证券代码：839979股指期货早报2023年1月17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：昨日两市放量大涨，午后有所回落，医药消费、券商和半导体板块涨幅居前，市场热点轮动，赚钱效应增加；偏多2、资金：融资余额14430亿元，减少46亿元，沪深股通净买入158亿元；偏多3、基差：IH2301升水9.31点，IF2301升水11.64点，IC2301升水5.82点，IM2301升水24.89点，偏多4、盘面：IH>IF>IC> IM（主力），IH、IF、IC、IM在20日均线上方，偏多5、主力持仓：IC主力空减，IF 主力空减，IH主力空增，偏空6、预期：美元走弱海外股市走强，人民币升值，外资持续大幅净流入，指数突破压力位走强，短期警惕冲高回落。 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IH2301.CFEIH23012,843.602.1155,1149.310.33%29.88%853,0802023-01-204IH2302.CFEIH23022,852.002.2413,62017.710.62%7.08%855,6002023-02-1732IH2303.CFEIH23032,864.402.4327,13530.111.05%6.39%859,3202023-03-1760IH2306.CFEIH23062,867.002.4410,32232.711.14%2.76%860,1002023-06-16151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IF2301.CFEIF23014,149.601.9176,17111.640.28%25.60%1,244,8802023-01-204IF2302.CFEIF23024,166.202.1717,38028.240.68%7.73%1,249,8602023-02-1732IF2303.CFEIF23034,177.002.1837,90139.040.93%5.69%1,253,1002023-03-1760IF2306.CFEIF23064,173.202.3012,45935.240.84%2.04%1,251,9602023-06-16151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IC2301.CFEIC23016,132.001.2052,2125.820.09%8.66%1,226,4002023-01-204IC2302.CFEIC23026,140.001.3312,30913.820.23%2.57%1,228,0002023-02-1732IC2303.CFEIC23036,135.201.2721,1319.020.15%0.89%1,227,0402023-03-1760IC2306.CFEIC23066,068.201.389,314-57.98-0.96%-2.31%1,213,6402023-06-16151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IM2301.CFEIM23016,597.401.2531,7945.590.08%7.73%1,319,4802023-01-204IM2302.CFEIM23026,593.401.347,7101.590.02%0.28%1,318,6802023-02-1732IM2303.CFEIM23036,573.001.3613,840-18.81-0.29%-1.74%1,314,6002023-03-1760IM2306.CFEIM23066,467.601.437,170-124.21-1.92%-4.64%1,293,5202023-06-161511.79沪深3004,137.961.5611.981.412.67中证5006,126.181.1323.521.75股指期货升贴水表2023/1/16数据来源：wind，市盈率取PE（TTM）上证502,834.291.689.871.313.741.12中证10006,591.811.1429.382.31 期货市场-沪深300基差与价差-200-150-100-500501002021/11/102021/11/232021/12/62021/12/172021/12/302022/1/132022/1/262022/2/152022/2/252022/3/102022/3/232022/4/72022/4/202022/5/62022/5/192022/6/12022/6/152022/6/282022/7/112022/7/222022/8/42022/8/172022/8/302022/9/132022/9/262022/10/142022/10/272022/11/92022/11/222022/12/52022/12/162022/12/292023/1/12沪深300基差IF00IF01IF02IF03-150-100-500501002021/11/232021/12/72021/12/212022/1/52022/1/192022/2/92022/2/232022/3/92022/3/232022/4/82022/4/222022/5/112022/5/252022/6/92022/6/232022/7/72022/7/212022/8/42022/8/182022/9/12022/9/162022/9/302022/10/212022/11/42022/11/182022/12/22022/12/162022/12/302023/1/16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-120-100-80-60-40-2002040602021/11/102021/11/232021/12/62021/12/172021/12/302022/1/132022/1/262022/2/152022/2/252022/3/102022/3/232022/4/72022/4/202022/5/62022/5/192022/6/12022/6/152022/6/282022/7/112022/7/222022/8/42022/8/172022/8/302022/9/132022/9/262022/10/142022/10/272022/11/92022/11/222022/12/52022/12/162022/12/292023/1/12上证50基差IH00IH01IH02IH03-100-80-60-40-20020402021/11/232021/12/72021/12/212022/1/52022/1/192022/2/92022/2/232022/3/92022/3/232022/4/82022/4/222022/5/112022/5/252022/6/92022/6/232022/7/72022/7/212022/8/42022/8/182022/9/12022/9/162022/9/302022/10/212022/11/42022/11/182022/12/22022/12/162022/12/302023/1/16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-400-350-300-250-200-150-100-500501002021/11/102021/11/242021/12/82021/12/222022/1/62022/1/202022/2/102022/2/232022/3/92022/3/232022/4/82022/4/222022/5/112022/5/252022/6/92022/6/232022/7/72022/7/212022/8/42022/8/182022/9/12022/9/162022/9/302022/10/212022/11/42022/11/182022/12/22022/12/162022/12/302023/1/16中证500基差IC00IC01IC02IC03-400-350-300-250-200-150-100-500501002021/11/232021/12/72021/12/212022/1/52022/1/192022/2/92022/2/222022/3/82022/3/222022/4/72022/4/212022/5/102022/5/242022/6/82022/6/222022/7/62022/7/202022/8/32022/8/172022/8/312022/9/152022/9/292022/10/202022/11/32022/11/172022/12/12022/12/152022/12/292023/1/13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1.01%1.68%1.56%1.29%1.13%1.58%1.88%1.86%0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%1.60%1.80%2.00%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0.84%1.90%0.51%1.61%1.05%0.73%0.80%1.69%2.00%0.00%0.50%1.00%1.50%2.00%2.50%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1.90%1.06%0.80%0.95%2.26%2.43%1.90%1.23%0.62%2.36%0.34%0.86%0.41%1.52%0.44%0.91%0.88%0.67%0.84%1.74%2.54%-0.14%0.26%0.29%1.98%-0.27%0.39%-0.30%1.92%0.53%1.63%-0.50%0.00%0.50%1.00%1.50%2.00%2.50%3.00%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1201251301351401451501551602022/04/222022/04/282022/05/092022/05/132022/05/192022/05/252022/05/312022/06/072022/06/132022/06/172022/06/232022/06/292022/07/052022/07/112022/07/152022/07/212022/07/272022/08/022022/08/082022/08/122022/08/182022/08/242