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大越期货股指期货早报

2023-09-19杜淑芳大越期货李***
大越期货股指期货早报

证券代码:839979股指期货早报2023年9月18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:中美高层举行建设性会谈,证监会加大对违规上市公司处罚力度,上周国内权益市场缩量震荡调整,双创板块下跌,医药板块低位反弹,期指权重指数相对弱势;偏空2、资金:融资余额15148亿元,增加19亿元,沪深股通净卖出25亿元;中性3、基差:IH2310升水12.02点,IF2310升水17.82点,IC2310升水9.34点,IM2310贴水11.66点,中性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:人民币汇率有所稳定,近期经济数据略有改善,不外资短期流出,市场预期和情绪较弱,指数低位下跌调整,不过指数下方支撑明显,短期处于箱体震荡。 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IH2309.CFEIH23092,516.40-0.4720,3911.420.06%#DIV/0!754,9202023-09-150IH2310.CFEIH23102,527.00-0.1146,76512.020.48%4.96%758,1002023-10-2035IH2312.CFEIH23122,537.20-0.0420,95622.220.88%3.51%761,1602023-12-1591IH2403.CFEIH24032,554.40-0.024,42639.421.54%3.09%766,3202024-03-15182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IF2309.CFEIF23093,709.40-0.5335,7580.620.02%#DIV/0!1,112,8202023-09-150IF2310.CFEIF23103,726.60-0.2035,75817.820.48%4.99%1,117,9802023-10-2035IF2312.CFEIF23123,742.60-0.1730,04133.820.90%3.62%1,122,7802023-12-1591IF2403.CFEIF24033,760.60-0.175,85151.821.38%2.76%1,128,1802024-03-15182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IC2309.CFEIC23095,694.60-0.0723,482-10.06-0.18%#DIV/0!1,138,9202023-09-150IC2310.CFEIC23105,714.000.3423,4829.340.16%1.70%1,142,8002023-10-2035IC2312.CFEIC23125,708.600.3720,6033.940.07%0.28%1,141,7202023-12-1591IC2403.CFEIC24035,690.000.376,949-14.66-0.26%-0.52%1,138,0002024-03-15182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IM2309.CFEIM23096,066.600.1120,135-12.46-0.21%#DIV/0!1,213,3202023-09-150IM2310.CFEIM23106,067.400.4220,135-11.66-0.19%-2.00%1,213,4802023-10-2035IM2312.CFEIM23126,043.800.3622,088-35.26-0.58%-2.34%1,208,7602023-12-1591IM2403.CFEIM24036,018.600.347,425-60.46-1.00%-2.01%1,203,7202024-03-151821.77沪深3003,708.78-0.6611.661.313.02中证5005,704.660.0423.511.71股指期货升贴水表2023/9/15数据来源:wind,市盈率取PE(TTM)上证502,514.98-0.6310.241.234.021.20中证10006,079.060.1737.922.13 期货市场-沪深300基差与价差-200-150-100-500501002021/11/102021/11/302021/12/202022/1/102022/1/282022/2/232022/3/152022/4/62022/4/262022/5/192022/6/92022/6/292022/7/192022/8/82022/8/262022/9/162022/10/132022/11/22022/11/222022/12/122022/12/302023/1/202023/2/162023/3/82023/3/282023/4/182023/5/112023/5/312023/6/202023/7/122023/8/12023/8/212023/9/8沪深300基差IF00IF01IF02IF03-150-100-500501002021/11/292021/12/172022/1/72022/1/272022/2/232022/3/152022/4/62022/4/262022/5/192022/6/92022/6/292022/7/192022/8/82022/8/262022/9/162022/10/132022/11/22022/11/222022/12/122022/12/302023/1/202023/2/162023/3/82023/3/282023/4/182023/5/112023/5/312023/6/202023/7/122023/8/12023/8/21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-120-100-80-60-40-2002040602021/11/102021/11/292021/12/162022/1/52022/1/242022/2/172022/3/72022/3/242022/4/142022/5/62022/5/252022/6/142022/7/12022/7/202022/8/82022/8/252022/9/142022/10/102022/10/272022/11/152022/12/22022/12/212023/1/102023/2/32023/2/222023/3/132023/3/302023/4/192023/5/112023/5/302023/6/162023/7/72023/7/262023/8/14上证50基差IH00IH01IH02IH03-100-80-60-40-2002040602021/11/302021/12/212022/1/122022/2/92022/3/22022/3/232022/4/152022/5/112022/6/12022/6/232022/7/142022/8/42022/8/252022/9/162022/10/142022/11/42022/11/252022/12/162023/1/92023/2/62023/2/272023/3/202023/4/112023/5/52023/5/262023/6/162023/7/112023/8/12023/8/222023/9/12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-400-350-300-250-200-150-100-500501002021/11/102021/12/22021/12/242022/1/182022/2/162022/3/92022/3/312022/4/262022/5/232022/6/152022/7/72022/7/292022/8/222022/9/142022/10/132022/11/42022/11/282022/12/202023/1/122023/2/102023/3/62023/3/282023/4/202023/5/172023/6/82023/7/42023/7/262023/8/172023/9/8中证500基差IC00IC01IC02IC03-400-350-300-250-200-150-100-500501002021/11/302021/12/212022/1/122022/2/92022/3/12022/3/222022/4/142022/5/102022/5/312022/6/222022/7/132022/8/32022/8/242022/9/152022/10/132022/11/32022/11/242022/12/152023/1/62023/2/32023/2/242023/3/172023/4/102023/5/42023/5/252023/6/152023/7/102023/7/312023/8/212023/9/11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-0.28%-0.63%-0.66%-0.22%0.04%-0.52%0.71%-0.46%-0.80%-0.60%-0.40%-0.20%0.00%0.20%0.40%0.60%0.80%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-0.72%-0.49%-0.73%0.17%-0.75%-0.07%-0.29%-0.62%-0.80%-0.60%-0.40%-0.20%0.00%0.20%0.40%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0.01%-0.43%0.32%0.22%0.25%-0.71%-1.33%1.36%0.82%1.89%-1.08%-0.02%0.29%0.88%0.52%0.65%0.10%-0.62%-1.07%-0.20%-1.13%-0.37%-1.80%-0.47%-0.40%-0.09%-0.36%-0.58%-0.93%-0.30%0.58%-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)数据来源:wind资讯数据整理:大

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