广发期货股指会员持仓周报

2022年5月22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71.86%，前5成交量占比36.52%，总成交量出现逐步减少净持仓偏多的席位，银河期货、申银万国逐步增加，其余席位变动不大；净持仓偏空的席位，变动不大333841254501271783-17282151822218198沪深300期货前20席位成交占比69.87%，前5占比36.99%，总成交量逐步增加净持仓偏多的席位，海通期货小幅减少；净持仓偏空的席位，中信期货、华泰期货减少较多，上海东证头寸增加212619149315170297-20982155887217828上证50期货前20会员成交占比68.02 %，前5占比38.36%，本周整体成交量逐步增加净持仓偏多的席位，普遍出现头寸规模缩减；净持仓偏空的席位，中信期货大幅减少，中金期货大幅增加1072666582683287-17461773951052942 eWeWlUIZpOrQ7N9RaQoMrRmOpNlOoOmRjMtRoN6MmNmMMYrRtNwMpPsQ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、国投安信、申银万国为主；净持仓偏空单的席位以华泰期货、招商期货、中投天琪、国泰君安为主日期银河期货国投安信申银万国兴证期货浙商期货国信期货国泰君安中投天琪华泰期货招商期货2022-05-09126537589502745341858-5150-8683-12297-16069-158962022-05-10109657328521549942215-4165-8476-12193-15998-177122022-05-11121527520608963312194-2639-9033-12153-15611-161552022-05-12115137404492161332096-3146-8755-12164-15854-156962022-05-13110617490542456411344-4658-9271-12196-15820-157312022-05-16111647790564554602797-5617-9343-11989-15004-158012022-05-17114617642580056592690-4831-8895-12071-15509-164952022-05-18113577864559354882831-4461-9272-12098-15374-156152022-05-19116367779616052272997-5023-8941-12156-15246-164212022-05-20121156815680050582954-4707-9196-11768-14837-15901 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0500001000001500002000002500003000003500002021-12-172021-12-232021-12-292022-01-052022-01-112022-01-172022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-170.60.620.640.660.680.70.720.740.760.78占比席位成交量成交量0500001000001500002000002500002021-12-172021-12-232021-12-292022-01-052022-01-112022-01-172022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-170.30.320.340.360.380.40.42占比席位成交量成交量0500001000001500002000002500003000003500004000002021-12-172021-12-232021-12-292022-01-052022-01-112022-01-172022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-17-35000-30000-25000-20000-15000-10000-50000席位净持仓席位多单持仓席位空单持仓持仓量0500001000001500002000002500003000003500004000002021-12-172021-12-232021-12-292022-01-052022-01-112022-01-172022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-17-10000-8000-6000-4000-20000200040006000800010000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26%国泰君安23%海通期货11%华闻期货10%华泰期货7%东兴期货6%国信期货5%兴证期货4%申银万国4%五矿期货4%前20会员单位成交量占比71.86%，前5成交量占比36.52%，总成交量出现逐步减少前20会员净持仓偏空，头寸规模先减后增；前5会员净持仓趋向多头净持仓偏多的席位，银河期货、申银万国逐步增加，其余席位变动不大；净持仓偏空的席位，变动不大-35000-30000-25000-20000-15000-10000-50000500010000150002021-12-172021-12-232021-12-292022-01-052022-01-112022-01-172022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-17银河期货国投安信申银万国兴证期货浙商期货国信期货国泰君安中投天琪华泰期货0500001000001500002000002500002021-12-172021-12-232021-12-292022-01-052022-01-112022-01-172022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-17五矿期货申银万国兴证期货国信期货东兴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0200004000060000800001000001200001400001600001800002000002021-12-172021-12-232021-12-292022-01-052022-01-112022-01-172022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-17永安期货兴证期货中信建投上海东证国投安信华泰期货国泰君安申银万国海通期货中信期货中信期货22%海通期货14%申银万国12%国泰君安11%华泰期货11%国投安信8%上海东证6%中信建投6%兴证期货5%永安期货5%0500001000001500002000002500002021-12-172021-12-232021-12-292022-01-052022-01-112022-01-172022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-17光大期货平安期货国投安信国信期货永安期货中投天琪招商期货国泰君安华泰期货中信期货24%华泰期货20%国泰君安17%招商期货11%中投天琪7%永安期货5%国信期货5%国投安信4%平安期货4%光大期货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02000400060008000100001200014000160001800020000020004000600080001000012000140002021-12-172021-12-232021-12-292022-01-052022-01-112022-01-172022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-17银河期货净持仓多单持仓空单持仓050001000015000200002500030000350004000045000-35000-30000-25000-20000-15000-10000-500002021-12-172021-12-232021-12-292022-01-