商品期货指数持仓量跟踪-20230609-信达期货-58页
报告摘要
商品期货指数持仓量跟踪总结
核心内容
本报告提供了2023年6月9日商品期货指数的持仓量百分位、今日增减、5日增减及30日增减的数据，用于分析市场参与者对各期货品种的持仓情况及其变化趋势。
持仓量百分位分析
持仓量百分位高于90%的品种
- 苯乙烯
- 铁矿石
- 尿素
- LPG
- 乙二醇
- 纯碱
- PVC
- 硅铁
- 锰硅
- 聚丙烯
- 聚乙烯
- 生猪
- 菜油
- 棕榈油
- 热卷
- 玻璃
- 沪金
持仓量百分位低于10%的品种
- 焦炭
- 动力煤
今日增仓前五
- 沪锡 - 今日增仓 11.35%
- 沪银 - 今日增仓 7.24%
- 焦煤 - 今日增仓 5.77%
- 乙二醇 - 今日增仓 5.70%
- 沪镍 - 今日增仓 5.59%
今日减仓前五
- 纸浆 - 今日减仓 12.38%
- 苹果 - 今日减仓 5.14%
- 沪铅 - 今日减仓 4.30%
- 花生 - 今日减仓 3.82%
- 甲醇 - 今日减仓 3.64%
关键数据对比
| 品种 | 百分位 | 今日增减 | 5日增减 | 30日增减 |
|---|---|---|---|---|
| 沪银 | 84.33% | 7.24% | 7.19% | -7.01% |
| 沪金 | 91.99% | 2.14% | -0.27% | 0.00% |
| 沪铝 | 81.11% | 0.11% | -0.39% | 12.00% |
| 沪铜 | 83.63% | -1.27% | 0.76% | 8.09% |
| 沪镍 | 31.80% | 5.59% | 14.42% | 44.33% |
| 沪铅 | 49.89% | -4.30% | -10.39% | -12.55% |
| 沪锡 | 74.82% | 11.35% | 8.80% | 27.70% |
| 沪锌 | 45.72% | -2.41% | -4.81% | 11.40% |
| 不锈钢 | 59.90% | 1.27% | 6.53% | -1.82% |
| 工业硅 | 84.76% | 0.52% | 5.09% | 36.01% |
| 热卷 | 94.67% | -0.11% | -2.42% | 12.31% |
| 铁矿石 | 100.00% | 0.90% | 8.47% | 15.76% |
| 焦炭 | 6.95% | -0.52% | -6.52% | 2.47% |
| 焦煤 | 33.37% | 5.77% | 1.00% | 113.52% |
| 螺纹 | 84.32% | 1.37% | -2.09% | -5.80% |
| 硅铁 | 98.85% | -1.15% | 7.57% | 4.63% |
| 锰硅 | 98.52% | -1.48% | 11.79% | 12.64% |
| 玻璃 | 92.07% | 0.33% | 1.08% | -2.97% |
| 纯碱 | 99.15% | -0.84% | 4.56% | 71.96% |
| 燃油 | 56.28% | -3.32% | 8.18% | 23.99% |
| 低燃油 | 80.53% | -2.07% | 33.10% | 3.90% |
| LPG | 100.00% | 1.30% | 10.07% | 37.96% |
| 原油 | 26.54% | -3.00% | -1.82% | 7.26% |
| 动力煤 | 0.00% | nan% | nan% | nan% |
| PVC | 99.15% | -0.84% | 12.02% | 34.20% |
| 沥青 | 48.01% | 3.81% | 7.11% | -0.24% |
| 苯乙烯 | 100.00% | 1.97% | 18.86% | 59.11% |
| 乙二醇 | 100.00% | 5.70% | 5.60% | 37.01% |
| 聚乙烯 | 97.44% | -0.23% | 0.10% | 9.77% |
| 甲醇 | 90.45% | -3.64% | 0.01% | 21.75% |
| 20号胶 | 83.84% | -1.50% | -4.12% | -5.74% |
| 短纤 | 90.22% | 2.74% | 8.83% | 19.78% |
| 聚丙烯 | 98.32% | 0.02% | 0.36% | 52.80% |
| 橡胶 | 59.30% | -2.21% | -1.34% | -15.44% |
| 纸浆 | 86.34% | -12.38% | 11.14% | 3.99% |
| PTA | 80.30% | -1.12% | 6.71% | 7.53% |
| 尿素 | 100.00% | 0.43% | 24.38% | 82.55% |
| 玉米 | 59.86% | 0.00% | 0.74% | 9.85% |
| 豆一 | 65.50% | -3.62% | -2.44% | -5.17% |
| 菜油 | 96.32% | 4.77% | 10.92% | 11.73% |
| 棕榈油 | 95.76% | -1.63% | -0.59% | 19.68% |
| 花生 | 78.76% | -3.82% | -1.95% | 81.32% |
| 菜粕 | 88.80% | -0.25% | 5.16% | 23.54% |
| 豆油 | 88.79% | 0.46% | -1.20% | 12.68% |
| 棉花 | 86.78% | 1.90% | 12.45% | 7.76% |
| 白糖 | 73.48% | 0.50% | -6.14% | -13.77% |
| 苹果 | 27.90% | -5.14% | 0.83% | -15.55% |
| 红枣 | 28.57% | -2.67% | -1.37% | -2.67% |
| 淀粉 | 34.11% | 0.31% | 17.18% | -12.63% |
| 鸡蛋 | 45.19% | 1.35% | 3.83% | 13.23% |
| 生猪 | 96.94% | 1.45% | 3.75% | 32.91% |
主要观点
- 高持仓量百分位品种：如苯乙烯、铁矿石、尿素等，持仓量百分位高于90%，表明市场参与者对其关注度较高。
- 增仓显著品种：沪银、沪锡、焦煤、乙二醇、沪镍等品种今日增仓明显，可能反映出市场对这些品种的短期看涨情绪。
- 减仓显著品种：纸浆、苹果、沪铅、花生、甲醇等品种今日减仓较多，可能与市场情绪或供需变化有关。
- 长期趋势：部分品种如焦煤、硅铁、锰硅、聚丙烯、PVC 等的30日增减为正值，表明长期持仓量有上升趋势。
关键信息
- 数据来源：Wind、信达期货研究所
- 风险提示：报告信息来源于公开资料，信达期货有限公司对信息的准确性及完整性不作保证，投资需谨慎。
- 公司信息：信达期货有限公司，联系电话、QQ、地址、邮编及网址等详见文档末尾。
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