20230205-招商期货-股指期货周度报告_国内经济开始修复_市场风格出现轮动_11页_2mb (1).pdf
|2023 2 5 20230130-202300203 300 WIND,0755-82709642 F0272480 Z0002746 50 500 300 1000 1 0.9 1000 50 2023 1 PMI PMI PMI 50.1%54.4%52.9%12 3.1 12.8 10.3 PMI 17 IM IC IF IH2 5.08 0.49-2.17-3.40 IM IC IF IH IH IF 3 IC IM4 IF IH IH IF 11 1 IC IM IH IF IC IM 1 IC IM 2 1 Page 2 一、市场回顾及总结 50 1000 500 300 50 50 500 300 1000 1 0.9 1000 50 1-0.04%-1.41 3263.41 161975 38.95%0.61%73.67 12054.30 236876 37.48%-0.23%-5.85 2580.11 61335 69.28%50 0.46%4.73 1033.87 6851 42.29%50-2.19%-62.01 2774.80 17469 39.13%300-0.95%-39.89 4141.63 68103 34.80%500 1.48%92.25 6343.69 70506 48.62%1000 2.79%188.22 6925.08 81283 44.56%WIND,2 1 50 50 300 500 1000 1 0.993 0.977 0.911 0.848 0.97 0.971 0.93 0.993 1 0.986 0.908 0.846 0.973 0.971 0.93 0.977 0.986 1 0.918 0.749 0.921 0.993 0.975 50 0.911 0.908 0.918 1 0.666 0.846 0.93 0.909 50 0.848 0.846 0.749 0.666 1 0.945 0.704 0.602 300 0.97 0.973 0.921 0.846 0.945 1 0.894 0.824 500 0.971 0.971 0.993 0.93 0.704 0.894 1 0.989 1000 0.93 0.93 0.975 0.909 0.602 0.824 0.989 1 WIND,22 3 VIX 18.33 CAC40 DAX 100 A IH IF IC IM IH IF IC IM Page 3 1 22 WIND,2 22 WIND,IM IC IF IH2 5.08 0.49-2.17-3.40 IM IC IF IH IH IF 3 IC IM4 IF IH 00.10.20.30.40.50.62022-02-03 2022-08-03 2023-02-03 100 CAC40 DAX 22500.10.20.30.40.50.62022-02-03 2022-08-03 2023-02-03 50 300 500 1000 Page 4 3 WIND,50 500 0.4374 300 1000 0.5981 4 50 500 5 300 1000 WIND,WIND,50 PE 9.69 300 PE 12 500 PE 24.32 1000 PE 30.71 40.31 40.31 25.64 17.69 IC IM IH IF IH IF IC IM IC IM-80-60-40-200204060801001202022-05-03 2022-08-03 2022-11-03 2023-02-03IC00 IF00 IH00 IM00 0.300.350.400.450.500.550.602021-02-03 2021-08-03 2022-02-03 2022-08-03 2023-02-03 50/500 0.000.100.200.300.400.500.600.700.800.901.002011-02-03 2014-02-03 2017-02-03 2020-02-03 2023-02-03 300/1000 Page 5 6 TTM WIND,二、市场流动性分析 7 10,680 7()WIND,SHIBOR 1.2620%6 1 1.8500%0.4 1 2.1730%9.1 3 2.3570%1 6 2.4660%1 2.5900%1.3 7 1.9136%1.96 0102030405060702022-02-03 2022-05-03 2022-08-03 2022-11-03 2023-02-03-50-300-500-1000 100-20,000-15,000-10,000-5,00005,00010,00015,00020,00025,00005,00010,00015,00020,00025,00030,00035,0002022/2/3 2022/5/3 2022/8/3 2022/11/3 2023/2/3 Page 6 8 WIND,2 2 1 20 2 2 213.41 9 WIND,341.79 152.93 188.86 1,467.11 18,713.08 0.001.002.003.004.005.006.002020-02 2020-06 2020-10 2021-02 2021-06 2021-10 2022-02 2022-06 2022-10 2023-02SHIBOR:SHIBOR:1 SHIBOR:1 SHIBOR:3 SHIBOR:6 SHIBOR:1-20,000,000.000.0020,000,000.0040,000,000.0060,000,000.0080,000,000.00100,000,000.00120,000,000.00-4,000,000.00-3,000,000.00-2,000,000.00-1,000,000.000.001,000,000.002,000,000.003,000,000.004,000,000.005,000,000.002021/2 2021/8 2022/2 2022/8 2023/2 Page 7 10 WIND,11 12 WIND,WIND,56 18.35 1,589 0.002,000.004,000.006,000.008,000.0010,000.0012,000.0014,000.0016,000.0018,000.0020,000.00-200.00-150.00-100.00-50.000.0050.00100.00150.00200.00250.002022-2-3 2022-8-3 2023-2-3()()0.001000.002000.003000.004000.005000.006000.007000.00-150.00-100.00-50.000.0050.00100.00150.00200.002022-02-03 2022-08-03 2023-02-03:()-()0.001000.002000.003000.004000.005000.006000.007000.00-150.00-100.00-50.000.0050.00100.00150.00200.002022-02-03 2022-08-03 2023-02-03:()-()Page 8 13 WIND,14 WIND,三、技术分析 50 0.005,000,000.0010,000,000.0015,000,000.0020,000,000.0025,000,000.0030,000,000.0001020304050607080902023-01-08 2023-03-08 2023-05-08 2023-07-08 2023-09-08 2023-11-08()-0.002,000.004,000.006,000.008,000.0010,000.0012,000.0014,000.0016,000.0018,000.0020,000.000.00200.00400.00600.00800.001,000.001,200.001,400.001,600.002020-01-02 2020-06-15 2020-11-20 2021-04-29 2021-10-12 2022-03-21 2022-08-25()()Page 9 15 50 300 16 300 500 Page 10 17 500 1000 8 19 18 1000 四、投资策略 1 IC IM 2 Page 11 研究员 简介 F R M 11 F0272480 Z0002746 重要声明 20 1 1 129 1 20 17 7 1 C3 C3
