前20会员单位成交量占比72%，前5成交量占比30%，总成交量保持在较低水平；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，头寸规模再度增加；
　　净持仓偏多的席位，中信建投高位减少，其他席位变化不大；净持仓偏空的席位，中信期货持续增加，上海东证大幅减少

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08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72前5成交量占比30总成交量保持在较低水平前20会员净持仓为空头寸规模继续放大中证1000期货前5会员净持仓偏空头寸规模再度增加13267193882105681-11799净持仓偏多的席位中信建投高位减少其他席位变化不大净持仓偏空的席位中信期货持续增加上海东证大幅减少前20会员单位成交量占比753前5成交量占比309总成交量保持低位前20会员净持仓净持仓接近多空平衡前5会员中证500期货净持仓偏多规模小幅减少305048251129253207-2078净持仓偏多的席位上海东证大幅上升净持仓偏空的席位华泰期货大幅增加前20席位成交占比695前5占比299总成交量出现反弹放量前20会员净持仓偏空规模出现拐点前5净持仓偏空沪深300期货规模仍在增加204109133588161532-27944净持仓偏多的席位永安期货规模持续增加国泰君安由空转多净持仓偏空的席位中金期货增加明显前20会员成交占比701前5占比326本周整体成交量较为稳定前20会员净持仓偏空头寸规模持续减少前5会上证50期货员净持仓转为偏多规模较为稳定12171381670104219-22549净持仓偏多的席位永安期货华泰期货小幅减少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国泰君安兴证期货海通期货华闻期货申银万国上海东证中信期货2022-12-2333491622392202640265-621-65-3761-23442022-12-263456225488226873-3631201-4817-19252022-12-2734692245948-666779395-272-5061-22222022-12-2833842042102176538-69108-359-4634-23692022-12-2934092270174387496-52377-257-3644-27512022-12-30355020801029368535-712134-259-3806-30442023-01-03358318231023461431-6127-737-3430-29712023-01-04354222591031510447-6265-657-3206-28412023-01-0534702147909576363-462-16-797-3095-29512023-01-0633961623996341231-468-585-1171-2705-2963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18000009120000041600000803510000014000007038000012000006025100000056000002800000401560000034000001400000220000005200000100002022-10-202023-01-032022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272022-11-112022-12-152022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-172022-11-232022-11-292022-12-052022-12-092022-12-212022-12-272023-01-03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16000001600004000140000-20001400002000120000-40001200001000001000000-60008000080000-2000-80006000060000-400040000-100004000020000-1200020000-60000-140000-80002022-10-102022-11-292022-08-112022-11-072022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-03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中信建投申银万国中信建投华泰期货申银万国银河期货3310000034国泰君安华泰期货国信期货8000028银河期货660000国信期货华闻期货640000华闻期货20000海通期货海通期货90上海东证中信期货国泰君安上海东证中信期货14242022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-03前10会员单位净持仓变化6000前20会员单位成交量占比72前5成交量占比银河期货400030总成交量保持在较低水平中信建投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国泰君安员净持仓偏空头寸规模再度增加-2000兴证期货-4000海通期货净持仓偏多的席位中信建投高位减少其他席-6000华闻期货位变化不大净持仓偏空的席位中信期货持续申银万国增加上海东证大幅减少上海东证2022-10-202022-11-232022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-262022-11-012022-11-072022-11-112022-11-172022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-03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申银万国永安期货申银万国60000永安期货国信期货44550000国信期货兴证期货国泰君安540000兴证期货31上海东证30000上海东证620000华泰期货华泰期货海通期货1000070银河期货海通期货中信期货7国泰君安银河期货中信期货10212022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-03前10会员单位空单持仓前10会员单位空单持仓分布80000中信建投70000招商期货中信建投银河期货60000招商期货42国信期货450000银河期货5国泰君安40000申银万国30国信期货300005华泰期货20000申银万国710000华泰期货0海通期货海通期货8上海东证中信期货上海东证中信期货10252022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-03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中信期货500080003000200007000400020001800060001600050001000300014000400002000300012000-100010000100020001000-200080000060002022-08-292022-09-082022-09-212022-10-102022-08-172022-08-232022-09-022022-09-152022-09-272022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-03-30002022-08-114000-40002000-500002022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-03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上海东证10002500040001000002000020008000-10001500006000-200010000-200040002022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-03-30002022-08-11-4000200050002022-09-152022-09-272022-10-142022-10-262022-11-072022-08-172022-08-232022-08-292022-09-022022-09-082022-09-212022-10-102022-10-202022-11-012022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-03-40002022-08-11-60000-50000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上海东证广发期货光大期货国泰君安中银期货瑞银期货华泰期货2022-12-231177113598112557742852-6572-7879-7994-10455-206792022-12-2612346136241116414722728-6354-8231-8143-10479-215392022-12-2712894131751090227782828-6225-8690-8116-10512-220272022-12-2812478133571085031932974-6429-8452-8143-10526-219632022-12-2912587139411034838173113-6309-8466-8175-10566-222802022-12-301250713631989941903340-6221-8070-7985-9536-215512023-01-031274313341954640663505-6295-8026-8208-9575-220952023-01-041295412366960737744164-6443-7847-8130-9688-221762023-01-0512632124031133938573827-6569-6810-8196-9623-236152023-01-0612780123991131044723959-6384-7061-8303-9687-23165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30000008220000004508180000042500000781600000351400002000000760312000002507410000015000002072800001000000760000015068400000150000005066200000000642022-10-202023-01-032022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272022-09-152022-12-212022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-272023-01-03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40000014000400000180003500001200035000016000100001400030000080003000002500002500001200060001000020000040002000008000150000200015000006000100000-2000100000400050000-40005000020000-6000002022-08-112022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-03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250000申银万国兴证期货申银万国200000光大期货兴证期货华泰期货324国泰君安光大期货国信期货415000026华泰期货5华闻期货100000国信期货6华闻期货50000海通期货海通期货0上海东证11中信期货国泰君安中信期货上海东证242022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032022-08-1115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753前5成交量占比10000兴证期货5000309总成交量保持低位0国投安信-5000上海东证前20会员净持仓净持仓接近多空平衡前5会员净-10000-15000广发期货持仓偏多规模小幅减少-20000光大期货-25000净持仓偏多的席位上海东证大幅上升净持仓国泰君安-30000偏空的席位华泰期货大幅增加中银期货瑞银期货2022-08-292022-08-112022-08-172022-08-232022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-03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广发期货中信建投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5000010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12132022-08-112022-08-172022-08-232022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-03前10会员单位空单持仓前10会员单位空单持仓分布160000140000申银万国永安期货申银万国120000永安期货银河期货43100000银河期货平安期货5华泰期货80000平安期货63060000光大期货40000光大期货620000中银期货中银期货60招商期货招商期货国投安信7国泰君安国投安信国泰君安2022-08-232022-11-012023-01-032022-08-172022-08-292022-09-022022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272022-08-11825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1800030000045000160002500040000140001200020000-5000350001000015000300002022-09-152022-12-272022-08-172022-08-232022-08-292022-09-022022-09-082022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212023-01-038000-100002022-08-116000100002500040005000200002000-150000015000-20000100005000-2500002022-11-232022-08-112022-08-172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