单击此处编辑母版标题样式原油期货持仓周报投资咨询业务资格：证监许可669号中信期货研究部桂晨曦从业资格号：F3023159 投资咨询号：Z0013632重要提示：本报告中发布的观点和信息仅供中信期货的专业投资者参考，若您并非中信期货客户中的专业投资者，为控制投资风险，请取消订阅、接收或使用本报告的任何信息，本报告难以设置访问权限，若给您造成不便，敬请谅解。我司不会因为关注、收到或阅读本报告内容而视相关人员为客户，市场有风险，投资需谨慎。2022/3/6 油品期货大幅减仓 油品期货持仓进展数据来源：CFTC 中信期货研究部多单空单净多多单空单净多现值295536663792291577233801136147-4127672107838周变化3889-1201515904-105084-95798-9286-180431季度值现值28739643119244277496834414095827392028476周变化8606-243411040-9627-9286-341-29656季度值现值77375315874217127578232469-104891361392周变化-8991-2144-6847-10340-9819-521-28015季度值现值42467188582360959415158392-98977284878周变化-6888-80171129-17817-200982281-49324季度值现值1319044115127789215573295482-79909643316周变化-11823-4237-7586-13494-4366730173-42378季度值NymexWTINymexRBOBNymexULSDICEGasoilICEBrent管理基金持仓生产商/贸易商/消费商持仓 rYqVwWrQoPsQpNpMtQ7NcMbRpNoOpNmOkPrRnOeRrRsN9PmNtQvPqQvNvPqNoR1.INE SC 原油期货数据来源：INE 中信期货研究部0500001000001500002000002018/072018/082018/092018/102018/112018/122019/012019/022019/032019/042019/052019/062019/072019/082019/092019/102019/112019/122020/012020/022020/032020/042020/052020/062020/072020/082020/092020/102020/112020/122021/012021/022021/032021/042021/052021/062021/072021/082021/092021/102021/112021/122022/012022/02INE原油期货持仓量总持仓当月活跃合约持仓02000004000006000008000002018/072018/082018/092018/102018/112018/122019/012019/022019/032019/042019/052019/062019/072019/082019/092019/102019/112019/122020/012020/022020/032020/042020/052020/062020/072020/082020/092020/102020/112020/122021/012021/022021/032021/042021/052021/062021/072021/082021/092021/102021/112021/122022/012022/02INE原油期货成交量(手)总成交当月活跃合约成交 2.ICE Brent 原油期货数据来源：CFTC 中信期货研究部2000000220000024000002600000280000030000002040608010012014021/02/2321/03/2321/04/2321/05/2321/06/2321/07/2321/08/2321/09/2321/10/2321/11/2321/12/2322/01/2322/02/23期货总持仓（手）期价(美元/桶)总持仓（右轴）010000020000030000040000050000002040608010012014019/01/1119/03/1119/05/1119/07/1119/09/1119/11/1120/01/1120/03/1120/05/1120/07/1120/09/1120/11/1121/01/1121/03/1121/05/1121/07/1121/09/1121/11/1122/01/11基金净多持仓（手）期价(美元/桶)基金净多持仓（右轴）050000100000150000200000010000020000030000040000050000060000019/01/0819/03/0819/05/0819/07/0819/09/0819/11/0820/01/0820/03/0820/05/0820/07/0820/09/0820/11/0821/01/0821/03/0821/05/0821/07/0821/09/0821/11/0822/01/08管理基金持仓（手）多单空单(右)0200000400000600000800000100000012000001400000160000002000004000006000008000001000000120000019/01/0819/03/0819/05/0819/07/0819/09/0819/11/0820/01/0820/03/0820/05/0820/07/0820/09/0820/11/0821/01/0821/03/0821/05/0821/07/0821/09/0821/11/0822/01/08生产/贸易/消费商持仓（手）多单空单(右) 3.Nymex WTI 原油期货数据来源：CFTC 中信期货研究部1500000180000021000002400000270000040608010012021/02/1221/03/1221/04/1221/05/1221/06/1221/07/1221/08/1221/09/1221/10/1221/11/1221/12/1222/01/1222/02/12期货总持仓（手）期价(美元/桶)总持仓（右轴）010000020000030000040000050000002040608010012014019/01/1119/03/1119/05/1119/07/1119/09/1119/11/1120/01/1120/03/1120/05/1120/07/1120/09/1120/11/1121/01/1121/03/1121/05/1121/07/1121/09/1121/11/1122/01/11基金净多持仓（手）期价(美元/桶)基金净多持仓（右轴）020000400006000080000100000120000140000160000010000020000030000040000050000019/01/0819/03/0819/05/0819/07/0819/09/0819/11/0820/01/0820/03/0820/05/0820/07/0820/09/0820/11/0821/01/0821/03/0821/05/0821/07/0821/09/0821/11/0822/01/08管理基金持仓（手）多单空单(右)0100000200000300000400000500000600000700000800000010000020000030000040000050000060000070000019/01/0819/03/0819/05/0819/07/0819/09/0819/11/0820/01/0820/03/0820/05/0820/07/0820/09/0820/11/0821/01/0821/03/0821/05/0821/07/0821/09/0821/11/0822/01/08生产/贸易/消费商持仓（手）多单空单(右) 4. Nymex RBOB 汽油期货数据来源：CFTC 中信期货研究部25000030000035000040000045000050000015020025030035040021/02/1221/03/1221/04/1221/05/1221/06/1221/07/1221/08/1221/09/1221/10/1221/11/1221/12/1222/01/1222/02/12期货总持仓（手）期价(美分/加仑)总持仓（右轴）020000400006000080000100000120000140000010020030040019/01/1119/03/1119/05/1119/07/1119/09/1119/11/1120/01/1120/03/1120/05/1120/07/1120/09/1120/11/1121/01/1121/03/1121/05/1121/07/1121/09/1121/11/1122/01/11基金净多持仓（手）期价(美分/加仑)基金净多持仓（右轴）050001000015000200002500030000350004000002000040000600008000010000012000014000019/01/0819/03/0819/05/0819/07/0819/09/0819/11/0820/01/0820/03/0820/05/0820/07/0820/09/0820/11/0821/01/0821/03/0821/05/0821/07/0821/09/0821/11/0822/01/08管理基金持仓（手）多单空单(右)05000010000015000020000025000030000005000010000015000020000019/01/0819/03/0819/05/0819/07/0819/09/0819/11/0820/01/0820/03/0820/05/0820/07/0820/09/0820/11/0821/01/0821/03/0821/05/0821/07/0821/09/0821/11/0822/01/08生产/贸易/消费商持仓（手）多单空单(右) 5. Nymex ULSD 柴油期货数据来源：CFTC 中信期货研究部25000030000035000040000045000050000015020025030035040021/02/1221/03/1221/04/1221/05/1221/06/1221/07/1221/08/1221/09/1221/10/1221/11/1221/12/1222/01/1222/02/12期货总持仓（手）期价(美分/加仑)总持仓（右轴）-40000-200000200004000060000010020030040019/01/1119/03/1119/05/1119/07/1119/09/1119/11/1120/01/1120/03/1120/05/1120/07/1120/09/1120/11/1121/01/1121/03/1121/05/1121/07/1121/09/1121/11/1122/01/11基金净多持仓（手）期价(美分/加仑)基金净多持仓（右轴）010000200003000040000500006000001000020000300004000050000600007000019/01/0819/03/0819/05/0819/07/0819/09/0819/11/0820/01/0820/03/0820/05/0820/07/0820/09/0820/11/0821/01/0821/03/0