前20会员单位成交量占比75.3%，前5成交量占比31.2%，总成交量持续下降
　　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，头寸规模较为稳定；净持仓偏多的席位，中信建投高位减少，永安期货有所增加；净持仓偏空的席位，中信期货持续增加，上海东证、华泰期货有所减少

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2023年01月01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753前5成交量占比312总成交量持续下降中证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13166496190108316-12126头寸规模较为稳定净持仓偏多的席位中信建投高位减少永安期货有所增加净持仓偏空的席位中信期货持续增加上海东证华泰期货有所减少前20会员单位成交量占比73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308286247133249416-2283续增加净持仓偏多的席位上海东证大幅上升中信期货头寸下降明显净持仓偏空的席位整体变动不大前20席位成交占比695前5占比29总成交量下降明显前20会员净持仓偏空规模出现拐点前5净持仓偏空规模维持沪深300期货较大水平净持仓偏多的席位永安期货规模小幅增加净持仓197214131187162191-31004偏空的席位华泰期货持续增加前20会员成交占比706前5占比345本周整体成交量继续回落上证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11879680678104761-24083为偏多规模较为稳定净持仓偏多的席位整体变化不大净持仓偏空的席位中银期货规模明显减少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永安期货兴证期货国泰君安申银万国海通期货华泰期货中信期货上海东证2022-12-19348818002981363-517-360169-2803-1036-22862022-12-2036251778505657-216-590184-2633-1045-25362022-12-2135272017475723-401-41139-2475-1746-29522022-12-2234362149-305547225-174-28-2570-2108-33882022-12-2333491622392640202-65265-2636-2344-37612022-12-2634562254882873261-363-2077-1925-48172022-12-2734692245948677-66-27293-1797-2222-50612022-12-2833842042102153876-359-69-1512-2369-46342022-12-2934092270174496387-257-523-1424-2751-36442022-12-30355020801029535368-259-712-914-3044-3806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上海东证中信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18000009120000041600000803510000014000007038000012000006025100000056000002800000401560000034000001400000220000005200000100002022-10-142022-12-272022-08-052022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-11-072022-12-092022-08-052022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-112022-11-172022-11-232022-11-292022-12-052022-12-152022-12-212022-12-27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16000001600004000140000-20001400002000120000-40001200001000001000000-60008000080000-2000-80006000060000-400040000-100004000020000-1200020000-60000-140000-80002022-09-272022-11-232022-08-052022-11-012022-08-052022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-27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120000银河期货东兴期货中信建投银河期货100000华泰期货中信建投322国信期货4国泰君安80000东兴期货52860000华泰期货华闻期货6国信期货40000华闻期货海通期货20000海通期货100上海东证中信期货上海东证国泰君安中信期货14262022-08-052022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-27前10会员单位净持仓变化6000前20会员单位成交量占比753前5成交量占比银河期货4000312总成交量持续下降中信建投2000永安期货前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较为稳定-2000国泰君安-4000申银万国净持仓偏多的席位中信建投高位减少永安期-6000海通期货货有所增加净持仓偏空的席位中信期货持续华泰期货增加上海东证华泰期货有所减少中信期货2022-10-142022-11-172022-08-052022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-202022-10-262022-11-012022-11-072022-11-112022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-27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申银万国国信期货申银万国60000国信期货永安期货54550000永安期货兴证期货国泰君安3040000兴证期货5上海东证30000上海东证620000华泰期货华泰期货10000海通期货70银河期货中信期货海通期货7国泰君安银河期货中信期货10212022-08-052022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-27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国信期货申银万国24450000国泰君安银河期货招商期货44000029申银万国530000华泰期货20000招商期货810000华泰期货0海通期货海通期货上海东证8中信期货上海东证中信期货11252022-08-052022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-27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上海东证5000800030001000040007000200090006000100080003000500007000600020004000-1000300050001000-2000200040000-30002022-08-232022-09-022022-09-152022-09-272022-08-112022-08-172022-08-292022-09-082022-09-212022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-2710002022-08-053000-4000-100002000-50001000-600002022-09-022022-11-072022-08-052022-08-112022-08-172022-08-232022-08-292022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-27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100025000400020000020002000015000-1000150000-20001000010000-20002022-08-052022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-27-30005000-400050002022-09-082022-09-212022-10-102022-10-202022-11-012022-08-112022-08-172022-08-232022-08-292022-09-022022-09-152022-09-272022-10-142022-10-262022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-27-40002022-08-05-60000-50000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上海东证光大期货中银期货国泰君安瑞银期货华泰期货2022-12-191394412622115864576137-6254-7666-6808-9899-191032022-12-201338612534116404046803-6215-7740-6717-10202-192312022-12-211321612102114543842823-6182-7740-7609-10259-191882022-12-221345611687114465309682-6187-7890-8215-10415-197872022-12-231359811771112555174774-6572-7994-7879-10455-206792022-12-2613624123461116451371472-6354-8143-8231-10479-215392022-12-2713175128941090251032778-6225-8116-8690-10512-220272022-12-2813357124781085049783193-6429-8143-8452-10526-219632022-12-2913941125871034848093817-6309-8175-8466-10566-222802022-12-301363112507989947084190-6221-7985-8070-9536-21551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国泰君安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30000008220000004508180000042500000781600000351400002000000760312000002507410000015000002072800001000000760000015068400000150000005066200000000642022-10-142022-12-272022-08-052022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-09-082022-12-152022-08-052022-08-112022-08-172022-08-232022-08-292022-09-022022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-212022-12-27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400000120004000001800035000010000350000160003000008000300000140002500006000250000120001000020000040002000008000150000200015000060001000000100000400050000-20005000020000-4000002022-08-052022-08-052022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-27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申银万国申银万国光大期货五矿期货1600002五矿期货兴证期货43140000国泰君安光大期货4120000华闻期货28100000兴证期货680000华闻期货华泰期货60000华泰期货640000国信期货20000国信期货0海通期货6中信期货国泰君安海通期货中信期货142022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272022-08-0527前10会员单位净持仓变化20000前20会员单位成交量占比73前5成交量占比15000兴证期货10000申银万国30总成交量降幅明显5000国投安信0前20会员净持仓净持仓小幅转空前5会员净持仓-5000中信期货偏多规模持续增加-10000上海东证-15000光大期货-20000净持仓偏多的席位上海东证大幅上升中信期-25000中银期货货头寸下降明显净持仓偏空的席位整体变动国泰君安不大瑞银期货2022-08-232022-08-052022-08-112022-08-172022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-27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永安期货国信期货永安期货200000广发期货国信期货43中信期货520150000广发期货兴证期货兴证期货8100000申银万国华泰期货申银万国500009国泰君安国投安信150海通期货国泰君安华泰期货10中信期货国投安信海通期货12142022-08-052022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-27前10会员单位空单持仓前10会员单位空单持仓分布180000160000申银万国中信建投申银万国140000中信建投银河期货33120000永安期货4国泰君安100000银河期货425平安期货80000永安期货600005平安期货40000招商期货20000招商期货80国投安信国投安信海通期货8中信期货中信期货海通期货232022-08-172022-10-262022-12-272022-08-112022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-08-0517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1600020000045000180001400040000120001600014000-5000350001000012000800010000300002022-09-082022-12-212022-08-112022-08-172022-08-232022-08-292022-09-022022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-278000-100002022-08-056000250004000600040002000020002000-150000015000-200001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