大越期货股指期货早报

证券代码：839979股指期货早报2024年5月16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：美国通胀数据符合预期，美债收益率下行，美股上涨，昨日两市缩量调整，市场热点减少，沪指回补节后跳空缺口，指数短期或原来反弹；偏多2、资金：融资余额14981亿元，增加26亿元，北向资金暂停交易；中性3、基差：IH2406贴水11.79点，IF2406贴水10.06点，中性IC2406贴水40.86点，IM2406贴水73.23点，偏空4、盘面：IC>IM>IF> IH（主力），IH、IF、IC、IM在20日均线上方，偏多5、主力持仓：IH主力空减，IF 主力空减，IF 主力空减，偏空6、预期：美国通胀数据符合预期，美债收益率下行，国内经济数据分化。美国关税落地，港股持续走强，国内指数连续调整后沪指回补节后跳空缺口，指数短期或原来反弹。 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IH2405.CFEIH24052,478.00-0.7818,5170.610.02%4.49%743,4002024-05-172IH2406.CFEIH24062,465.60-0.8821,776-11.79-0.48%-4.72%739,6802024-06-2137IH2409.CFEIH24092,434.80-0.816,968-42.59-1.75%-4.99%730,4402024-09-20128IH2412.CFEIH24122,438.80-0.821,374-38.59-1.58%-2.64%731,6402024-12-20219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IF2405.CFEIF24053,629.60-0.6833,4603.540.10%17.80%1,088,8802024-05-172IF2406.CFEIF24063,616.00-0.6937,208-10.06-0.28%-2.74%1,084,8002024-06-2137IF2409.CFEIF24093,581.80-0.6812,236-44.26-1.24%-3.52%1,074,5402024-09-20128IF2412.CFEIF24123,586.60-0.643,043-39.46-1.10%-1.83%1,075,9802024-12-20219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IC2405.CFEIC24055,443.40-0.9431,763-3.26-0.06%-10.93%1,088,6802024-05-172IC2406.CFEIC24065,405.80-0.9732,992-40.86-0.76%-7.46%1,081,1602024-06-2137IC2409.CFEIC24095,355.00-0.9912,628-91.66-1.71%-4.88%1,071,0002024-09-20128IC2412.CFEIC24125,325.00-0.955,935-121.66-2.28%-3.81%1,065,0002024-12-20219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IM2405.CFEIM24055,489.20-0.9135,851-8.03-0.15%-26.70%1,097,8402024-05-172IM2406.CFEIM24065,424.00-0.9262,134-73.23-1.35%-13.32%1,084,8002024-06-2137IM2409.CFEIM24095,318.60-0.9719,101-178.63-3.36%-9.58%1,063,7202024-09-20128IM2412.CFEIM24125,247.00-0.936,799-250.23-4.77%-7.95%1,049,4002024-12-202191.34中证10005,497.23-0.9838.701.89股指期货升贴水表2024/5/15数据来源：wind，市盈率取PE（TTM）上证502,477.39-0.7710.451.123.861.75沪深3003,626.06-0.8512.071.253.00中证5005,446.66-0.9823.731.65 期货市场-沪深300基差与价差-200-150-100-500501002021/11/102021/12/62021/12/302022/1/262022/2/252022/3/232022/4/202022/5/192022/6/152022/7/112022/8/42022/8/302022/9/262022/10/272022/11/222022/12/162023/1/122023/2/142023/3/102023/4/62023/5/52023/5/312023/6/282023/7/242023/8/172023/9/122023/10/162023/11/92023/12/52023/12/292024/1/252024/2/282024/3/252024/4/22沪深300基差IF00IF01IF02IF03-150-100-500501002021/12/62021/12/312022/1/282022/3/32022/3/302022/4/282022/5/302022/6/272022/7/222022/8/182022/9/152022/10/192022/11/152022/12/122023/1/92023/2/102023/3/92023/4/62023/5/82023/6/22023/7/32023/7/282023/8/242023/9/202023/10/252023/11/212023/12/182024/1/152024/2/192024/3/152024/4/152024/5/15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-120-100-80-60-40-2002040602021/11/102021/12/62021/12/302022/1/262022/2/252022/3/232022/4/202022/5/192022/6/152022/7/112022/8/42022/8/302022/9/262022/10/272022/11/222022/12/162023/1/122023/2/142023/3/102023/4/62023/5/52023/5/312023/6/282023/7/242023/8/172023/9/122023/10/162023/11/92023/12/52023/12/292024/1/252024/2/282024/3/252024/4/22上证50基差IH00IH01IH02IH03-100-80-60-40-2002040602021/12/62021/12/312022/1/282022/3/32022/3/302022/4/282022/5/302022/6/272022/7/222022/8/182022/9/152022/10/192022/11/152022/12/122023/1/92023/2/102023/3/92023/4/62023/5/82023/6/22023/7/32023/7/282023/8/242023/9/202023/10/252023/11/212023/12/182024/1/152024/2/192024/3/152024/4/152024/5/15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-450-400-350-300-250-200-150-100-500501002021/11/102021/12/92022/1/102022/2/152022/3/152022/4/152022/5/192022/6/202022/7/192022/8/172022/9/162022/10/242022/11/222022/12/212023/1/202023/2/272023/3/282023/4/272023/5/312023/7/32023/8/12023/8/302023/9/282023/11/62023/12/52024/1/42024/2/22024/3/122024/4/12中证500基差IC00IC01IC02IC03-400-350-300-250-200-150-100-500501002021/12/72022/1/52022/2/92022/3/82022/4/72022/5/102022/6/82022/7/62022/8/32022/8/312022/9/292022/11/32022/12/12022/12/292023/2/32023/3/32023/3/312023/5/42023/6/12023/7/32023/7/312023/8/282023/9/252023/10/312023/11/282023/12/262024/1/242024/2/292024/3/282024/4/29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-0.82%-0.77%-0.85%-0.83%-0.98%-0.88%-1.42%-0.90%-1.60%-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%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/A-0.99%-0.34%-0.85%-1.05%-0.48%-1.16%-0.80%-1.02%-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%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-1.46%-0.27%-0.48%-0.99%-0.90%-0.46%-0.44%-0.26%0.25%-1.54%-1.83%-0.52%2.03%-0.25%-1.03%-0.97%1.26%-0.60%-1.06%-1.15%-1.35%-0.96%-0.62%-0.06%-2.16%-1.45%-0.79%0.34%-0.65%-1.12%-1.03%-2.50%-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