证券代码：839979股指期货早报2023年3月27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：今天主板新股实施注册制发行，上周美股上涨欧股调整，国内反弹，游戏、传媒、通信科技等板块领涨，市场热点增加；偏多2、资金：融资余额15050亿元，增加38亿元，沪深股通净卖出2亿元；偏多3、基差：IH2304升水8.51点，IF2304升水13.55点，IC2304贴水1.5点，IM2304贴水10.95点，中性4、盘面：IC>IM>IF> IH（主力），IC、IM、IH、IF在20日均线下方，偏空5、主力持仓：IC主力空增，IF 主力空增，IH主力空增，偏空6、预期：德意志银行拖累欧股走弱，美联储和英国央行暗示即将暂停加息，人民币汇率升值，国内指数迎来反弹，TMT相关行业占A股成交额突破40%，短期波动加大，整体指数处于震荡上行局面。 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IH2304.CFEIH23042,661.80-0.3330,3098.510.32%4.17%798,5402023-04-2128IH2305.CFEIH23052,667.20-0.301,64413.910.52%3.40%800,1602023-05-1956IH2306.CFEIH23062,661.40-0.348,8828.110.30%1.32%798,4202023-06-1684IH2309.CFEIH23092,632.00-0.393,566-21.29-0.81%-1.69%789,6002023-09-15175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IF2304.CFEIF23044,040.600.0349,59513.550.34%4.37%1,212,1802023-04-2128IF2305.CFEIF23054,043.800.051,09416.750.41%2.70%1,213,1402023-05-1956IF2306.CFEIF23064,034.200.0513,7507.150.18%0.77%1,210,2602023-06-1684IF2309.CFEIF23093,990.600.093,720-36.45-0.91%-1.91%1,197,1802023-09-15175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IC2304.CFEIC23046,308.600.2430,200-1.50-0.02%-0.31%1,261,7202023-04-2128IC2305.CFEIC23056,291.600.261,343-18.50-0.29%-1.92%1,258,3202023-05-1956IC2306.CFEIC23066,253.000.269,599-57.10-0.91%-3.97%1,250,6002023-06-1684IC2309.CFEIC23096,170.600.274,084-139.50-2.26%-4.72%1,234,1202023-09-15175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IM2304.CFEIM23046,857.000.1921,217-10.95-0.16%-2.08%1,371,4002023-04-2128IM2305.CFEIM23056,829.800.211,191-38.15-0.56%-3.64%1,365,9602023-05-1956IM2306.CFEIM23066,790.800.166,466-77.15-1.14%-4.94%1,358,1602023-06-1684IM2309.CFEIM23096,688.600.142,592-179.35-2.68%-5.59%1,337,7202023-09-151751.08中证10006,867.95-0.0130.572.38股指期货升贴水表2023/3/24数据来源：wind，市盈率取PE（TTM）上证502,653.29-0.589.631.263.871.74沪深3004,027.05-0.3011.981.402.71中证5006,310.100.0723.931.79 期货市场-沪深300基差与价差-200-150-100-500501002021/11/102021/11/242021/12/82021/12/222022/1/62022/1/202022/2/102022/2/232022/3/92022/3/232022/4/82022/4/222022/5/112022/5/252022/6/92022/6/232022/7/72022/7/212022/8/42022/8/182022/9/12022/9/162022/9/302022/10/212022/11/42022/11/182022/12/22022/12/162022/12/302023/1/162023/2/62023/2/202023/3/62023/3/20沪深300基差IF00IF01IF02IF03-150-100-500501002021/11/242021/12/92021/12/242022/1/112022/1/262022/2/172022/3/42022/3/212022/4/72022/4/222022/5/122022/5/272022/6/142022/6/292022/7/142022/7/292022/8/152022/8/302022/9/152022/9/302022/10/242022/11/82022/11/232022/12/82022/12/232023/1/102023/2/12023/2/162023/3/32023/3/20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-120-100-80-60-40-2002040602021/11/102021/11/242021/12/82021/12/222022/1/62022/1/202022/2/102022/2/232022/3/92022/3/232022/4/82022/4/222022/5/112022/5/252022/6/92022/6/232022/7/72022/7/212022/8/42022/8/182022/9/12022/9/162022/9/302022/10/212022/11/42022/11/182022/12/22022/12/162022/12/302023/1/162023/2/62023/2/202023/3/62023/3/20上证50基差IH00IH01IH02IH03-100-80-60-40-20020402021/11/242021/12/92021/12/242022/1/112022/1/262022/2/172022/3/42022/3/212022/4/72022/4/222022/5/122022/5/272022/6/142022/6/292022/7/142022/7/292022/8/152022/8/302022/9/152022/9/302022/10/242022/11/82022/11/232022/12/82022/12/232023/1/102023/2/12023/2/162023/3/32023/3/20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-400-350-300-250-200-150-100-500501002021/11/102021/11/262021/12/142021/12/302022/1/182022/2/102022/2/252022/3/152022/3/312022/4/202022/5/112022/5/272022/6/152022/7/12022/7/192022/8/42022/8/222022/9/72022/9/262022/10/192022/11/42022/11/222022/12/82022/12/262023/1/122023/2/62023/2/222023/3/10中证500基差IC00IC01IC02IC03-400-350-300-250-200-150-100-500501002021/11/242021/12/92021/12/242022/1/112022/1/262022/2/172022/3/32022/3/182022/4/62022/4/212022/5/112022/5/262022/6/132022/6/282022/7/132022/7/282022/8/122022/8/292022/9/142022/9/292022/10/212022/11/72022/11/222022/12/72022/12/222023/1/92023/1/312023/2/152023/3/22023/3/17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-0.64%-0.58%-0.30%-0.11%0.07%0.25%0.19%0.38%-0.80%-0.60%-0.40%-0.20%0.00%0.20%0.40%0.60%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#N/A-0.05%-1.10%-0.35%0.07%-1.23%0.63%-0.18%0.40%-1.50%-1.00%-0.50%0.00%0.50%1.00%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0.21%-0.51%-0.46%-0.37%0.66%0.61%0.12%-0.48%-0.14%-1.10%-0.53%-0.91%0.24%0.84%0.21%1.49%-0.74%-2.23%0.55%-0.81%1.89%3.40%-0.80%-1.08%-0.34%-0.10%-0.09%-0.98%-0.91%-0.49%0.07%-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%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）数据来源：wind资讯数据整理：大越期货 市场结构-AH股折溢价125130135140145150155