前20会员单位成交量占比75.4%，前5成交量占比35.9%，总成交量回升占比持续增大
　　前20会员净持仓为空，头寸规模逐步减少；前5会员净持仓偏空，头寸规模缩减剧烈；净持仓偏多的席位，中信建投大幅减少；净持仓偏空的席位，整体略有减少

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2月19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754前5成交量占比359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逐步减少前5会员净持仓偏空140217104851117030-12179头寸规模缩减剧烈净持仓偏多的席位中信建投大幅减少净持仓偏空的席位整体略有减少前20会员单位成交量占比74前5成交量占比342总成交量冲高回落中证500期货前20会员净持仓偏空规模较为稳定前5会员净持仓偏多规282286226171223856-7685模开始减少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6985前5占比3232总成交量冲高回落前20会员净持仓偏空规模变化不大前5净持仓偏空最206629138714165263-26549沪深300期货后一天急剧增加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735前5占比369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先缩减后增大前5会员净持12086684524105601-21077仓偏多规模继续下降净持仓偏多的席位中金期货大幅减少其余变化不大净持仓偏空的席位变动不大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永安期货兴证期货国泰君安中信建投华泰期货申银万国光大期货瑞银期货中信期货2023-02-0644581993349-1253713-3457-3369-2962-4906-41852023-02-07454218842208683017-3569-3330-2756-4095-50912023-02-084212140537212523019-3588-3013-2134-3951-44372023-02-093999213788015523060-2727-3759-3761-5254-65552023-02-104017250064210173127-3001-3110-3823-5259-52792023-02-1342382552110211862995-2617-3434-3769-5297-57582023-02-1438012374101411702762-3075-3398-4170-5329-57732023-02-15344426739066561548-2734-3046-3352-5351-54652023-02-16327223121723948217-2573-2320-3099-4810-52502023-02-173972245518721386357-2048-2188-3055-4810-5719中证1000期货净持仓偏多单的席位以银河期货永安期货为主净持仓偏空单的席位以中信期货瑞银期货光大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1800000851200000416000003510000008140000038000012000002507510000060000028000007015600004000001400002000006500520000000062022-11-242023-02-142022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082022-10-272023-02-022022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-082023-02-14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16000001600000140000-2000140000-1000-4000120000120000-2000100000-6000100000-8000-30008000080000-10000-40006000060000-12000-500040000-140004000020000-1600020000-60000-180000-70002022-11-142023-01-042022-09-162022-12-122022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-102023-01-162023-01-202023-02-022023-02-082023-02-142022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-14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方正中期方正中期100000华泰期货申银万国3华泰期货5国泰君安580000申银万国国信期货25560000国信期货华闻期货华闻期货400006银河期货银河期货20000海通期货70上海东证中信期货海通期货中信期货10国泰君安上海东证22122022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-14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754前5成交量占比永安期货2000359总成交量回升占比持续增大兴证期货0国泰君安前20会员净持仓为空头寸规模逐步减少前5会-2000员净持仓偏空头寸规模缩减剧烈-4000中信建投-6000华泰期货净持仓偏多的席位中信建投大幅减少净持仓-8000申银万国偏空的席位整体略有减少光大期货瑞银期货2022-11-242022-12-282022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-302022-12-062022-12-122022-12-162022-12-222023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-14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申银万国中信建投申银万国70000国信期货3中信建投4国泰君安600005国信期货永安期货2550000永安期货640000上海东证上海东证30000华泰期货820000海通期货10000华泰期货0银河期货8中信期货中信期货海通期货国泰君安银河期货229102022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-14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4360000申银万国5中信期货50000国信期货52740000申银万国国投安信30000国投安信72000010000海通期货海通期货0上海东证8华泰期货上海东证国泰君安国泰君安10华泰期货10212022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-14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5000800040002500070004000600020002000030005000400002000300015000-20001000200010001000000-40002022-10-112022-10-212022-11-022022-11-142022-09-162022-09-222022-09-282022-10-172022-10-272022-11-082022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-14-60005000-800002022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-14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200025000100010000100020000080000-10006000-100015000-200010000-200040002022-10-272022-11-082022-11-182022-11-302022-12-122022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-11-022022-11-142022-11-242022-12-062022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-14-30002022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-142022-09-16-300020005000-4000-40000-50000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2023-02-06144918085685652255555-5704-6268-7495-10089-235852023-02-07145759770706063385098-5714-6375-7323-10088-238362023-02-081370910136739769535369-5703-6845-7364-9388-238392023-02-091291810725658958085259-5608-5740-7624-10185-234722023-02-101294410115769569185320-5541-5666-8156-10694-237212023-02-13128179822756766585111-5442-5789-7962-9340-236872023-02-14131869816760565294899-4966-6059-7724-9743-234582023-02-151307810548788363984908-5413-5814-7722-9781-229452023-02-161242611181840765365479-5217-7230-7399-9970-229662023-02-171242211227811564575217-4937-5415-6628-11036-22937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25000008216000004081400000352000000781200000307610000002515000007480000020721000006000001507400000106850000200000050660000642022-11-242023-02-142022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082022-10-272023-02-022022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-082023-02-14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400000150004000002000035000010000350000300000300000150002500005000250000200000020000010000150000-5000150000100000100000500050000-10000500000-15000002022-11-142023-01-042022-09-162022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-102023-01-162023-01-202023-02-022023-02-082023-02-142022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-14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东兴期货兴证期货东兴期货兴证期货申银万国410000045申银万国华泰期货80000国泰君安5华泰期货3260000光大期货光大期货540000国信期货国信期货华闻期货2000070上海东证海通期货华闻期货8国泰君安海通期货上海东证152022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-142022-09-1615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74前5成交量占比10000兴证期货5000342总成交量冲高回落0国投安信-5000上海东证前20会员净持仓偏空规模较为稳定前5会员净-10000-15000广发期货持仓偏多规模开始减少-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2022-10-112022-09-162022-09-222022-09-282022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-14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200000180000中泰期货国信期货中泰期货160000国信期货中信建投43中信期货1400005银河期货22120000中信建投5100000银河期货80000兴证期货兴证期货860000华泰期货40000上海东证20000华泰期货国泰君安国投安信01018国泰君安中信期货上海东证国投安信11142022-09-162022-09-222022-09-282022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082023-02-14前10会员单位空单持仓前10会员单位空单持仓分布180000160000平安期货申银万国平安期货140000永安期货申银万国3120000中银期货3永安期货4华泰期货10000052880000中银期货光大期货600005光大期货40000招商期货招商期货2000080瑞银期货瑞银期货海通期货8国泰君安海通期货国泰君安2022-09-282022-12-062023-02-142022-09-222022-10-112022-10-172022-10-212022-10-272022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-082022-09-161521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180002500004500016000400001400020000-500012000350001500010000-10000300002022-10-272023-02-082022-09-222022-09-282022-10-112022-10-172022-10-212022-11-022022-11-082022-11-142022-11-182022-11-242022-11-302022-12-062022-12-122022-12-162022-12-222022-12-282023-01-042023-01-102023-01-162023-01-202023-02-022023-02-148000100002022-09-16600025000-150004000500020000200000-200001500010000-250005000-3000002022-12-282022-09-162022-09-2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