股指会员持仓周报

2022年12月04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中证1000期货前20会员单位成交量占比71%，前5成交量占比29%，总成交量持续下降前20会员净持仓为空，头寸规模继续放大；前5会员净持仓偏空，头寸规模大幅增加；净持仓偏多的席位，中信建投由空转多；净持仓偏空的席位，华泰期货大幅减少1140868138389931-8548中证500期货前20会员单位成交量占比77.7%，前5成交量占比34.8%，总成交量有所回落前20会员净持仓净持仓偏多，规模开始下降；前5会员净持仓偏多，规模略有下降；净持仓偏多的席位，中信建投持续增加；净持仓偏空的席位，国泰君安规模增幅较大3029912520692491142955沪深300期货前20席位成交占比68.25%，前5占比30%，总成交量持续减少前20会员净持仓偏空，规模维持高位；前5净持仓偏空规模增加净持仓偏多的席位，永安期货增加较快；净持仓偏空的席位，中信期货减少较快204559131993158797-26804上证50期货前20会员成交占比65.6%，前5占比30.8%，本周整体成交量冲高回落前20会员净持仓偏空，头寸规模较为稳定，前5会员净持仓转为偏多净持仓偏多的席位，华泰期货、永安期货增加较多；净持仓偏空的席位，国泰君安、中银期货增加规模1258917464995976-213272 目录中证500期货上证50期货沪深300期货3020304中证1000期货01 一、中证1000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1000期货净持仓偏多单的席位以银河期货为主；净持仓偏空单的席位以上海东证、华泰期货、国泰君安为主日期银河期货中信建投兴证期货永安期货广发期货国信期货申银万国国泰君安华泰期货上海东证2022-11-213526-355347882345901249-1414-2708-22212022-11-223683-832626791058405654-822-2885-18562022-11-233891-80477581181181122-652-2535-21022022-11-243796110525921026169-44-145-2694-20582022-11-253613219115891052155351-22-2383-23372022-11-283600214614418919208-65591-2109-23072022-11-293535624967333621192253652-2306-21262022-11-303559508572126954303556390-2374-20612022-12-0137571430563630790-483399-194-2038-23372022-12-0237711227121485566188-246-508-1924-2268 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0200004000060000800001000001200001400001600001800002022-07-222022-07-272022-08-012022-08-042022-08-092022-08-122022-08-172022-08-222022-08-252022-08-302022-09-022022-09-072022-09-132022-09-162022-09-212022-09-262022-09-292022-10-112022-10-142022-10-192022-10-242022-10-272022-11-012022-11-042022-11-092022-11-142022-11-172022-11-222022-11-252022-11-3000.10.20.30.40.50.60.70.80.9占比席位成交量成交量0200004000060000800001000001200002022-07-222022-07-272022-08-012022-08-042022-08-092022-08-122022-08-172022-08-222022-08-252022-08-302022-09-022022-09-072022-09-132022-09-162022-09-212022-09-262022-09-292022-10-112022-10-142022-10-192022-10-242022-10-272022-11-012022-11-042022-11-092022-11-142022-11-172022-11-222022-11-252022-11-3000.050.10.150.20.250.30.350.4占比席位成交量成交量0200004000060000800001000001200001400002022-07-222022-07-272022-08-012022-08-042022-08-092022-08-122022-08-172022-08-222022-08-252022-08-302022-09-022022-09-072022-09-132022-09-162022-09-212022-09-262022-09-292022-10-112022-10-142022-10-192022-10-242022-10-272022-11-012022-11-042022-11-092022-11-142022-11-172022-11-222022-11-252022-11-30-10000-8000-6000-4000-200002000席位净持仓席位多单持仓席位空单持仓持仓量0200004000060000800001000001200001400002022-07-222022-07-272022-08-012022-08-042022-08-092022-08-122022-08-172022-08-222022-08-252022-08-302022-09-022022-09-072022-09-132022-09-162022-09-212022-09-262022-09-292022-10-112022-10-142022-10-192022-10-242022-10-272022-11-012022-11-042022-11-092022-11-142022-11-172022-11-222022-11-252022-11-30-8000-6000-4000-2000020004000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前20会员单位成交量占比71%，前5成交量占比29%，总成交量持续下降前20会员净持仓为空，头寸规模继续放大；前5会员净持仓偏空，头寸规模大幅增加净持仓偏多的席位，中信建投由空转多；净持仓偏空的席位，华泰期货大幅减少0200004000060000800001000001200001400002022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-01中信建投银河期货华泰期货申银万国国信期货华闻期货海通期货上海东证国泰君安中信期货中信期货28%国泰君安24%上海东证14%海通期货10%华闻期货6%国信期货5%申银万国4%华泰期货4%银河期货3%中信建投2%-5000-4000-3000-2000-10000100020003000400050002022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-01银河期货中信建投兴证期货永安期货广发期货国信期货申银万国国泰君安华泰期货 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010000200003000040000500006000070000800002022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-01国信期货广发期货申银万国永安期货华泰期货上海东证海通期货银河期货中信期货国泰君安国泰君安26%中信期货24%银河期货11%海通期货8%上海东证7%华泰期货6%永安期货5%申银万国5%广发期货4%国信期货4%010000200003000040000500006000070000800002022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-01中信建投招商期货国信期货银河期货申银万国海通期货华泰期货上海东证中信期货国泰君安29%中信期货24%上海东证11%华泰期货10%海通期货8%申银万国5%银河期货4%国信期货4%招商期货3%中信建投2% 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010002000300040005000600070008000-10000100020003000400050002022-07-222022-07-272022-08-012022-08-042022-08-092022-08-122022-08-172022-08-222022-08-252022-08-302022-09-022022-09-072022-09-132022-09-162022-09-212022-09-262022-09-292022-10-112022-10-142022-10-192022-10-242022-10-272022-11-012022-11-042022-11-092022-11-142022-11-172022-11-222022-11-252022-11-30银河期货净持仓多单持仓空单持仓0100020003000400050006000-3000-2500-2000-1500-1000-50005