万000-050-035-050-075-071-100-097-112-150-133-133-131-129-166-200-181-184-194-206-218-219-223-250-228-230-246-248-241-253-257-271-266-300-288-295-296-306-350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16015515014514013513012520230518202306212023072720230830202301192023020120230207202302132023021720230223202303012023030720230313202303172023032320230329202304042023041120230417202304212023042720230508202305122023052420230530202306052023060920230615202306292023070520230711202307172023072120230802202308082023081420230818202308242023090520230911202309152023092120230927202310112023101720231023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PE16014012010080604020020041220054420072720076620085720094820116320138520147920178320187620209120218520044282004128200572520048182006310200663020079192008111200882120097272010310201063020112152011920201211220125102012824201341220143202015216201561020159282016119201651220168292017417201831620192202019612201992620201172020515202141620223212022712202211220232232023614202310920051114200610202008121220091117201010252012121420131127201410302016122120171123201810292020122320211129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PB1614121086420200412200499200665200722201032201072201382201754201813201896202167200761320133282020924200451720051122005525200591920061232006928200821820086182009224200962520101182011311201171220123192012720201312620144112014811201542020158172016425201682320178312018511201911120195212019917202012020205282021128202221420226162023221202362620141212200710152008102120091028201111142012112120151221201612272021101220221019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10005500500500004500-5004000-10003500-1500-200030002021722021892022272022612022782022912023312023472023662023822023972021721202112620215262021615202182620219142022112202222320223142022331202242120225132022621202272720228152022921202211320221292023117202321020233202023426202351820236272023714202382120239262021101220211029202111172021122320221017202211222022122820231023A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1800055001700050001600045001500040001400035001300012000300020210716202207292023072620210526202106112021063020210803202108192021090620210924202110192021110420211122202112082021122420220112202201282022022220220309202203252022041420220505202205232022060920220627202207132022081620220901202209202022101320221031202211162022120220221220202301062023013120230216202303062023032220230410202304262023051720230602202306202023071020230811202308292023091420231010两融余额沪深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250200150100500-50-100-150-2002023892021722021852021982022162022322022472022692022822022952023272023752023420202152620216112021720202182320219302022124202221620223182022428202252320226272022715202281820229222022112202212620231132023223202331320233292023511202353020236152023724202382520239142022122220211027202111122021113020211216202210172022111820231010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35325215105020230119202304112023083020230201202302072023021320230217202302232023030120230307202303132023031720230323202303292023040420230417202304212023042720230508202305122023051820230524202305302023060520230609202306152023062120230629202307052023071120230717202307212023072720230802202308082023081420230818202308242023090520230911202309152023092120230927202310112023101720231023SHIBOR隔夜SHIBOR一周SHIBOR两周数据来源wind资讯数据整理大越期货