股指会员持仓周报

2021年12月26号股指会员持仓周报本报告中所有观点仅供参考，请务必阅读此报告倒数第二页的免责声明。广发期货APP微信公众号 各品种观点品种主要观点持仓量会员多单持仓会员空单持仓会员净持仓成交量会员成交量中证500期货前20会员单位成交量占比70%，前5成交量占比37%，市场整体成交量和席位成交量下降较多前20会员净持仓偏空的头寸规模较高；前5会员净持仓转向偏多，头寸规模继续增大261218188103215960-278577055299089沪深300期货前20席位成交占比67%，前5占比35%，会员成交量和市场总体成交量本周大幅下降净持仓偏多的席位，海通期货快速减少头寸，天风期货、银河期货略有增加；净持仓偏空的席位，变动不大194790129656157644-2798874836100627上证50期货前20会员成交占比70%，前5占比37%，市场成交量本周大幅下降净持仓偏多的席位，华泰期货大幅先增后减；净持仓偏空的席位，广发期货、瑞银期货、国泰君安头寸规模扩大1075897269289694-1700245150640662 目录中证500期货上证50期货沪深300期货3010203 一、中证500期货41 净持仓增减变化主要会员单位的净持仓变化（手）中证500期货净持仓偏多单的席位以一德期货、银河期货、南华期货、乾坤期货为主；净持仓偏空单的席位以华泰期货、招商期货、中投天琪为主日期一德期货银河期货南华期货乾坤期货上海东证平安期货中信期货中投天琪招商期货华泰期货2021-12-13109536072598361043445-1394-6615-8735-19159-278122021-12-14109556257521159113246-1643-5938-8945-20194-275702021-12-15106406188511250532958-1942-6564-9205-20156-271742021-12-1694596240582051663712-2548-6278-10066-19119-275182021-12-17113616916588058822770-1905-5711-10501-19776-277392021-12-20113437103588659012947-1761-6434-10709-19834-280892021-12-21113727449590158603483-3315-6369-10853-19762-288602021-12-22113827678576557473878-3252-7180-10710-19538-286652021-12-23110897796568552124209-3440-7335-10442-20033-286342021-12-24124207469629750974504-4964-8475-10374-20089-26900 会员单位的成交量持仓量前20会员单位成交量占比前5会员单位成交量占比前20会员单位持仓占比前5会员单位持仓占比0500001000001500002000002500003000002021-07-292021-08-042021-08-102021-08-162021-08-202021-08-262021-09-012021-09-072021-09-132021-09-172021-09-272021-10-082021-10-142021-10-202021-10-262021-11-012021-11-052021-11-112021-11-172021-11-232021-11-292021-12-032021-12-092021-12-152021-12-210.60.620.640.660.680.70.720.740.76占比席位成交量成交量0200004000060000800001000001200001400001600001800002000002021-07-292021-08-042021-08-102021-08-162021-08-202021-08-262021-09-012021-09-072021-09-132021-09-172021-09-272021-10-082021-10-142021-10-202021-10-262021-11-012021-11-052021-11-112021-11-172021-11-232021-11-292021-12-032021-12-092021-12-152021-12-210.310.320.330.340.350.360.370.380.390.40.410.42占比席位成交量成交量0500001000001500002000002500003000003500002021-07-292021-08-042021-08-102021-08-162021-08-202021-08-262021-09-012021-09-072021-09-132021-09-172021-09-272021-10-082021-10-142021-10-202021-10-262021-11-012021-11-052021-11-112021-11-172021-11-232021-11-292021-12-032021-12-092021-12-152021-12-21-40000-35000-30000-25000-20000-15000-10000-50000席位净持仓席位多单持仓席位空单持仓持仓量0500001000001500002000002500003000003500002021-07-292021-08-042021-08-102021-08-162021-08-202021-08-262021-09-012021-09-072021-09-132021-09-172021-09-272021-10-082021-10-142021-10-202021-10-262021-11-012021-11-052021-11-112021-11-172021-11-232021-11-292021-12-032021-12-092021-12-152021-12-21-6000-4000-2000020004000600080001000012000席位净持仓席位多单持仓席位空单持仓持仓量 各家会员单位的分类统计前10会员单位成交量前10会员单位成交量分布前10会员单位净持仓变化国泰君安21%中信期货18%海通期货15%上海东证12%华泰期货10%华闻期货6%兴证期货6%银河期货5%国信期货4%招商期货3%前20会员单位成交量占比70%，前5成交量占比37%，市场整体成交量和席位成交量下降较多前20会员净持仓偏空的头寸规模较高；前5会员净持仓转向偏多，头寸规模继续增大净持仓偏多的席位，一德期货、银河期货头寸有所增加；净持仓偏空的席位，华泰期货头寸有所减少-40000-30000-20000-1000001000020000300002021-07-292021-08-042021-08-102021-08-162021-08-202021-08-262021-09-012021-09-072021-09-132021-09-172021-09-272021-10-082021-10-142021-10-202021-10-262021-11-012021-11-052021-11-112021-11-172021-11-232021-11-292021-12-032021-12-092021-12-152021-12-21一德期货银河期货南华期货乾坤期货上海东证平安期货中信期货中投天琪招商期货0200004000060000800001000001200001400001600001800002000002021-07-292021-08-042021-08-102021-08-162021-08-202021-08-262021-09-012021-09-072021-09-132021-09-172021-09-272021-10-082021-10-142021-10-202021-10-262021-11-012021-11-052021-11-112021-11-172021-11-232021-11-292021-12-032021-12-092021-12-152021-12-21招商期货国信期货银河期货兴证期货华闻期货华泰期货上海东证海通期货中信期货国泰君安 各家会员单位分类统计前10会员单位多单持仓前10会员单位多单持仓分布前10会员单位空单持仓前10会员单位空单持仓分布0200004000060000800001000001200001400002021-07-292021-08-042021-08-102021-08-162021-08-202021-08-262021-09-012021-09-072021-09-132021-09-172021-09-272021-10-082021-10-142021-10-202021-10-262021-11-012021-11-052021-11-112021-11-172021-11-232021-11-292021-12-032021-12-092021-12-152021-12-21中金期货乾坤期货南华期货广发期货国投安信上海东证一德期货华泰期货国泰君安中信期货中信期货20%国泰君安18%华泰期货12%一德期货12%上海东证9%国投安信7%广发期货7%南华期货6%乾坤期货5%中金期货4%0200004000060000800001000001200001400002021-07-292021-08-042021-08-102021-08-162021-08-202021-08-262021-09-012021-09-072021-09-132021-09-172021-09-272021-10-082021-10-142021-10-202021-10-262021-11-012021-11-052021-11-112021-11-172021-11-232021-11-292021-12-032021-12-092021-12-152021-12-21银河期货国信期货平安期货光大期货永安期货国投安信中投天琪海通期货招商期货华泰期货33%招商期货16%海通期货11%中投天琪8%国投安信6%永安期货6%光大期货6%平安期货5%国信期货5%银河期货4% 会员单位的持仓特征净持仓偏多的会员单位净持仓偏空的会员单位多单持仓较高的会员单位空单持仓较高的会员单位020004000600080001000012000140001600001000200030004000500060007000800090002021-07-292021-08-042021-08-102021-08-162021-08-202021-08-262021-09-012021-09-072021-09-132021-09-172021-09-272021-10-082021-10-142021-10-202021-10-262021-11-012021-11-052021-11-112021-11-172021-11-232021-11-292021-12-032021-12-092021-12-152021-12-21银河期货净持仓多单持仓空单持仓050001000015000200002500030000350004000045000-35000-30000-25000-20000-15000-10000-500002021-07-292021-08-042021-08-102021-08-162021-08-202021-08-262021-09-012