股指会员持仓周报

2022年7月24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70.83%，前5成交量占比33.44%，总成交量冲高回落净持仓偏多的席位，申银万国略有减少，其他席位变化不大；净持仓偏空的席位，瑞银期货突然减少332811257832263913-6081131595186411沪深300期货前20席位成交占比70.52%，前5占比34.24%，总成交量冲高回落；净持仓偏多的席位，海通期货有所减少；净持仓偏空的席位，中信期货、国泰君安都在减少191591135196150687-15491119838169029上证50期货前20会员成交占比72.77 %，前5占比36.93%，本周整体成交量最后两天快速增加净持仓偏多的席位，永安期货大幅减少，其余变化不大；净持仓偏空的席位，中银期货增加较快953756601980162-1414367452981672 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银河期货、申银万国、兴证期货为主；净持仓偏空单的席位以招商期货、华泰期货、中投天琪为主日期银河期货申银万国兴证期货国投安信海通期货瑞银期货光大期货中投天琪华泰期货招商期货2022-07-111018310664781971858566-6226-7535-12172-13260-127542022-07-121022710459797371037385-6226-6566-12479-13005-134142022-07-131059510412770371707667-6228-6711-12477-13007-133192022-07-141023110216865274177987-6228-7051-12272-13459-139782022-07-151001211256978577916325-6493-6584-12757-14060-155902022-07-181088710989902675036959-6540-6659-12757-14160-144982022-07-19111189407892675357228-6563-6865-12928-13967-146502022-07-20109149480926276257428-6804-7004-12489-13729-149792022-07-21109109847892979176455-6792-6993-12453-13352-140962022-07-22108969658873681746256-5295-7818-12363-14023-14062 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0500001000001500002000002500003000003500002022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-212022-06-272022-07-012022-07-072022-07-132022-07-190.640.660.680.70.720.740.760.78占比席位成交量成交量0500001000001500002000002500002022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-212022-06-272022-07-012022-07-072022-07-132022-07-190.280.30.320.340.360.380.4占比席位成交量成交量0500001000001500002000002500003000003500004000002022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-212022-06-272022-07-012022-07-072022-07-132022-07-19-30000-25000-20000-15000-10000-50000席位净持仓席位多单持仓席位空单持仓持仓量0500001000001500002000002500003000003500004000002022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-212022-06-272022-07-012022-07-072022-07-132022-07-19-10000-5000050001000015000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中信期货28%国泰君安24%海通期货13%华闻期货9%国信期货6%华泰期货6%申银万国4%东兴期货4%五矿期货3%兴证期货3%前20会员单位成交量占比70.83%，前5成交量占比33.44%，总成交量冲高回落前20会员净持仓偏空，头寸规模较为稳定；前5会员净持仓偏多，规模持续减少净持仓偏多的席位，申银万国略有减少，其他席位变化不大；净持仓偏空的席位，瑞银期货突然减少-25000-20000-15000-10000-5000050001000015000200002022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-212022-06-272022-07-012022-07-072022-07-132022-07-19银河期货申银万国兴证期货国投安信海通期货瑞银期货光大期货中投天琪华泰期货0500001000001500002000002500002022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-212022-06-272022-07-012022-07-072022-07-132022-07-19兴证期货五矿期货东兴期货申银万国华泰期货国信期货华闻期货海通期货国泰君安中信期货 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0500001000001500002000002500002022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-212022-06-272022-07-012022-07-072022-07-132022-07-19永安期货中信建投兴证期货上海东证国投安信国泰君安华泰期货申银万国海通期货中信期货中信期货21%海通期货14%申银万国13%华泰期货12%国泰君安11%国投安信9%上海东证7%兴证期货6%中信建投4%永安期货3%0200004000060000800001000001200001400001600001800002000002022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-212022-06-272022-07-012022-07-072022-07-132022-07-19瑞银期货国信期货国投安信光大期货永安期货中投天琪招商期货海通期货国泰君安中信期货29%国泰君安15%海通期货12%招商期货11%中投天琪8%永安期货6%光大期货6%国投安信5%国信期货4%瑞银期货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050001000015000200002500002000400060008000100001200014000160002022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-212022-06-272022-07-012022-07-072022-07-132022-07-19银河期货净持仓多单持仓空单持仓0500010000150002000025000-20000-15000-10000-500002022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-