广发期货股指会员持仓周报

2022年2月27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68%，前5成交量占比34.67%，总成交量上升，席位成交量占比下降净持仓偏多的席位，一德期货增仓，其它席位变动不大；净持仓偏空的席位，华泰期货、招商期货头寸逐步减少，中信期货开始增加头寸301458218354240991-2263798409134057沪深300期货前20席位成交占比64.56%，前5占比34.53%，总成交量和会员成交量都在增加净持仓偏多的席位，中金期货头寸明显增加；净持仓偏空的席位，华泰期货大幅增加，中信期货本周有所减少202955131039160783-29744102945136847上证50期货前20会员成交占比69.8%，前5占比36.3%，市场成交量回升净持仓偏多的席位，申银万国、天风期货有所增加，其余席位有所减少；净持仓偏空的席位，国泰君安、广发期货大幅减少1029716702182907-1588651790723082 qZ9UjZdVcZiZnMmOmP8ObP8OnPmMtRsQfQnNtRfQmOyQ7NqRrRvPpNsPvPqMuN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、一德期货、南华期货为主；净持仓偏空单的席位以华泰期货、招商期货、中投天琪为主日期申银万国一德期货南华期货兴证期货银河期货国泰君安中金期货中投天琪招商期货华泰期货2022-02-14119528163625351227395-4474-2682-12039-17762-193222022-02-15116406871617849647004-3659-2742-11856-18402-185092022-02-16114886695592448316739-3442-1678-11134-18031-188372022-02-17116848193612450026061-3918-1252-11436-16841-187702022-02-18114978297627153506164-3725-1622-11455-16593-185502022-02-21111158395640455666304-4242-2139-11368-15980-185812022-02-22120059608658156636067-5325-2502-11750-16032-184612022-02-23114569212653160486038-5808-3300-11219-15665-181182022-02-241215610469717258296083-5711-4943-11001-15539-179862022-02-251178010169703263116125-6070-7187-10927-14349-17464 会员单位的成交量持仓量前20会员单位成交量占比前单位成交量占比前20会员单位持仓占比前5会员单位持仓占比0500001000001500002000002500002021-09-242021-09-302021-10-132021-10-192021-10-252021-10-292021-11-042021-11-102021-11-162021-11-222021-11-262021-12-022021-12-082021-12-142021-12-202021-12-242021-12-302022-01-062022-01-122022-01-182022-01-242022-01-282022-02-102022-02-162022-02-220.60.620.640.660.680.70.720.740.760.78占比席位成交量成交量0200004000060000800001000001200001400001600002021-09-242021-09-302021-10-132021-10-192021-10-252021-10-292021-11-042021-11-102021-11-162021-11-222021-11-262021-12-022021-12-082021-12-142021-12-202021-12-242021-12-302022-01-062022-01-122022-01-182022-01-242022-01-282022-02-102022-02-162022-02-220.30.320.340.360.380.40.42占比席位成交量成交量0500001000001500002000002500003000003500002021-09-242021-09-302021-10-132021-10-192021-10-252021-10-292021-11-042021-11-102021-11-162021-11-222021-11-262021-12-022021-12-082021-12-142021-12-202021-12-242021-12-302022-01-062022-01-122022-01-182022-01-242022-01-282022-02-102022-02-162022-02-22-35000-30000-25000-20000-15000-10000-50000席位净持仓席位多单持仓席位空单持仓持仓量0500001000001500002000002500003000003500002021-09-242021-09-302021-10-132021-10-192021-10-252021-10-292021-11-042021-11-102021-11-162021-11-222021-11-262021-12-022021-12-082021-12-142021-12-202021-12-242021-12-302022-01-062022-01-122022-01-182022-01-242022-01-282022-02-102022-02-162022-02-22-10000-5000050001000015000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会员单位成交量前会员单位成交量分布前10会员单位净持仓变化中信期货25%国泰君安24%海通期货12%华闻期货9%华泰期货8%国信期货5%招商期货5%五矿期货4%兴证期货4%申银万国4%前20会员单位成交量占比68%，前5成交量占比34.67%，总成交量上升，席位成交量占比下降前20会员净持仓偏空，头寸规模持续减少；前5会员净持仓趋向多空平衡净持仓偏多的席位，一德期货增仓，其它席位变动不大；净持仓偏空的席位，华泰期货、招商期货头寸逐步减少，中信期货开始增加头寸-40000-30000-20000-1000001000020000300002021-09-242021-09-302021-10-132021-10-192021-10-252021-10-292021-11-042021-11-102021-11-162021-11-222021-11-262021-12-022021-12-082021-12-142021-12-202021-12-242021-12-302022-01-062022-01-122022-01-182022-01-242022-01-282022-02-102022-02-162022-02-22申银万国一德期货南华期货兴证期货银河期货国泰君安中金期货中投天琪招商期货0200004000060000800001000001200001400002021-09-242021-09-302021-10-132021-10-192021-10-252021-10-292021-11-042021-11-102021-11-162021-11-222021-11-262021-12-022021-12-082021-12-142021-12-202021-12-242021-12-302022-01-062022-01-122022-01-182022-01-242022-01-282022-02-102022-02-162022-02-22申银万国兴证期货五矿期货招商期货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0200004000060000800001000001200001400001600002021-09-242021-09-302021-10-132021-10-192021-10-252021-10-292021-11-042021-11-102021-11-162021-11-222021-11-262021-12-022021-12-082021-12-142021-12-202021-12-242021-12-302022-01-062022-01-122022-01-182022-01-242022-01-282022-02-102022-02-162022-02-22广发期货南华期货永安期货一德期货国投安信上海东证国泰君安华泰期货海通期货中信期货中信期货21%海通期货14%华泰期货13%国泰君安13%上海东证8%国投安信8%一德期货8%永安期货7%南华期货5%广发期货3%0200004000060000800001000001200001400001600001800002021-09-242021-09-302021-10-132021-10-192021-10-252021-10-292021-11-042021-11-102021-11-162021-11-222021-11-262021-12-022021-12-082021-12-142021-12-202021-12-242021-12-302022-01-062022-01-122022-01-182022-01-242022-01-282022-02-102022-02-162022-02-22国信期货国投安信光大期货永安期货银河期货申银万国招商期货海通期货国泰君安华泰期货25%国泰君安16%海通期货14%招商期货12%申银万国8%银河期货6%永安期货5%光大期货5%国投安信5%国信期货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0500010000150002000025000020004000600080001000012000140002021-09-242021-09-302021-10-132021-10-192021-10-252021-10-292021-11-042021-11-102021-11-162021-11-222021-11-262021-12-022021-12-082021-12-142021-12-202021-12-242021-12-302022-01-062022-01-122022-01-182022-01-242022-01-282022-02-102022-02-162022-02-22申银万国净持仓多单持仓空单持仓050001000015000200002500030000350004000045000-35000-30000-25000-20000-15000-10000-500002021-09-242021-09-302021-10-132021-10-192021-1