股指期货早报

证券代码：839979股指期货早报2024年2月8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：汇金连续三个交易日买入中证500、中证100、创业板、科创版ETF和沪深300ETF，证监会主席更换，提振市场信心，不过尾盘股流动性处于尾部风险，主流指数探底反弹；中性2、资金：融资余额14053亿元，减少151亿元，北向资金买入16.8亿元；偏空3、基差：IH2403贴水15.15点，IF2403贴水27.03点，偏空IC2403升水19.03点，IM2403贴水4.85点，中性4、盘面：IC>IH>IF> IM（主力），IC、IH、IF在20日均线上方，偏多IM在20日均线下方，偏空5、主力持仓：IH主力空增，IF 主力空增，IF 主力空增，偏空6、预期：汇金连续三个交易日买入中证500、中证100、创业板、科创版ETF和沪深300ETF，雪球利空落地，不过量化指增基金DMA未完全落地，小微盘股流动性处于尾部风险，主流指数迎来探底反弹，节前长假来临，建议多看少动。 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IH2402.CFEIH24022,346.601.7531,7692.450.10%3.18%703,9802024-02-1912IH2403.CFEIH24032,329.001.4649,868-15.15-0.65%-6.42%698,7002024-03-1537IH2406.CFEIH24062,322.601.2618,274-21.55-0.93%-2.51%696,7802024-06-21135IH2409.CFEIH24092,290.401.266,083-53.75-2.35%-3.79%687,1202024-09-20226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IF2402.CFEIF24023,337.801.3948,875-5.83-0.17%-5.31%1,001,3402024-02-1912IF2403.CFEIF24033,316.601.4381,202-27.03-0.81%-8.04%994,9802024-03-1537IF2406.CFEIF24063,295.001.4830,599-48.63-1.48%-3.99%988,5002024-06-21135IF2409.CFEIF24093,247.201.2511,745-96.43-2.97%-4.80%974,1602024-09-20226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IC2402.CFEIC24025,140.207.1962,54630.630.60%18.13%1,028,0402024-02-1912IC2403.CFEIC24035,128.607.51140,87219.030.37%3.66%1,025,7202024-03-1537IC2406.CFEIC24065,062.008.5469,835-47.57-0.94%-2.54%1,012,4002024-06-21135IC2409.CFEIC24094,998.008.8228,621-111.57-2.23%-3.61%999,6002024-09-20226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IM2402.CFEIM24024,825.005.4580,64527.150.56%17.12%965,0002024-02-1912IM2403.CFEIM24034,793.005.94173,017-4.85-0.10%-1.00%958,6002024-03-1537IM2406.CFEIM24064,715.006.8463,227-82.85-1.76%-4.75%943,0002024-06-21135IM2409.CFEIM24094,636.807.0827,393-161.05-3.47%-5.61%927,3602024-09-202261.52中证10004,797.854.4729.021.66股指期货升贴水表2024/2/7数据来源：wind，市盈率取PE（TTM）上证502,344.151.099.611.114.081.95沪深3003,343.630.9610.921.213.16中证5005,109.576.3220.691.58 期货市场-沪深300基差与价差-200-150-100-500501002021/11/102021/12/32021/12/282022/1/21(空白)2022/3/162022/4/122022/5/102022/6/22022/6/282022/7/212022/8/152022/9/72022/10/102022/11/22022/11/252022/12/202023/1/132023/2/142023/3/92023/4/32023/4/272023/5/252023/6/192023/7/142023/8/82023/8/312023/9/252023/10/262023/11/202023/12/132024/1/82024/1/31沪深300基差IF00IF01IF02IF03-150-100-500501002021/12/32021/12/292022/1/252022/2/252022/3/232022/4/202022/5/192022/6/152022/7/112022/8/42022/8/302022/9/262022/10/272022/11/222022/12/162023/1/122023/2/142023/3/102023/4/62023/5/52023/5/312023/6/282023/7/242023/8/172023/9/122023/10/162023/11/92023/12/52023/12/292024/1/25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-120-100-80-60-40-2002040602021/11/102021/12/32021/12/282022/1/21(空白)2022/3/162022/4/122022/5/102022/6/22022/6/282022/7/212022/8/152022/9/72022/10/102022/11/22022/11/252022/12/202023/1/132023/2/142023/3/92023/4/32023/4/272023/5/252023/6/192023/7/142023/8/82023/8/312023/9/252023/10/262023/11/202023/12/132024/1/82024/1/31上证50基差IH00IH01IH02IH03-100-80-60-40-2002040602021/12/32021/12/292022/1/252022/2/252022/3/232022/4/202022/5/192022/6/152022/7/112022/8/42022/8/302022/9/262022/10/272022/11/222022/12/162023/1/122023/2/142023/3/102023/4/62023/5/52023/5/312023/6/282023/7/242023/8/172023/9/122023/10/162023/11/92023/12/52023/12/292024/1/25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-450-400-350-300-250-200-150-100-500501002021/11/102021/12/72022/1/42022/2/72022/3/32022/3/302022/4/282022/5/302022/6/272022/7/222022/8/182022/9/152022/10/192022/11/152022/12/122023/1/92023/2/102023/3/92023/4/62023/5/82023/6/22023/7/32023/7/282023/8/242023/9/202023/10/252023/11/212023/12/182024/1/15中证500基差IC00IC01IC02IC03-400-350-300-250-200-150-100-500501002021/12/32021/12/292022/1/252022/2/242022/3/222022/4/192022/5/182022/6/142022/7/82022/8/32022/8/292022/9/232022/10/262022/11/212022/12/152023/1/112023/2/132023/3/92023/4/42023/5/42023/5/302023/6/272023/7/212023/8/162023/9/112023/10/132023/11/82023/12/42023/12/282024/1/24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1.44%1.09%0.96%1.69%6.32%2.93%3.14%2.37%0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%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/A1.40%1.07%0.92%5.37%0.32%1.67%1.96%1.45%0.00%1.00%2.00%3.00%4.00%5.00%6.00%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1.67%2.49%3.15%3.15%1.98%2.14%1.86%-0.04%0.22%3.07%0.91%1.47%-0.08%0.89%1.01%0.06%1.28%0.47%2.38%4.14%1.39%0.82%0.64%-0.68%1.42%2.50%1.01%2.21%1.95%0.07%1.84%-1.00%0.00%1.00%2.00%3.00%4.00%5.00%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