大越期货股指期货早报

证券代码：839979股指期货早报2024年6月11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5月非农数据好于预期，端午旅游消费同比增长，贵金属和有色假期下跌拖累相关板块，节前国内指数缩量调整，小盘指数企稳；中性2、资金：融资余额14761亿元，减少62亿元，北向资金净卖出7亿元；偏空3、基差：IH2406贴水8.86点，IF2406贴水15.31点，中性IC2406贴水30.98点，IM2406贴水38.59点，偏空4、盘面：IH>IF>IC> IM（主力），IH、IF、IC、IM在20日均线下方，偏空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：证监会再度回答ST和退市问题，问询函减少，短期有望缓解市场对于小微盘股悲观情绪，小微盘指数企稳反弹，期指呈现震荡局面。 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IH2406.CFEIH24062,448.40-0.4635,605-8.86-0.36%-9.43%734,5202024-06-2114IH2407.CFEIH24072,414.20-0.524,924-43.06-1.78%-15.50%724,2602024-07-1942IH2409.CFEIH24092,413.40-0.4611,785-43.86-1.82%-6.32%724,0202024-09-20105IH2412.CFEIH24122,416.80-0.512,932-40.46-1.67%-3.12%725,0402024-12-20196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IF2406.CFEIF24063,558.80-0.6866,751-15.31-0.43%-11.22%1,067,6402024-06-2114IF2407.CFEIF24073,528.60-0.697,102-45.51-1.29%-11.21%1,058,5802024-07-1942IF2409.CFEIF24093,523.20-0.6923,895-50.91-1.44%-5.02%1,056,9602024-09-20105IF2412.CFEIF24123,526.60-0.665,250-47.51-1.35%-2.51%1,057,9802024-12-20196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IC2406.CFEIC24065,178.00-0.6053,160-30.98-0.60%-15.60%1,035,6002024-06-2114IC2407.CFEIC24075,154.80-0.567,643-54.18-1.05%-9.13%1,030,9602024-07-1942IC2409.CFEIC24095,119.40-0.6117,249-89.58-1.75%-6.08%1,023,8802024-09-20105IC2412.CFEIC24125,087.00-0.638,098-121.98-2.40%-4.47%1,017,4002024-12-20196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IM2406.CFEIM24065,115.000.31100,891-38.59-0.75%-19.67%1,023,0002024-06-2114IM2407.CFEIM24075,067.600.3410,223-85.99-1.70%-14.75%1,013,5202024-07-1942IM2409.CFEIM24094,995.000.3335,942-158.59-3.17%-11.04%999,0002024-09-20105IM2412.CFEIM24124,919.000.2913,069-234.59-4.77%-8.88%983,8002024-12-201962.04沪深3003,574.11-0.5012.041.253.17中证5005,208.98-0.3822.741.60股指期货升贴水表2024/6/7数据来源：wind，市盈率取PE（TTM）上证502,457.26-0.4310.471.124.201.52中证10005,153.590.4436.351.79 期货市场-沪深300基差与价差-200-150-100-500501002021/11/102021/12/72022/1/42022/2/72022/3/32022/3/302022/4/282022/5/302022/6/272022/7/222022/8/182022/9/152022/10/192022/11/152022/12/122023/1/92023/2/102023/3/92023/4/62023/5/82023/6/22023/7/32023/7/282023/8/242023/9/202023/10/252023/11/212023/12/182024/1/152024/2/192024/3/152024/4/152024/5/15沪深300基差IF00IF01IF02IF03-150-100-500501002021/12/72022/1/52022/2/92022/3/92022/4/82022/5/112022/6/92022/7/72022/8/42022/9/12022/9/302022/11/42022/12/22022/12/302023/2/62023/3/62023/4/32023/5/52023/6/22023/7/42023/8/12023/8/292023/9/262023/11/12023/11/292023/12/272024/1/252024/3/12024/3/292024/4/302024/5/31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-120-100-80-60-40-2002040602021/11/102021/12/72022/1/42022/2/72022/3/32022/3/302022/4/282022/5/302022/6/272022/7/222022/8/182022/9/152022/10/192022/11/152022/12/122023/1/92023/2/102023/3/92023/4/62023/5/82023/6/22023/7/32023/7/282023/8/242023/9/202023/10/252023/11/212023/12/182024/1/152024/2/192024/3/152024/4/152024/5/15上证50基差IH00IH01IH02IH03-100-80-60-40-2002040602021/12/72022/1/52022/2/92022/3/92022/4/82022/5/112022/6/92022/7/72022/8/42022/9/12022/9/302022/11/42022/12/22022/12/302023/2/62023/3/62023/4/32023/5/52023/6/22023/7/42023/8/12023/8/292023/9/262023/11/12023/11/292023/12/272024/1/252024/3/12024/3/292024/4/302024/5/31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-450-400-350-300-250-200-150-100-500501002021/11/102021/12/92022/1/102022/2/152022/3/152022/4/152022/5/192022/6/202022/7/192022/8/172022/9/162022/10/242022/11/222022/12/212023/1/202023/2/272023/3/282023/4/272023/5/312023/7/32023/8/12023/8/302023/9/282023/11/62023/12/52024/1/42024/2/22024/3/122024/4/122024/5/16中证500基差IC00IC01IC02IC03-400-350-300-250-200-150-100-500501002021/12/72022/1/52022/2/92022/3/82022/4/72022/5/102022/6/82022/7/62022/8/32022/8/312022/9/292022/11/32022/12/12022/12/292023/2/32023/3/32023/3/312023/5/42023/6/12023/7/32023/7/312023/8/282023/9/252023/10/312023/11/282023/12/262024/1/242024/2/292024/3/282024/4/292024/5/30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0.08%-0.43%-0.50%0.13%-0.38%-0.90%-0.71%-2.16%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%0.50%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-0.92%0.29%-0.63%0.14%0.18%-0.16%-0.32%-1.30%-1.40%-1.20%-1.00%-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0.97%0.72%1.18%0.12%-0.53%-0.84%-1.07%1.65%0.92%-0.18%1.67%1.53%2.11%1.71%1.40%1.73%0.69%1.09%-1.99%0.53%0.00%0.80%-0.80%0.53%-0.51%0.24%0.83%0.61%0.37%2.47%-0.18%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%0.50%1.00%1.50%2.00%2.50%3.00%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