广发期货股指会员持仓周报

2022年6月26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70.37%，前5成交量占比33.68%，总成交量冲高回落净持仓偏多的席位，申银万国、海通期货逐步增加，银河期货规模减少；净持仓偏空的席位，中信期货头寸增加，其他席位变动不大345865264255268899-4644128720181168沪深300期货前20席位成交占比70.33%，前5占比34.99%，总成交量逐步减少净持仓偏多的席位，大部分机构变动不大；净持仓偏空的席位，中信期货大幅减少规模，国泰君安头寸先增后减202157139655159354-19699121334170663上证50期货前20会员成交占比72.1 %，前5占比38.17%，本周整体成交量逐步减少净持仓偏多的席位，永安期货小幅减少，其余变化不大；净持仓偏空的席位，国泰君安大幅增加1069617335689623-1626767671975902 8YdVgZLWqRqRaQ9R8OnPmMtRtRfQqQrPkPmOxP7NmMrONZmRtOvPsOmR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、银河期货、兴证期货为主；净持仓偏空单的席位以招商期货、华泰期货、中投天琪为主日期申银万国银河期货兴证期货海通期货国投安信光大期货中信期货中投天琪华泰期货招商期货2022-06-13922012269522428865839-3762-5620-11608-12814-142922022-06-14873912438546734575211-4388-8362-10021-11401-144552022-06-151019811999581134245120-5334-7600-11616-12584-129732022-06-16983512002667028385886-6595-7820-11103-12611-133102022-06-17960312159781352436152-6635-8993-11443-12036-140712022-06-20968711800772252316049-4299-9038-10323-11874-137342022-06-21988211574772661955971-6155-8939-11510-12066-142502022-06-22975711356737371156516-6748-8595-11769-12636-140392022-06-231049411158766483736280-5811-10058-10149-13248-138302022-06-241096710956784977336460-5903-9079-10243-12890-13806 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0500001000001500002000002500003000003500002022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-210.60.620.640.660.680.70.720.740.760.78占比席位成交量成交量0500001000001500002000002500002022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-210.30.310.320.330.340.350.360.370.380.390.4占比席位成交量成交量0500001000001500002000002500003000003500004000002022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-21-35000-30000-25000-20000-15000-10000-50000席位净持仓席位多单持仓席位空单持仓持仓量0500001000001500002000002500003000003500004000002022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-21-10000-5000050001000015000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27%国泰君安23%海通期货12%华闻期货10%东兴期货6%兴证期货5%华泰期货5%国信期货4%五矿期货4%申银万国4%前20会员单位成交量占比70.37%，前5成交量占比33.68%，总成交量冲高回落前20会员净持仓偏空，头寸规模持续减少；前5会员净持仓偏多规模有所下降净持仓偏多的席位，申银万国、海通期货逐步增加，银河期货规模减少；净持仓偏空的席位，中信期货头寸增加，其他席位变动不大-30000-25000-20000-15000-10000-5000050001000015000200002022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-21申银万国银河期货兴证期货海通期货国投安信光大期货中信期货中投天琪华泰期货0500001000001500002000002500002022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-21申银万国五矿期货国信期货华泰期货兴证期货东兴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0500001000001500002000002500002022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-21中信建投永安期货兴证期货上海东证银河期货国泰君安华泰期货申银万国海通期货中信期货中信期货20%海通期货14%申银万国13%华泰期货12%国泰君安11%银河期货10%上海东证7%兴证期货5%永安期货4%中信建投4%0500001000001500002000002500002022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-21瑞银期货光大期货国投安信永安期货中投天琪招商期货海通期货国泰君安华泰期货中信期货26%华泰期货19%国泰君安14%海通期货10%招商期货9%中投天琪6%永安期货5%国投安信4%光大期货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050001000015000200002500030000020004000600080001000012000140002022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-092022-03-152022-03-212022-03-252022-03-312022-04-082022-04-142022-04-202022-04-262022-05-052022-05-112022-05-172022-05-232022-05-272022-06-022022-06-092022-06-152022-06-21申银万国净持仓多单持仓空单持仓050001000015000200002500030000350004000045000-25000-20000-15000-10000-500002022-01-212022-01-272022-02-092022-02-152022-02-212022-02-252022-03-032022-03-0920