证券代码：839979股指期货早报2022年11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：国常会提到施时适度降准，美联储记录显示“绝大多数”决策者认为“很快”会放慢加息步伐，隔夜美股上涨，昨日两市午后反弹，沪指翻红，权重走强，电新板块反弹，医药调整；偏多2、资金：融资余额14711亿元，增加0.2亿元，沪深股通净买入16亿元；偏多3、基差：IH2212升水2.48点，IF2212升水7.27点，IC2212升水13点，IM2212贴水14.59点，中性4、盘面：IH>IF>IC> IM（主力），IC、IF、IH在20日均线上方，偏多IM在20日均线下方，偏空5、主力持仓：IC主力空减，IF 主力空减，IH主力空减，偏空6、预期：国内局部疫情反复，监管层称国企权重股低估，小盘股回落，短期市场分化，指数震荡调整，关注本周四公布的美联储最新纪要。 当前日期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IH2212.CFEIH22122,538.000.3658,3282.480.10%1.55%761,4002022-12-1623IH2301.CFEIH23012,543.400.412,8057.880.31%1.95%763,0202023-01-2058IH2303.CFEIH23032,551.000.329,98315.480.61%1.94%765,3002023-03-17114IH2306.CFEIH23062,548.400.472,72512.880.51%0.90%764,5202023-06-16205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IF2212.CFEIF22123,780.800.3179,9877.270.19%3.05%1,134,2402022-12-1623IF2301.CFEIF23013,784.800.362,35611.270.30%1.87%1,135,4402023-01-2058IF2303.CFEIF23033,792.000.3811,80218.470.49%1.56%1,137,6002023-03-17114IF2306.CFEIF23063,778.200.313,6324.670.12%0.22%1,133,4602023-06-16205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IC2212.CFEIC22126,128.600.0668,44013.000.21%3.37%1,225,7202022-12-1623IC2301.CFEIC23016,126.200.053,52410.600.17%1.09%1,225,2402023-01-2058IC2303.CFEIC23036,105.000.0811,886-10.60-0.17%-0.56%1,221,0002023-03-17114IC2306.CFEIC23066,019.20-0.056,474-96.40-1.60%-2.85%1,203,8402023-06-16205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IM2212.CFEIM22126,553.400.1249,857-14.59-0.22%-3.53%1,310,6802022-12-1623IM2301.CFEIM23016,528.200.132,500-39.79-0.61%-3.84%1,305,6402023-01-2058IM2303.CFEIM23036,476.000.2111,629-91.99-1.42%-4.55%1,295,2002023-03-17114IM2306.CFEIM23066,371.200.184,177-196.79-3.09%-5.50%1,274,2402023-06-162051.14中证10006,567.99-0.2330.002.37股指期货升贴水表2022/11/23数据来源：wind，市盈率取PE（TTM）上证502,535.520.179.101.173.831.95沪深3003,773.530.1011.021.292.79中证5006,115.60-0.1623.301.66 期货市场-沪深300基差与价差-200-150-100-500502021/11/102021/11/222021/12/22021/12/142021/12/242022/1/62022/1/182022/1/282022/2/162022/2/252022/3/92022/3/212022/3/312022/4/142022/4/262022/5/112022/5/232022/6/22022/6/152022/6/272022/7/72022/7/192022/7/292022/8/102022/8/222022/9/12022/9/142022/9/262022/10/132022/10/252022/11/42022/11/16沪深300基差IF00IF01IF02IF03-160-140-120-100-80-60-40-2002040602021/11/192021/12/12021/12/132021/12/232022/1/52022/1/172022/1/272022/2/152022/2/252022/3/92022/3/212022/3/312022/4/142022/4/262022/5/112022/5/232022/6/22022/6/152022/6/272022/7/72022/7/192022/7/292022/8/102022/8/222022/9/12022/9/142022/9/262022/10/132022/10/252022/11/42022/11/16沪深300价差价差:01-00价差:02-00价差:03-00价差:02-01价差:03-01价差:03-02 期货市场-上证50基差与价差-120-100-80-60-40-2002040602021/11/102021/11/222021/12/22021/12/142021/12/242022/1/62022/1/182022/1/282022/2/162022/2/252022/3/92022/3/212022/3/312022/4/142022/4/262022/5/112022/5/232022/6/22022/6/152022/6/272022/7/72022/7/192022/7/292022/8/102022/8/222022/9/12022/9/142022/9/262022/10/132022/10/252022/11/42022/11/16上证50基差IH00IH01IH02IH03-100-80-60-40-20020402021/11/192021/12/12021/12/132021/12/232022/1/52022/1/172022/1/272022/2/152022/2/252022/3/92022/3/212022/3/312022/4/142022/4/262022/5/112022/5/232022/6/22022/6/152022/6/272022/7/72022/7/192022/7/292022/8/102022/8/222022/9/12022/9/142022/9/262022/10/132022/10/252022/11/42022/11/16上证50价差价差:01-00价差:02-00价差:03-00价差:02-01价差:03-01价差:03-02 期货市场-中证500基差与价差-400-350-300-250-200-150-100-500501002021/11/102021/11/232021/12/62021/12/172021/12/302022/1/132022/1/262022/2/152022/2/252022/3/102022/3/232022/4/72022/4/202022/5/62022/5/192022/6/12022/6/152022/6/282022/7/112022/7/222022/8/42022/8/172022/8/302022/9/132022/9/262022/10/142022/10/272022/11/92022/11/22中证500基差IC00IC01IC02IC03-400-350-300-250-200-150-100-500502021/11/192021/12/12021/12/132021/12/232022/1/52022/1/172022/1/272022/2/152022/2/242022/3/82022/3/182022/3/302022/4/132022/4/252022/5/102022/5/202022/6/12022/6/142022/6/242022/7/62022/7/182022/7/282022/8/92022/8/192022/8/312022/9/132022/9/232022/10/122022/10/242022/11/32022/11/15中证500价差价差:01-00价差:02-00价差:03-00价差:02-01价差:03-01价差:03-02 现货市场-重要指数日涨跌幅0.26%0.17%0.10%-0.13%-0.16%-0.27%-0.08%-0.14%-0.40%-0.30%-0.20%-0.10%0.00%0.10%0.20%0.30%上证指数上证50沪深300万得全A中证500深证成指科创50创业板指 现货市场-风格指数日涨跌幅0.31%0.01%0.51%0.09%-0.34%0.47%0.05%-0.19%0.12%-0.40%-0.30%-0.20%-0.10%0.00%0.10%0.20%0.30%0.40%0.50%0.60%300周期300非周低市盈率指数(申万)大盘指数(申万)小盘指数(申万)300价值高市盈率指数(申万)中市盈率指数(申万)300成长 现货市场-风格指数日涨跌幅-0.88%0.08%0.72%0.47%-0.92%0.26%-0.34%-0.81%-0.72%-2.34%1.34%-0.04%-0.16%-0.89%-1.88%-0.64%0.12%1.65%1.94%-0.48%-1.24%-0.76%-1.19%0.32%-0.12%-0.06%-0.04%1.23%0.90%0.56%-0.17%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%0.50%1.00%1.50%2.00%2.50%农林牧渔（申万）基础化工（申万）钢铁（申万）有色金属（申万）电子（申万）家用电器（申万）食品饮料（申万）纺织服饰（申万）轻工制造（申万）医药生物（申万）公用事业（申万）交通运输（申万）房地产（申万）商贸零售（申万）社会服务（申万）综合（申万）建筑材料（申万）建筑装饰（申万）电力设备（申万）国防军工（申万）计算机（申万）传媒（申万）通信（申万）银行（申万）非银金融（申万）汽车（申万）机械设备（申万）煤炭（申万）石油石化（申万）环保（申万）美容护理（申万） 市场结构-AH股折溢价1201251301351401451501551602022/02/282022/03/042022/03/102022/03/162022/0