证券代码：839979股指期货早报2023年2月2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：证监会公布主板注册制征求意见稿，美联储加息25BP符合预期，称通胀有所缓解，隔夜美股大涨，昨日两市午后拉升，券商和小盘股领涨；偏多2、资金：融资余额14450亿元，增加59亿元，沪深股通净买入70亿元；偏多3、基差：IH2302升水6.93点，IF2302升水2.07点，IC2302贴水4.91点，IM2302升水5.88点，偏多4、盘面：IM>IC>IF> IH（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：美联储主席称存在一条路径降低通胀也能不导致经济大幅下滑，国内指数经过调整后，板块分化，中小盘相对强势，市场维持强势局面。 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IH2302.CFEIH23022,827.800.2643,4096.930.25%5.59%848,3402023-02-1716IH2303.CFEIH23032,834.000.2823,55713.130.46%3.84%850,2002023-03-1744IH2306.CFEIH23062,843.200.308,06322.330.79%2.12%852,9602023-06-16135IH2309.CFEIH23092,817.200.312,531-3.67-0.13%-0.21%845,1602023-09-15226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IF2302.CFEIF23024,198.000.5761,6692.070.05%1.12%1,259,4002023-02-1716IF2303.CFEIF23034,209.000.5427,76013.070.31%2.58%1,262,7002023-03-1744IF2306.CFEIF23064,210.800.5411,20814.870.35%0.95%1,263,2402023-06-16135IF2309.CFEIF23094,182.600.543,370-13.33-0.32%-0.51%1,254,7802023-09-15226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IC2302.CFEIC23026,361.000.8139,323-4.91-0.08%-1.76%1,272,2002023-02-1716IC2303.CFEIC23036,363.000.8418,467-2.91-0.05%-0.38%1,272,6002023-03-1744IC2306.CFEIC23066,295.000.878,561-70.91-1.13%-3.05%1,259,0002023-06-16135IC2309.CFEIC23096,229.400.764,965-136.51-2.19%-3.54%1,245,8802023-09-15226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IM2302.CFEIM23026,922.601.5026,7435.880.08%1.94%1,384,5202023-02-1716IM2303.CFEIM23036,924.001.4115,9437.280.11%0.87%1,384,8002023-03-1744IM2306.CFEIM23066,825.401.327,269-91.32-1.34%-3.62%1,365,0802023-06-16135IM2309.CFEIM23096,752.201.333,109-164.52-2.44%-3.94%1,350,4402023-09-152261.07中证10006,916.721.6430.682.42股指期货升贴水表2023/2/1数据来源：wind，市盈率取PE（TTM）上证502,820.870.469.821.303.761.73沪深3004,195.930.9412.131.432.64中证5006,365.911.2224.401.82 期货市场-沪深300基差与价差-200-150-100-500501002021/11/102021/11/232021/12/62021/12/172021/12/302022/1/132022/1/262022/2/152022/2/252022/3/102022/3/232022/4/72022/4/202022/5/62022/5/192022/6/12022/6/152022/6/282022/7/112022/7/222022/8/42022/8/172022/8/302022/9/132022/9/262022/10/142022/10/272022/11/92022/11/222022/12/52022/12/162022/12/292023/1/122023/2/1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-120-100-80-60-40-2002040602021/11/102021/11/232021/12/62021/12/172021/12/302022/1/132022/1/262022/2/152022/2/252022/3/102022/3/232022/4/72022/4/202022/5/62022/5/192022/6/12022/6/152022/6/282022/7/112022/7/222022/8/42022/8/172022/8/302022/9/132022/9/262022/10/142022/10/272022/11/92022/11/222022/12/52022/12/162022/12/292023/1/122023/2/1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0.90%0.46%0.94%1.24%1.22%1.31%1.19%1.27%0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%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0.76%1.02%0.57%0.87%1.48%0.51%1.78%1.14%1.39%0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%1.60%1.80%2.00%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1.53%1.36%1.71%2.98%1.75%0.76%0.40%0.91%1.08%1.08%0.46%0.37%-0.30%0.91%0.82%1.02%0.08%1.53%0.98%0.95%2.69%1.73%1.69%-0.53%2.25%2.91%1.04%0.12%0.97%1.20%0.97%-1.00%-0.50%0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%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1201251301351401451501551602022/05/062022/05/122022/05/182022/05/242022/05/302022/06/062022/06/102022/06/162022/06/222022/06/282022/07/042022/07/082022/07/142022/07/202022/