前20会员单位成交量占比77.3%，前5成交量占比34.4%，总成交量回升占比持续增大
　　前20会员净持仓为空，头寸规模较为稳定；前5会员净持仓偏空，头寸规模继续放大；净持仓偏多的席位，国泰君安头寸增加；净持仓偏空的席位，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2023年2月12日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773前5成交量占比344总成交量回升占比持续增大中证1000期货前20会员净持仓为空头寸规模较为稳定前5会员净持仓偏空150873113019126743-13724头寸规模继续放大净持仓偏多的席位国泰君安头寸增加净持仓偏空的席位中信期货规模增加前20会员单位成交量占比765前5成交量占比347总成交量持续放大中证500期货前20会员净持仓净持仓小幅偏空前5会员净持仓偏多规模维291193234791242085-7294持高位净持仓偏多的席位申银万国规模开始下降净持仓偏空的席位整体变化不大前20席位成交占比7099前5占比3222总成交量逐步减少205502142095170776-28681沪深300期货前20会员净持仓偏空规模保持不变前5净持仓偏空规模逐渐缩减净持仓偏多的席位永安期货高位减仓国泰君安快速增加净持仓偏空的席位整体变化不大前20会员成交占比734前5占比352本周整体成交量震荡减少上证50期货前20会员净持仓偏空头寸规模开始缩减前5会员净持仓偏1218347885199668-20817多规模继续下降净持仓偏多的席位整体变动不大净持仓偏空的席位国泰君安中银期货大幅缩减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招商期货国信期货上海东证华泰期货申银万国中信期货2023-01-30414826122361-850-71-174-1455-3423-45-48452023-01-31400725272878-1351-162-90-1253-3670-593-47362023-02-01409829693027-10510-61-469-3295-1378-52712023-02-02405537832873-1114-410-174-487-3574-1851-58542023-02-03407938642618-416161-241-638-3355-3180-47602023-02-06445837131993-1251235-103-927-3457-3369-41852023-02-07454230171884868603-90-908-3569-3330-50912023-02-084212301914051252581-175-1361-3588-3013-44372023-02-093999306021371552-28-200-1723-2727-3759-65552023-02-104017312725001017723-56-1872-3001-3110-5279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中信期货申银万国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18000009120000041600000803510000014000007038000012000006025100000056000002800000401560000034000001400000220000005200000100002022-11-172023-02-072022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012022-12-092023-01-132022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-152022-12-212022-12-272023-01-032023-01-092023-01-192023-02-012023-02-07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16000001600000140000-2000140000-1000-4000120000120000-2000100000-6000100000-8000-30008000080000-10000-40006000060000-12000-500040000-140004000020000-1600020000-60000-180000-70002022-11-072022-12-272022-09-082022-12-052022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212023-01-032023-01-092023-01-132023-01-192023-02-012023-02-072022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-07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中信建投中信建投100000银河期货东兴期货东兴期货华泰期货223国泰君安800005银河期货华闻期货26660000华泰期货华闻期货国信期货40000国信期货720000海通期货海通期货0上海东证12中信期货中信期货国泰君安上海东证24132022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-07前10会员单位净持仓变化6000银河期货4000前20会员单位成交量占比773前5成交量占比中信建投2000344总成交量回升占比持续增大永安期货0国泰君安前20会员净持仓为空头寸规模较为稳定前5会-2000员净持仓偏空头寸规模继续放大-4000招商期货-6000国信期货净持仓偏多的席位国泰君安头寸增加净持仓-8000上海东证偏空的席位中信期货规模增加华泰期货申银万国2022-11-172022-12-212022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-232022-11-292022-12-052022-12-092022-12-152022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-07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9000080000申银万国国信期货申银万国70000国信期货永安期货35国泰君安600006永安期货2650000华泰期货华泰期货400006中信建投30000中信建投上海东证200007银河期货10000海通期货上海东证08中信期货中信期货银河期货国泰君安海通期货21992022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-07前10会员单位空单持仓前10会员单位空单持仓分布9000080000中信建投银河期货中信建投70000国信期货银河期货3360000申银万国5中信期货国信期货5000062640000申银万国光大期货30000光大期货72000010000海通期货海通期货0上海东证9华泰期货上海东证国泰君安华泰期货国泰君安92392022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-07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5000800040002500070004000600020002000030005000400002000300015000-20001000200010001000000-40002022-09-272022-10-142022-10-262022-11-072022-09-082022-09-152022-09-212022-10-102022-10-202022-11-012022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-07-60005000-800002022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-07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华泰期货200025000100010000100020000080000-10006000-100015000-200010000-200040002022-10-202022-11-012022-11-112022-11-232022-12-052022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-262022-11-072022-11-172022-11-292022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-07-30002022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-072022-09-08-300020005000-4000-40000-50000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招商期货光大期货中银期货瑞银期货华泰期货2023-01-301517610382778540096470-5409-5147-8244-9990-235582023-01-31150179976742449546202-5532-4708-8020-9970-236522023-02-01150939806629455726531-5602-3078-7930-9964-238682023-02-02148188869682347156451-5951-4390-7636-10077-237272023-02-03145997723689348245377-5816-3607-7605-10081-233602023-02-06144918085685652255555-5704-6268-7495-10089-235852023-02-07145759770706063385098-5714-6375-7323-10088-238362023-02-081370910136739769535369-5703-6845-7364-9388-238392023-02-091291810725658958085259-5608-5740-7624-10185-234722023-02-101294410115769569185320-5541-5666-8156-10694-23721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30000008220000004508180000042500000781600000351400002000000760312000002507410000015000002072800001000000760000015068400000150000005066200000000642022-11-172023-02-072022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012022-10-202023-01-192022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-02-012023-02-07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400000150004000002000035000010000350000300000300000150002500005000250000200000020000010000150000-5000150000100000100000500050000-10000500000-15000002022-11-072022-12-272022-09-082022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212023-01-032023-01-092023-01-132023-01-192023-02-012023-02-072022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-07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兴证期货兴证期货光大期货东兴期货3120000东兴期货申银万国33100000光大期货5国泰君安华泰期货3080000申银万国660000华泰期货40000国信期货国信期货820000华闻期货0上海东证海通期货华闻期货10国泰君安海通期货上海东证172022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-072022-09-0815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765前5成交量占比10000兴证期货5000347总成交量持续放大0国投安信-5000上海东证前20会员净持仓净持仓小幅偏空前5会员净持仓-10000-15000广发期货偏多规模维持高位-20000招商期货-25000净持仓偏多的席位申银万国规模开始下降净光大期货-30000持仓偏空的席位整体变化不大中银期货瑞银期货2022-09-272022-09-082022-09-152022-09-212022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-07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180000160000中泰期货中信建投中泰期货140000中信建投国信期货44中信期货120000523国信期货银河期货100000银河期货680000广发期货广发期货60000兴证期货740000华泰期货20000兴证期货上海东证08国泰君安国泰君安20华泰期货中信期货上海东证10132022-09-082022-09-152022-09-212022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012023-02-07前10会员单位空单持仓前10会员单位空单持仓分布250000永安期货200000平安期货永安期货平安期货光大期货3华泰期货中银期货4150000光大期货4225100000中银期货招商期货招商期货650000国投安信国投安信70海通期货中信期货国泰君安海通期货20中信期货12国泰君安2022-09-212022-11-292023-02-072022-09-152022-09-272022-10-102022-10-142022-10-202022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-012022-09-0817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180003000004500016000250004000014000-50001200020000350001000015000-10000300002022-10-202023-02-012022-09-152022-09-212022-09-272022-10-102022-10-142022-10-262022-11-012022-11-072022-11-112022-11-172022-11-232022-11-292022-12-052022-12-092022-12-152022-12-212022-12-272023-01-032023-01-092023-01-132023-01-192023-02-0780002022-09-0860001000025000-150004000500020000200000-200001500010000-250005000-3000002022-12-212022-09-082022-09-152022-09-2120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