股指会员持仓周报

2022年8月14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76.54%，前5成交量占比37.30%，总成交量持续回落净持仓偏多的席位，整体变化不大；净持仓偏空的席位，光大期货小幅增加315261255866256279-41380516123268沪深300期货前20席位成交占比70.23%，前5占比33.55%，总成交量持续减少净持仓偏多的席位，海通期货有所减少；净持仓偏空的席位，中信期货大幅减少，其他席位变化不大194348135211150312-15101102361144045上证50期货前20会员成交占比69.93%，前5占比36.16%，本周整体成交量逐步下降净持仓偏多的席位，中信建投有所增加，其余变化不大；净持仓偏空的席位，国泰君安变动剧烈，瑞银期货逐步增加966186679381061-1426854723798152 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申银万国、国投安信、兴证期货、银河期货为主；净持仓偏空单的席位以华泰期货、招商期货、光大期货为主日期申银万国国投安信兴证期货银河期货上海东证国泰君安瑞银期货光大期货招商期货华泰期货2022-08-011121094488729101814434-2425-4195-7993-13632-194312022-08-02113179475851196785268-4464-4667-8624-14211-194662022-08-03110289825855093453723-5481-5926-7808-13907-188992022-08-04107019767843095903682-4949-5906-7811-12944-187502022-08-05106699523830499394202-5119-5897-8215-13479-187952022-08-081071996298226100724639-4965-5826-8188-13479-186682022-08-091081497618162101745194-4438-4970-8076-13382-188642022-08-101082697128105100035599-4733-5649-8150-12514-188852022-08-11109219298832394195105-5161-5734-8492-12789-182492022-08-12113099626918690885469-5220-5701-8833-12606-18014 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0500001000001500002000002500003000003500002022-03-182022-03-242022-03-302022-04-072022-04-132022-04-192022-04-252022-04-292022-05-102022-05-162022-05-202022-05-262022-06-012022-06-082022-06-142022-06-202022-06-242022-06-302022-07-062022-07-122022-07-182022-07-222022-07-282022-08-032022-08-090.640.660.680.70.720.740.760.780.8占比席位成交量成交量0500001000001500002000002500002022-03-182022-03-242022-03-302022-04-072022-04-132022-04-192022-04-252022-04-292022-05-102022-05-162022-05-202022-05-262022-06-012022-06-082022-06-142022-06-202022-06-242022-06-302022-07-062022-07-122022-07-182022-07-222022-07-282022-08-032022-08-090.280.30.320.340.360.380.4占比席位成交量成交量0500001000001500002000002500003000003500004000002022-03-182022-03-242022-03-302022-04-072022-04-132022-04-192022-04-252022-04-292022-05-102022-05-162022-05-202022-05-262022-06-012022-06-082022-06-142022-06-202022-06-242022-06-302022-07-062022-07-122022-07-182022-07-222022-07-282022-08-032022-08-09-30000-25000-20000-15000-10000-500005000席位净持仓席位多单持仓席位空单持仓持仓量0500001000001500002000002500003000003500004000002022-03-182022-03-242022-03-302022-04-072022-04-132022-04-192022-04-252022-04-292022-05-102022-05-162022-05-202022-05-262022-06-012022-06-082022-06-142022-06-202022-06-242022-06-302022-07-062022-07-122022-07-182022-07-222022-07-282022-08-032022-08-09-10000-5000050001000015000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26%国泰君安23%海通期货11%华闻期货10%华泰期货8%国信期货8%申银万国4%五矿期货4%兴证期货3%东兴期货3%前20会员单位成交量占比76.54%，前5成交量占比37.30%，总成交量持续回落前20会员净持仓转为多空平衡；前5会员净持仓偏多，规模保持不变净持仓偏多的席位，整体变化不大；净持仓偏空的席位，光大期货小幅增加-25000-20000-15000-10000-5000050001000015000200002022-03-182022-03-242022-03-302022-04-072022-04-132022-04-192022-04-252022-04-292022-05-102022-05-162022-05-202022-05-262022-06-012022-06-082022-06-142022-06-202022-06-242022-06-302022-07-062022-07-122022-07-182022-07-222022-07-282022-08-032022-08-09申银万国国投安信兴证期货银河期货上海东证国泰君安瑞银期货光大期货招商期货0500001000001500002000002500002022-03-182022-03-242022-03-302022-04-072022-04-132022-04-192022-04-252022-04-292022-05-102022-05-162022-05-202022-05-262022-06-012022-06-082022-06-142022-06-202022-06-242022-06-302022-07-062022-07-122022-07-182022-07-222022-07-282022-08-032022-08-09东兴期货兴证期货五矿期货申银万国国信期货华泰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0500001000001500002000002500002022-03-182022-03-242022-03-302022-04-072022-04-132022-04-192022-04-252022-04-292022-05-102022-05-162022-05-202022-05-262022-06-012022-06-082022-06-142022-06-202022-06-242022-06-302022-07-062022-07-122022-07-182022-07-222022-07-282022-08-032022-08-09永安期货广发期货中信建投兴证期货国投安信国泰君安华泰期货海通期货申银万国中信期货中信期货21%申银万国15%海通期货13%华泰期货12%国泰君安11%国投安信10%兴证期货6%中信建投5%广发期货4%永安期货3%0500001000001500002000002500002022-03-182022-03-242022-03-302022-04-072022-04-132022-04-192022-04-252022-04-292022-05-102022-05-162022-05-202022-05-262022-06-012022-06-082022-06-142022-06-202022-06-242022-06-302022-07-062022-07-122022-07-182022-07-222022-07-282022-08-032022-08-09瑞银期货国投安信永安期货光大期货申银万国招商期货海通期货国泰君安中信期货华泰期货21%中信期货21%国泰君安14%海通期货10%招商期货9%申银万国8%光大期货5%永安期货5%国投安信4%瑞银期货3% 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050001000015000200002500030000020004000600080001000012000140002022-03-182022-03-242022-03-302022-04-072022-04-132022-04-192022-04-252022-04-292022-05-102022-05-162022-05-202022-05-262022-06-012022-06-082022-06-142022-06-202022-06-242022-06-302022-07-062022-07-122022-07-182022-07-222022-07-282022-08-032022-08-09申银万国净持仓多单持仓空单持仓050001000015000200002500030000350004000045000-25000-20000-15000-10000-500002022-03-182022-03-242022-03-302022-04-072022-04-132022-04-192022-04-252022-04-292022-05-102022-05-162022-05-202022-05-262022-06-012022-06-082022-06-142022-06-202022-06-242022-06-302022-07-062022-07-122022-07-182022-0