前20会员单位成交量占比76%，前5成交量占比29.8%，总成交量小幅下降
　　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，头寸规模有所减少；净持仓偏多的席位，银河期货、中信建投高位减少；净持仓偏空的席位，上海东证、中信期货规模增加

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25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76前5成交量占比298总成交量小幅下降中证1000期货前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13340998723110182-11459头寸规模有所减少净持仓偏多的席位银河期货中信建投高位减少净持仓偏空的席位上海东证中信期货规模增加前20会员单位成交量占比727前5成交量占比30总成交量降幅明显中证500期货前20会员净持仓净持仓小幅转空前5会员净持仓偏多规模持313655252890254339-1449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701前5占比305总成交量下降明显前20会员净持仓偏空规模仍在增加前5净持仓偏空规模也继沪深300期货续放大净持仓偏多的席位浙商期货规模小幅增加净持仓偏200616133334164625-31291空的席位整体变化不大前20会员成交占比727前5占比343本周整体成交量冲高回落上证50期货前20会员净持仓偏空头寸规模保持高位前5会员净持仓转12347584150110003-25853为偏多规模小幅下降净持仓偏多的席位永安期货申银万国规模小幅增加净持仓偏空的席位整体变化不大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广发期货兴证期货国信期货申银万国华闻期货中信期货华泰期货上海东证2022-12-1244596233381905211-518-150-1679-2445-17192022-12-1346328361851772-334-349-12-1436-2448-14852022-12-14455911321801272276-327-46-1453-2887-14472022-12-1545871301-1081482219-569-345-1010-2688-18762022-12-1635511721-660710-86-534131-1004-2741-17002022-12-19348818001621363265-36099-1036-2803-22862022-12-2036251778250657-301-590168-1045-2633-25362022-12-2135272017414723391-411-512-1746-2475-29522022-12-2234362149577547443-174107-2108-2570-33882022-12-2333491622663640491-65-621-2344-2636-3761中证1000期货净持仓偏多单的席位以银河期货中信建投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18000009120000041600000803510000014000007038000012000006025100000056000002800000401560000034000001400000220000005200000100002022-09-302022-12-202022-07-292022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-10-312022-12-022022-07-292022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-11-042022-11-102022-11-162022-11-222022-11-282022-12-082022-12-142022-12-20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16000001600004000140000-20001400002000120000-40001200001000001000000-60008000080000-2000-80006000060000-400040000-100004000020000-1200020000-60000-140000-80002022-09-202022-11-162022-07-292022-10-252022-07-292022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-222022-11-282022-12-022022-12-082022-12-142022-12-202022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-20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银河期货申银万国中信建投银河期货华泰期货中信建投331100000国信期货4中信期货申银万国80000527华泰期货华闻期货60000国信期货540000华闻期货海通期货20000海通期货120上海东证国泰君安中信期货上海东证国泰君安14262022-07-292022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-20前10会员单位净持仓变化6000前20会员单位成交量占比76前5成交量占比5000银河期货4000298总成交量小幅下降3000中信建投2000广发期货1000前20会员净持仓为空头寸规模继续放大前5会0兴证期货员净持仓偏空头寸规模有所减少-1000国信期货-2000-3000申银万国净持仓偏多的席位银河期货中信建投高位减-4000-5000华闻期货少净持仓偏空的席位上海东证中信期货规中信期货模增加华泰期货2022-09-302022-11-102022-07-292022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-10-132022-10-192022-10-252022-10-312022-11-042022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-20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永安期货申银万国永安期货国信期货60000申银万国44450000国信期货兴证期货国泰君安53140000兴证期货上海东证上海东证300006华泰期货20000华泰期货10000银河期货60海通期货中信期货银河期货9国泰君安海通期货中信期货9222022-07-292022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-20前10会员单位空单持仓前10会员单位空单持仓分布8000070000中信建投中信建投银河期货国信期货60000国信期货招商期货334国泰君安50000银河期货申银万国44000029招商期货430000海通期货申银万国20000810000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11242022-07-292022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-20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500080001000500070004500400006000400030005000-100035002000400030003000-200025002022-12-202022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-1410002022-07-2920002000-3000010001500-10000-40001000500-500002022-08-262022-10-312022-07-292022-08-042022-08-102022-08-162022-08-222022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-20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100025000400020000020002000015000-1000150000-20001000010000-20002022-07-292022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-20-30005000-400050002022-09-012022-09-142022-09-262022-10-132022-10-252022-08-042022-08-102022-08-162022-08-222022-08-262022-09-072022-09-202022-09-302022-10-192022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-20-40002022-07-29-60000-50000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兴证期货申银万国国投安信中信期货长江期货光大期货国泰君安中银期货瑞银期货华泰期货2022-12-121252714378994484502702-6607-7211-8108-9311-178612022-12-1312722142691017679452724-6348-7003-8056-9509-185942022-12-1412881138771075568032341-7023-6805-7952-9638-182412022-12-1512783133231102059982768-5751-6537-7921-10208-186942022-12-1612352128451155444872764-5902-6520-7645-9866-191202022-12-1913944126221158645762989-6254-6808-7666-9899-191032022-12-2013386125341164040463097-6215-6717-7740-10202-192312022-12-2113216121021145438423168-6182-7609-7740-10259-191882022-12-2213456116871144653093335-6187-8215-7890-10415-197872022-12-2313598117711125551743388-6572-7879-7994-10455-20679中证500期货净持仓偏多单的席位以兴证期货申银万国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30000008220000004508180000042500000781600000351400002000000760312000002507410000015000002072800001000000760000015068400000150000005066200000000642022-09-302022-12-202022-07-292022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-09-012022-12-082022-07-292022-08-042022-08-102022-08-162022-08-222022-08-262022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-142022-12-20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40000012000400000140003500001000035000012000300000800030000010000250000600025000080002000004000200000600015000020001500001000000100000400050000-20005000020000-4000002022-07-292022-07-292022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-202022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-20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申银万国东兴期货申银万国160000光大期货东兴期货兴证期货3214000034国泰君安120000光大期货国信期货629100000兴证期货80000国信期货华泰期货660000华泰期货40000华闻期货华闻期货2000070海通期货中信期货国泰君安海通期货中信期货162022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-202022-07-2924前10会员单位净持仓变化2000015000兴证期货前20会员单位成交量占比727前5成交量占比10000申银万国30总成交量降幅明显5000国投安信0-5000中信期货前20会员净持仓净持仓小幅转空前5会员净持仓-10000长江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2022-08-162022-07-292022-08-042022-08-102022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-20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200000国信期货中信建投33中信期货420国信期货兴证期货1500009兴证期货100000申银万国申银万国华泰期货950000国泰君安国投安信15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12142022-07-292022-08-042022-08-102022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-12-20前10会员单位空单持仓前10会员单位空单持仓分布250000申银万国申银万国200000银河期货永安期货永安期货光大期货3华泰期货43150000银河期货423招商期货100000光大期货5招商期货国投安信500006国投安信0海通期货海通期货国泰君安中信期货1321国泰君安中信期货2022-08-102022-10-192022-12-202022-08-042022-08-162022-08-222022-08-262022-09-012022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-142022-07-2918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兴证期货华泰期货1600020000045000180001400040000120001600014000-5000350001000012000800010000300002022-09-012022-12-142022-08-042022-08-102022-08-162022-08-222022-08-262022-09-072022-09-142022-09-202022-09-262022-09-302022-10-132022-10-192022-10-252022-10-312022-11-042022-11-102022-11-162022-11-222022-11-282022-12-022022-12-082022-12-208000-100002022-07-296000250004000600040002000020002000-150000015000-20000100005000-2500002022-11-102022-07-292022-0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