前20会员单位成交量占比77.6%，前5成交量占比36%，总成交量逐步上升
　　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，头寸规模维持较高水平

研究报告全文：股指会员持仓周报广发期货APP微信公众号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2022年12月18号各品种观点会员多单持会员空单持会员净持品种主要观点持仓量仓仓仓前20会员单位成交量占比776前5成交量占比36总成交量逐步上升中证1000期货12049891737101665-9928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维持较高水平前20会员单位成交量占比768前5成交量占比345总成交量逐步上升中证500期货前20会员净持仓净持仓小幅转多前5会员净持仓偏多规模持2942252452162429482268续增加净持仓偏多的席位中信期货头寸下降明显净持仓偏空的席位华泰期货头寸小幅增加前20席位成交占比709前5占比33总成交量开始逐步放大沪深300期货前20会员净持仓偏空规模维持高位前5净持仓偏空规模也开197983134842162722-27880始放大净持仓偏多的席位整体变化不大净持仓偏空的席位华泰期货规模再度增加前20会员成交占比73前5占比345本周整体成交量冲高回落前20会员净持仓偏空头寸规模保持高位前5会员净持仓转上证50期货12115983588108290-24702为偏多规模小幅下降净持仓偏多的席位永安期货规模小幅减少净持仓偏空的席位国泰君安开始减少规模2目录01中证1000期货02中证500期货03沪深300期货04上证50期货31一中证1000期货4净持仓增减变化主要会员单位的净持仓变化手日期银河期货中信建投兴证期货海通期货华闻期货广发期货国泰君安中信期货上海东证华泰期货2022-12-053813816126229468645-272580-2570-19372022-12-06390915401202587682575-374-178-2768-19952022-12-0740828762121511-67414135-160-2828-17272022-12-08405314671488317-712465-520-680-2163-15022022-12-09406413691957299170547-923-414-2394-10752022-12-1244596231905987-150338-1422-1679-1719-24452022-12-1346328361772690-12185-1402-1436-1485-24482022-12-14455911321272482-46180-1302-1453-1447-28872022-12-15458713011482684-345-108-823-1010-1876-26882022-12-1635511721710225131-660-683-1004-1700-2741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华泰期货上海东证为主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18000009120000041600000803510000014000007038000012000006025100000056000002800000401560000034000001400000220000005200000100002022-09-232022-12-132022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-10-242022-11-252022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-282022-11-032022-11-092022-11-152022-11-212022-12-012022-12-072022-12-13占比席位成交量成交量占比席位成交量成交量前20会员单位持仓占比前5会员单位持仓占比1400002000140000400012000001200002000100000-2000100000080000-400080000-200060000-60006000040000-800040000-400020000-1000020000-60000-120000-80002022-09-132022-11-092022-07-222022-10-182022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-152022-11-212022-11-252022-12-012022-12-072022-12-132022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13席位净持仓席位多单持仓席位空单持仓持仓量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140000120000中信建投华泰期货中信建投申银万国华泰期货33国泰君安100000国信期货5申银万国23800005国信期货华闻期货60000华闻期货740000银河期货银河期货20000海通期货70上海东证中信期货海通期货中信期货1122国泰君安上海东证142022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13前10会员单位净持仓变化6000前20会员单位成交量占比776前5成交量占比5000银河期货400036总成交量逐步上升3000中信建投2000兴证期货1000前20会员净持仓为空头寸规模继续放大前5会0海通期货员净持仓偏空头寸规模维持较高水平-1000华闻期货-2000-3000广发期货净持仓偏多的席位银河期货高位减少中信建-4000-5000国泰君安投持续增多净持仓偏空的席位上海东证大幅中信期货减少上海东证2022-09-232022-11-032022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-292022-10-122022-10-182022-10-242022-10-282022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13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8000070000国信期货永安期货国信期货申银万国60000永安期货43兴证期货4国泰君安50000申银万国52940000兴证期货华泰期货530000华泰期货上海东证20000上海东证710000海通期货银河期货0海通期货中信期货9国泰君安银河期货中信期货10242022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13前10会员单位空单持仓前10会员单位空单持仓分布8000070000中信建投国信期货招商期货中信建投60000招商期货银河期货332申银万国450000国信期货国泰君安40000529银河期货30000海通期货20000申银万国910000海通期货0华泰期货华泰期货10上海东证中信期货上海东证中信期货10252022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13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银河期货光大期货50008000100045004000700040006000035003000500030004000-1000200025003000100020002022-12-132022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072000-20002022-07-221500010001000-10000-3000500-400002022-08-192022-10-242022-07-222022-07-282022-08-032022-08-092022-08-152022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13净持仓多单持仓空单持仓净持仓多单持仓空单持仓多单持仓较高的会员单位空单持仓较高的会员单位国泰君安中信期货100020000400020000020001500015000-10000-20001000010000-20002022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13-300050005000-40002022-08-252022-09-062022-09-192022-09-292022-10-182022-07-282022-08-032022-08-092022-08-152022-08-192022-08-312022-09-132022-09-232022-10-122022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13-40002022-07-22-60000-50000净持仓多单持仓空单持仓净持仓多单持仓空单持仓2二中证500期货10净持仓增减变化主要会员单位的净持仓变化手日期申银万国兴证期货国投安信中信期货东兴期货光大期货国泰君安中银期货瑞银期货华泰期货2022-12-0514587117629709119983956-6770-9626-7877-8882-181822022-12-0614481117279701115214164-7012-8893-7833-8994-179182022-12-07139421309110056104853855-6912-7818-8193-9117-175172022-12-0813632116699446102973773-5827-6949-8227-9157-172452022-12-091372711740993393713828-7126-7479-7630-9285-174682022-12-121437812527994484503530-6607-7211-8108-9311-178612022-12-1314269127221017679453199-6348-7003-8056-9509-185942022-12-1413877128811075568033163-7023-6805-7952-9638-182412022-12-1513323127831102059983173-5751-6537-7921-10208-186942022-12-1612845123521155444873340-5902-6520-7645-9866-19120中证500期货净持仓偏多单的席位以申银万国兴证期货国投安信为主净持仓偏空单的席位以华泰期货瑞银期货为主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30000008220000004508180000042500000781600000351400002000000760312000002507410000015000002072800001000000760000015068400000150000005066200000000642022-09-232022-12-132022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-08-252022-12-012022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-072022-12-13占比席位成交量成交量占比席位成交量成交量前20会员单位持仓占比前5会员单位持仓占比400000150004000001400035000035000012000100003000003000001000025000025000050008000200000200000600015000001500004000100000-5000100000500005000020000-10000002022-09-132022-11-092022-07-222022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-152022-11-212022-11-252022-12-012022-12-072022-12-132022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13席位净持仓席位多单持仓席位空单持仓持仓量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200000180000东兴期货兴证期货东兴期货160000光大期货兴证期货华泰期货3214000044国泰君安120000光大期货申银万国30100000华泰期货580000申银万国国信期货660000国信期货40000华闻期货华闻期货2000060海通期货中信期货国泰君安海通期货13中信期货2022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-132022-07-2227前10会员单位净持仓变化2000015000申银万国前20会员单位成交量占比768前5成交量占比10000兴证期货345总成交量逐步上升5000国投安信0-5000中信期货前20会员净持仓净持仓小幅转多前5会员净持仓-10000东兴期货偏多规模持续增加-15000光大期货-20000净持仓偏多的席位中信期货头寸下降明显净国泰君安-25000持仓偏空的席位华泰期货头寸小幅增加中银期货瑞银期货2022-08-092022-07-222022-07-282022-08-032022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13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250000永安期货中信建投永安期货国信期货20000032中信期货中信建投4兴证期货20150000国信期货8兴证期货100000申银万国申银万国华泰期货1050000国投安信国泰君安16海通期货0华泰期货国泰君安11中信期货国投安信海通期货12142022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13前10会员单位空单持仓前10会员单位空单持仓分布200000180000申银万国永安期货申银万国160000永安期货平安期货14000044华泰期货光大期货4120000平安期货26100000580000光大期货国投安信60000国投安信640000招商期货20000招商期货60上海东证上海东证海通期货8国泰君安国泰君安海通期货232022-08-032022-10-122022-12-132022-07-282022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-07-2214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申银万国华泰期货1800030000045000160002500040000140001200020000-5000350001000015000300002022-08-252022-12-072022-07-282022-08-032022-08-092022-08-152022-08-192022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-138000-100002022-07-226000100002500040005000200002000-150000015000-20000100005000-2500002022-11-032022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13净持仓多单持仓空单持仓净持仓多单持仓空单持仓多单持仓较高的会员单位空单持仓较高的会员单位中信期货国泰君安20000500000400001500040000-2000100003000030000-400050002022-10-242022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-1320000-60002022-07-22200000-500010000-800010000-100000-10000-1200002022-07-282022-11-252022-07-222022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-12-012022-12-072022-12-13净持仓多单持仓空单持仓净持仓多单持仓空单持仓3三沪深300期货16净持仓增减变化主要会员单位的净持仓变化手日期浙商期货永安期货国投安信兴证期货银河期货国泰君安中信期货中粮期货广发期货华泰期货2022-12-05372138952541786918-4703-6905-3461-2357-66242022-12-0637564195518415613-3935-5161-3480-2929-66272022-12-0741144291688110340-3048-5284-2195-2614-61332022-12-08406940586741471415-3030-5050-2404-2685-62742022-12-0940933944737398-67-2607-4841-2459-2520-60892022-12-1238414046301675138-4441-2998-2633-2486-59622022-12-13395141148715031-3686-3077-2857-2502-62082022-12-1438474053862129740-3353-2057-3223-2667-60112022-12-15296042776311899222-3038-2845-3229-2722-57992022-12-163484342989947688-2846-3138-3229-3853-6726沪深300期货净持仓偏多单的席位以浙商期货永安期货为主净持仓偏空的席位以华泰期货为主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25000007618000004074160000035200000140000072031200000702515000010000002068800000151000000666000006440000015000000506220000000062022-09-232022-12-132022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-08-252022-12-012022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-072022-12-13占比席位成交量成交量占比席位成交量成交量前20会员单位持仓占比前5会员单位持仓占比25000002500006000-50004000200000200000-1000020000150000-15000150000-2000-20000100000100000-4000-250005000050000-6000-30000-80000-350000-100002022-09-132022-11-092022-07-222022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-152022-11-212022-11-252022-12-012022-12-072022-12-132022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13席位净持仓席位多单持仓席位空单持仓持仓量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160000140000兴证期货方正中期兴证期货光大期货方正中期33120000国信期货4国泰君安100000光大期货52880000国信期货申银万国660000申银万国华闻期货40000华闻期货720000华泰期货华泰期货海通期货07中信期货国泰君安海通期货中信期货12252022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13前10会员单位净持仓变化10000浙商期货前20席位成交占比709前5占比33总成交量5000永安期货开始逐步放大0国投安信-5000兴证期货前20会员净持仓偏空规模维持高位前5净持仓偏-10000银河期货空规模也开始放大-15000国泰君安净持仓偏多的席位整体变化不大净持仓偏空的-20000中信期货席位华泰期货规模再度增加中粮期货广发期货2022-08-092022-07-222022-07-282022-08-032022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13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120000浙商期货浙商期货100000银河期货4银河期货国投安信5中信期货80000国投安信526申银万国申银万国600006广发期货40000广发期货华泰期货620000永安期货华泰期货0上海东证7国泰君安永安期货国泰君安中信期货8上海东证2492022-07-222022-07-282022-08-032022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-122022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-12-13前10会员单位空单持仓前10会员单位空单持仓分布120000中粮期货100000中信建投中粮期货中信建投光大期货4380000国投安信4中信期货光大期货460000永安期货27国投安信440000银河期货永安期货200005银河期货广发期货0广发期货10华泰期货国泰君安华泰期货国泰君安2022-08-032022-10-122022-12-132022-07-282022-08-092022-08-152022-08-192022-08-252022-08-312022-09-062022-09-132022-09-192022-09-232022-09-292022-10-182022-10-242022-10-282022-11-032022-11-092022-11-152022-11-212022-11-252022-12-012022-12-072022-07-221326