证券代码：839979股指期货早报2024年7月23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：央行降息，隔夜中概股大涨，昨日两市分化，权重指数回调，中小盘指数震荡收红，外资净流入；中性2、资金：融资余额14107亿元，减少56亿元，北向资金净买入19.8亿元；偏空3、基差：ih2408贴水9.95点，if2408贴水22.52点，中性ic2408贴水31.58点，im2408贴水60.67点，偏空4、盘面：ih>if>ic> im（主力），ih、if在20日均线上方，偏多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：央行降息支持经济，3000点下方汇金场内买入etf，权重指数上涨后或高位调整，中小盘指数短期呈现底部宽幅震荡，三中全会奠定资本市场发展。 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ih2408.cfeih24082,422.60-0.4728,015-9.95-0.41%-6.00r6,7802024-08-1625ih2409.cfeih24092,420.00-0.4015,414-12.55-0.52%-3.15r6,0002024-09-2060ih2412.cfeih24122,420.80-0.424,853-11.75-0.49%-1.17r6,2402024-12-20151ih2503.cfeih25032,422.00-0.371,822-10.55-0.44%-0.66r6,6002025-03-21242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if2408.cfeif24083,492.40-0.5450,646-22.52-0.64%-9.41%1,047,7202024-08-1625if2409.cfeif24093,483.20-0.5423,850-31.72-0.91%-5.54%1,044,9602024-09-2060if2412.cfeif24123,476.00-0.589,720-38.92-1.12%-2.71%1,042,8002024-12-20151if2503.cfeif25033,474.20-0.633,461-40.72-1.17%-1.77%1,042,2602025-03-21242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ic2408.cfeic24084,834.40-0.1935,928-31.58-0.65%-9.54�6,8802024-08-1625ic2409.cfeic24094,806.00-0.2717,477-59.98-1.25%-7.59�1,2002024-09-2060ic2412.cfeic24124,752.60-0.399,369-113.38-2.39%-5.77�0,5202024-12-20151ic2503.cfeic25034,704.40-1.404,106-161.58-3.43%-5.18�0,8802025-03-21242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im2408.cfeim24084,766.200.0562,756-60.67-1.27%-18.58�3,2402024-08-1625im2409.cfeim24094,718.400.0241,910-108.47-2.30%-13.98�3,6802024-09-2060im2412.cfeim24124,619.00-0.0614,971-207.87-4.50%-10.88�3,8002024-12-20151im2503.cfeim25034,541.60-1.744,881-285.27-6.28%-9.47�8,3202025-03-212421.64中证10004,826.870.1131.101.69股指期货升贴水表2024/7/22数据来源：wind，市盈率取pe（ttm）上证502,432.55-0.9910.531.163.692.04沪深3003,514.92-0.6811.961.292.95中证5004,865.98-0.1220.731.53 期货市场-沪深300基差与价差-200-150-100-500501002021/11/102021/12/82022/1/62022/2/102022/3/92022/4/82022/5/112022/6/92022/7/72022/8/42022/9/12022/9/302022/11/42022/12/22022/12/302023/2/62023/3/62023/4/32023/5/52023/6/22023/7/42023/8/12023/8/292023/9/262023/11/12023/11/292023/12/272024/1/252024/3/12024/3/292024/4/302024/5/312024/7/1沪深300基差if00if01if02if03-150-100-500501002021/12/82022/1/72022/2/142022/3/152022/4/152022/5/192022/6/202022/7/192022/8/172022/9/162022/10/242022/11/222022/12/212023/1/202023/2/272023/3/282023/4/272023/5/312023/7/32023/8/12023/8/302023/9/282023/11/62023/12/52024/1/42024/2/22024/3/122024/4/122024/5/162024/6/172024/7/16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-120-100-80-60-40-2002040602021/11/102021/12/82022/1/62022/2/102022/3/92022/4/82022/5/112022/6/92022/7/72022/8/42022/9/12022/9/302022/11/42022/12/22022/12/302023/2/62023/3/62023/4/32023/5/52023/6/22023/7/42023/8/12023/8/292023/9/262023/11/12023/11/292023/12/272024/1/252024/3/12024/3/292024/4/302024/5/312024/7/1上证50基差ih00ih01ih02ih03-100-80-60-40-2002040602021/12/82022/1/72022/2/142022/3/152022/4/152022/5/192022/6/202022/7/192022/8/172022/9/162022/10/242022/11/222022/12/212023/1/202023/2/272023/3/282023/4/272023/5/312023/7/32023/8/12023/8/302023/9/282023/11/62023/12/52024/1/42024/2/22024/3/122024/4/122024/5/162024/6/172024/7/16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-450-400-350-300-250-200-150-100-500501002021/11/102021/12/102022/1/122022/2/182022/3/212022/4/222022/5/272022/6/292022/7/292022/8/302022/9/302022/11/82022/12/82023/1/102023/2/162023/3/202023/4/202023/5/252023/6/282023/7/282023/8/292023/9/282023/11/72023/12/72024/1/92024/2/82024/3/192024/4/222024/5/272024/6/27中证500基差ic00ic01ic02ic03-400-350-300-250-200-150-100-500501002021/12/82022/1/72022/2/142022/3/142022/4/142022/5/182022/6/172022/7/182022/8/162022/9/152022/10/212022/11/212022/12/202023/1/192023/2/242023/3/272023/4/262023/5/302023/6/302023/7/312023/8/292023/9/272023/11/32023/12/42024/1/32024/2/12024/3/112024/4/112024/5/152024/6/142024/7/15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-0.61%-0.99%-0.68%-0.22%-0.12%-0.38%0.34%-0.09%-1.20%-1.00%-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-0.59%-1.12%-0.73%0.02%-1.07%0.58%-0.67%-0.61%-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%0.20%0.40%0.60%0.8000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-0.98%-0.83%-0.67%-1.13%0.15%-0.30%-1.71%0.13%-0.16%0.62%-0.76%-0.08%-0.54%-0.76%-0.26%-1.13%-0.77%-0.13%0.31%0.76%1.57%0.08%0.10%-1.56%0.41%0.34%0.04%-1.30%-1.97%-0.14%-0.63%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%0.50%1.00%1.50%2.00%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