研究报告全文：投资咨询业务资格证监许可2012669号原油期货持仓周报单击此处编辑母版标题样式20221227布油小幅增仓美油延续减仓撰写人中信期货研究所原油研究负责人桂晨曦CFA从业资格号F3023159投资咨询号Z0013632重要提示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目录NymexWTIICEBrentNymexRBOB汽油期货一国际油品期货NymexWTI原油期货NymexULSD柴油期货ICEBrent原油期货ICEGasoil柴油期货INESC原油期货SHFE沥青期货二国内油品期货INELU低硫燃料油期货SHFE高硫燃料油期货标普500指数美元指数Comex黄金三国际关联品种5年期美国国债Comex铜撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632重要提示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油品期货持仓进展管理基金持仓生产商贸易商消费商持仓总持仓多单空单净多多单空单净多单边现值1866969336493332746935936249-1893141915585ICE周变化4438-7932123702852839451-1092344929Brent季度值现值21306550393162672322894325589-26951395622Nymex周变化3223-1496618189-22453-13195-9258-54860WTI季度值现值5586756115025673868159746-85878259864Nymex周变化2267-4772744-3563-1526-2037-2907RBOB季度值现值3018198972028461731150490-88759268734Nymex周变化1555-378253378175420-4603-2017ULSD季度值现值644921645348039117238279369-162131481038ICE周变化5758-38969654-15629458-1102015521Gasoil季度值撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源ICENymex中信期货研究所重要提示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ICEBrentNymexWTI原油期货期货总持仓手基金净多持仓手1409000001405000000期价美元桶基金净多持仓右轴期价美元桶总持仓右轴1201204500000100700000100804000000500000806035000004030000060204030000000100000200501200901201101210701220101220301220501220901191101200101200301200701210101210301210501210901211101220701221101220114220214220314220514220814220914221014211214220414220614220714221114221214管理基金持仓手生产贸易消费商持仓手1000000多单空单右3000002000000多单空单右250000025000020000008000001500000200000600000150000015000010000004000001000000100000500000200000500005000000000210228210430210630210831211031211231191029191229200229200430200630200831201031201231220228220430220630220831221031191229200430200831201231210228210430211231220228221031191029200229200630201031210630210831211031220430220630220831撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源ICENymex中信期货研究所重要提示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国际油品期货1ICEBrent原油期货期货总持仓手基金净多持仓手1405000001402400000期价美元桶基金净多持仓右轴期价美元桶总持仓右轴2300000120120400000220000010010021000008030000080200000060200000601900000401000004018000002020170000000200501200901201101210701220101220301220501220901191101200101200301200701210101210301210501210901211101220701221101220114220214220314220514220814220914221014211214220414220614220714221114221214管理基金持仓手生产贸易消费商持仓手600000多单空单右2000001200000多单空单右16000001400000500000100000015000012000004000008000001000000300000100000600000800000600000200000400000500004000001000002000002000000000210228210430210630210831211031211231191029191229200229200430200630200831201031201231220228220430220630220831221031210228210430210630211231220228220430220630220831221031191029191229200229200430200630200831201031201231210831211031撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源ICE中信期货研究所重要提示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2NymexWTI原油期货期货总持仓手基金净多持仓手140140500000期价美元桶基金净多持仓右轴期价美元桶总持仓右轴2700000120120400000240000010010021000008030000060801800000200000406015000001000002040120000000211202220102220302220502220602220802221002220202220402220702220902221102221202200501200901201101210701220101220301220501220901191101200101200301200701210101210301210501210901211101220701221101管理基金持仓手生产贸易消费商持仓手500000多单空单右140000700000多单空单右800000120000600000700000400000600000100000500000500000300000800004000004000006000030000020000030000040000200000200000100000200001000001000000000210228210430210630211231220228220430220630220831221031191029191229200229200430200630200831201031201231210831211031210228210430210630211231220228220430220630220831221031191029191229200229200430200630200831201031201231210831211031撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源Nymex中信期货研究所重要提示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3NymexRBOB汽油期货期货总持仓手基金净多持仓手450420000500140000期价美分加仑基金净多持仓右轴期价美分加仑总持仓右轴1200004004003700001000003503008000030032000020060000250270000400001002002000015022000000211223220203220224220407220609220721220811220922221103221124211202220113220317220428220519220630220901221013221215200501200901201101210701220101220301220501220901191101200101200301200701210101210301210501210901211101220701221101管理基金持仓手生产贸易消费商持仓手140000多单空单右35000200000多单空单右300000120000300002500001000002500015000020000080000200001000001500006000015000100000400001000050000200005000500000000191229200430200831210630211031220228220630221031191029200229200630201031201231210228210430210831211231220430220831210228210430210630211231220228220430220630220831221031191029191229200229200430200630200831201031201231210831211031撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源Nymex中信期货研究所重要提示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4NymexULSD柴油期货期货总持仓手基金净多持仓手55040000060060000期价美分加仑基金净多持仓右轴期价美分加仑总持仓右轴50040000450350000400200003503000003000200250250000100-200001502000000-40000211223220203220224220407220609220721220811220922221103221124211202220113220317220428220519220630220901221013221215200501200701201101210101210301210901220701221101191101200101200301200901210501210701211101220101220301220501220901管理基金持仓手生产贸易消费商持仓手70000多单空单右60000200000多单空单右300000600005000025000050000150000400002000004000030000100000150000300002000010000020000500001000010000500000000210228210430210630211231220228220430220630220831221031191029191229200229200430200630200831201031201231210831211031191029191229201231210228210430220228220430220630200229200430200630200831201031210630210831211031211231220831221031撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源Nymex中信期货研究所重要提示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5ICEGasoil柴油期货期货总持仓手基金净多持仓手15002000001600期价美元吨总持仓右轴800000期价美元吨基金净多持仓右轴14001500007000001200100010000010006000005000080050050000060004004000000-50000220214220314220414220514220914221014221214211214220114220614220714220814221114191101200101200301210101210301210501220301220501220701220901200501200701200901201101210701210901211101220101221101管理基金持仓手生产贸易消费商持仓手200000多单空单右100000500000多单空单右70000060000080000400000150000500000600003000004000001000004000020000030000050000200000200001000001000000000210228210430210630211231220228220430220630220831221031191029191229200229200430200630200831201031201231210831211031210228210430210630211231220228220430220630220831221031191029191229200229200430200630200831201031201231210831211031撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源ICE中信期货研究所重要提示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国内油品期货1INESC原油期货200000INESC原油期货持仓量手150000总持仓当月活跃合约持仓100000500000201912202003202004202007202008202012202106202110202111202209202001202002202005202006202009202010202011202101202102202103202104202105202107202108202109202112202201202202202203202204202205202206202207202208202210202211550000INESC原油期货成交量手500000总成交当月活跃合约450000当月活跃合约成交当月活跃合约成交400000350000300000250000200000150000100000500000202003202006202009202012202105202108202111202202202207202210201912202001202002202004202005202007202008202010202011202101202102202103202104202106202107202109202110202112202201202203202204202205202206202208202209202211撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源INE中信期货研究所重要提示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2INELU低硫燃料油期货250000INELU低硫燃料油期货持仓量手200000总持仓当月活跃合约持仓150000100000500000202007202008202102202105202106202112202201202205202211202006202009202010202011202012202101202103202104202107202108202109202110202111202202202203202204202206202207202208202209202210202212450000INELU低硫燃料油期货持仓量手400000350000总成交当月活跃合约成交300000250000200000150000100000500000202007202011202105202106202201202202202204202207202208202006202008202009202010202012202101202102202103202104202107202108202109202110202111202112202203202205202206202209202210202211202212撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源INE中信期货研究所重要提示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3SHFEFU高硫燃料油期货2000000SHFEFU高硫燃料油期货持仓量手总持仓当月活跃合约持仓10000000202001202006202007202011202012202106202107202206201912202002202003202004202005202008202009202010202101202102202103202104202105202108202109202110202111202112202201202202202203202204202205202207202208202209202210202211SHFEFU高硫燃料油期货成交量手6000000总成交当月活跃合约成交400000020000000201912202003202009202010202109202110202209202210202001202002202004202005202006202007202008202011202012202101202102202103202104202105202106202107202108202111202112202201202202202203202204202205202206202207202208202211撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源SHFE中信期货研究所重要提示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4SHFEBU沥青期货SHFEFU高硫燃料油期货持仓量手1200000总持仓当月活跃合约持仓10000008000006000004000002000000202001202006202007202011202012202106202107202206202210201912202002202003202004202005202008202009202010202101202102202103202104202105202108202109202110202111202112202201202202202203202204202205202207202208202209202211SHFEFU高硫燃料油期货成交量手2500000总成交当月活跃合约成交2000000150000010000005000000201912202003202009202010202109202110202209202210202001202002202004202005202006202007202008202011202012202101202102202103202104202105202106202107202108202111202112202201202202202203202204202205202206202207202208202211撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源SHFE中信期货研究所重要提示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国际关联品种关联品种持仓进展管理基金持仓生产商贸易商消费商持仓总持仓多单空单净多多单空单净多单边现值248641408393-159752146151913008001607191986847标普500周变化22134-4823670370-355402-303395-52007-425812指数季度值现值327271597016757137321570-2019741389美元指周变化-60392982-9021128-81578285-6680数季度值现值240592903186-6625943538409282046971794041446025年美国周变化-753-29696289431864374725-5608230581国债季度值现值22613697288128848116465258979-142514436653Comex周变化1727-14723199-3443542-3985-387黄金季度值现值55940551657756628969796-3507156204Comex周变化-2117-336-178124-30283052-4104铜季度值撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源ICENymex中信期货研究所重要提示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1CMESP500股指期货期货总持仓手基金净多持仓手期价美元桶总持仓右轴期价美元桶基金净多持仓右轴5000290000050003000002700000200000400045002500000100000230000030000400021000002000-10000035001900000-20000010001700000-300000300015000000-400000211202220102220302220802220902221002221202220202220402220502220602220702221102191101200301200701200901210101210501211101220301220701200101200501201101210301210701210901220101220501220901221101管理基金持仓手商业机构持仓手多单空单右多单空单右50000070000035000004000000600000300000035000004000003000000500000250000025000003000004000002000000200000030000015000002000001500000200000100000010000001000001000005000005000000000210228210430210630210831211031211231191029191229200229200430200630200831201031201231220228220430220630220831221031210228210430210630211231220228220430220630220831221031191029191229200229200430200630200831201031201231210831211031撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源CME中信期货研究所重要提示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2CBOT5年期美债期货期货总持仓手基金净多持仓手130200000期价美元桶总持仓右轴期价美元桶基金净多持仓右轴125450000012501201201154000000115-200000110110-4000001053500000105-60000010010095300000095-800000211202220102220302220502220602220802221002220202220402220702220902221102221202200101200301210101210301220101220301191101200501200701200901201101210501210701210901211101220501220701220901221101管理基金持仓手商业机构持仓手1000000多单空单右10000004000000多单空单右40000003500000350000080000080000030000003000000600000600000250000025000002000000200000040000040000015000001500000100000010000002000002000005000005000000000210228210430210630210831211031211231191029191229200229200430200630200831201031201231220228220430220630220831221031210228210430210630210831211031211231191029191229200229200430200630200831201031201231220228220430220630220831221031撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源CBOT中信期货研究所重要提示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3ICE美元指数期货期货总持仓手基金净多持仓手12050000期价美元桶基金净多持仓右轴120期价美元桶总持仓右轴800001004000010030000600008080200006060400001000040400200002020-10000000-20000220103220307220328220509220530220711220801220912221003221114221205211213220124220214220418220620220822221024200501200701201101210101210301210901220701221101191101200101200301200901210501210701211101220101220301220501220901管理基金持仓手商业机构持仓手60000多单空单右3500020000多单空单右600005000030000500002500015000400004000020000300001000030000150002000020000100005000100005000100000000191029191229201231210228210430220228220430220630200229200430200630200831201031210630210831211031211231220831221031191029191229201231210228210430220228220430220630200229200430200630200831201031210630210831211031211231220831221031撰写人中信期货研究所桂晨曦CFA从业资格号F3023159投资咨询号Z0013632数据来源ICE中信期货研究所重要提示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