> **来源：[研报客](https://pc.yanbaoke.cn)** # 国债期货持仓日报总结（2026年6月1日） ## 核心内容概览 本报告提供了2026年6月1日国债期货各合约的持仓数据，涵盖两年期（T2606、T2609、T2612）、五年期（TF2606、TF2609、TF2612）及十年期（TL2606、TL2609、TL2612）国债期货的收盘价、成交量、成交额、持仓量、持仓保证金变化等信息。 --- ## 各合约持仓数据 ### 两年期国债期货（T） | 合约 | 收盘价 | 涨跌 | 成交量 | 涨跌 | 成交额 | 涨跌 | 持仓量 | 涨跌 | 持仓保证金（亿元） | |------|--------|------|--------|------|--------|------|--------|------|---------------------| | T2606 | 109.38 | 0.05% | 688 | 11% | 8 | 11% | 8,803 | -447 | 2.9 | | T2609 | 109.21 | 0.02% | 93,385 | -11% | 1,020 | -11% | 375,849 | 5,711 | 82.1 | | T2612 | 109.11 | 0.03% | 3,628 | 49% | 40 | 49% | 12,122 | 606 | 2.6 | | 合计 | - | - | 97,701 | -10% | 1,067 | -9% | 396,774 | 5,870 | 87.6 | ### 五年期国债期货（TF） | 合约 | 收盘价 | 涨跌 | 成交量 | 涨跌 | 成交额 | 涨跌 | 持仓量 | 涨跌 | 持仓保证金（亿元） | |------|--------|------|--------|------|--------|------|--------|------|---------------------| | TF2606 | 106.73 | 0.01% | 35 | -98% | 0 | -98% | 7,175 | -1,270 | 1.5 | | TF2609 | 106.42 | 0.00% | 81,315 | -14% | 865 | -14% | 215,427 | -504 | 27.5 | | TF2612 | 106.34 | 0.00% | 819 | -15% | 9 | -15% | 5,203 | 117 | 0.7 | | 合计 | - | - | 82,169 | -16% | 875 | -16% | 227,805 | -1,652 | 29.7 | ### 十年期国债期货（TL） | 合约 | 收盘价 | 涨跌 | 成交量 | 涨跌 | 成交额 | 涨跌 | 持仓量 | 涨跌 | 持仓保证金（亿元） | |------|--------|------|--------|------|--------|------|--------|------|---------------------| | TL2606 | 114.49 | 0.07% | 44 | -92% | 1 | -92% | 3,655 | -25 | 2.1 | | TL2609 | 114.22 | 0.25% | 98,912 | -3% | 1,130 | -2% | 187,909 | 4,913 | 75.1 | | TL2612 | 114.23 | 0.23% | 6,097 | 102% | 70 | 102% | 12,654 | 565 | 5.1 | | 合计 | - | - | 105,053 | 0% | 1,200 | 0% | 204,218 | 5,453 | 82.3 | ### 三十年期国债期货（TS） | 合约 | 收盘价 | 涨跌 | 成交量 | 涨跌 | 成交额 | 涨跌 | 持仓量 | 涨跌 | 持仓保证金（亿元） | |------|--------|------|--------|------|--------|------|--------|------|---------------------| | TS2606 | 102.66 | 0.00% | 300 | -58% | 6 | -58% | 794 | -15 | 0.2 | | TS2609 | 102.65 | 0.00% | 42,414 | 2% | 871 | 2% | 81,392 | 336 | 8.4 | | TS2612 | 102.61 | 0.00% | 240 | 11% | 5 | 11% | 1,875 | 4 | 0.2 | | 合计 | - | - | 42,954 | 1% | 882 | 1% | 84,061 | 325 | 8.7 | --- ## 各合约净持仓变化趋势 ### 两年期国债期货净持仓 | 日期 | TS前五持仓 | TS前十持仓 | TS前二十持仓 | |------|------------|-------------|--------------| | 10/9 | 17% | 4% | -2% | | 11/6 | 10% | -5% | -8% | | 12/4 | -2% | -10% | -12% | | 1/2 | -5% | -15% | -15% | | 1/30 | -3% | -12% | -10% | | 3/6 | -2% | -8% | -8% | | 4/3 | 0% | -5% | -5% | | 5/8 | 5% | -3% | -3% | | 6/5 | 8% | 0% | -2% | | 7/4 | 12% | 3% | -1% | | 8/1 | 6% | -2% | -3% | | 8/29 | -5% | -8% | -10% | | 9/30 | -3% | -5% | -8% | | 11/4 | -2% | -3% | -5% | | 12/2 | -1% | -2% | -3% | | 12/30 | 0% | -1% | -2% | | 2/5 | 2% | 0% | -1% | | 3/5 | 0% | -1% | -2% | | 4/2 | -1% | -3% | -5% | | 5/6 | -3% | -5% | -8% | | 6/4 | -5% | -8% | -10% | | 7/2 | -8% | -10% | -12% | | 7/30 | -10% | -12% | -15% | | 8/27 | -12% | -15% | -18% | | 9/24 | -15% | -18% | -20% | | 10/30 | -18% | -20% | -22% | | 11/27 | -20% | -22% | -25% | | 12/25 | -22% | -25% | -28% | | 1/26 | -25% | -28% | -30% | | 3/3 | -28% | -30% | -32% | | 3/31 | -30% | -32% | -35% | | 4/29 | -32% | -35% | -38% | | 6/1 | -35% | -38% | -40% | ### 五年期国债期货净持仓 | 日期 | TF前五持仓 | TF前十持仓 | TF前二十持仓 | |------|------------|-------------|--------------| | 10/9 | ~13% | ~5% | ~-5% | | 11/6 | ~14% | ~10% | ~-3% | | 12/4 | ~17% | ~8% | ~-2% | | 1/2 | ~15% | ~5% | ~-4% | | 1/30 | ~10% | ~0% | ~-6% | | 3/6 | ~8% | ~-2% | ~-8% | | 4/3 | ~5% | ~-5% | ~-10% | | 5/8 | ~7% | ~-3% | ~-8% | | 6/5 | ~5% | ~-2% | ~-6% | | 7/4 | ~8% | ~-1% | ~-4% | | 8/1 | ~10% | ~0% | ~-2% | | 8/29 | ~12% | ~2% | ~-1% | | 9/30 | ~10% | ~0% | ~-3% | | 11/4 | ~5% | ~-2% | ~-5% | | 12/2 | ~0% | ~-5% | ~-8% | | 12/30 | ~12% | ~3% | ~-2% | | 2/5 | ~8% | ~0% | ~-4% | | 3/5 | ~5% | ~-2% | ~-6% | | 4/2 | ~0% | ~-5% | ~-8% | | 5/6 | ~2% | ~-10% | ~-10% | | 6/4 | ~0% | ~-15% | ~-12% | | 7/2 | ~-2% | ~-10% | ~-10% | | 7/30 | ~-5% | ~-8% | ~-8% | | 8/27 | ~-10% | ~-5% | ~-6% | | 9/24 | ~9% | ~0% | ~-4% | | 10/30 | ~-5% | ~-15% | ~-10% | | 11/27 | ~-3% | ~-10% | ~-8% | | 12/25 | ~4% | ~-5% | ~-6% | | 1/26 | ~5% | ~-3% | ~-4% | | 3/3 | ~6% | ~-2% | ~-3% | | 3/31 | ~4% | ~-1% | ~-2% | | 4/29 | ~2% | ~-5% | ~-4% | | 6/1 | -20% | -20% | -20% | ### 十年期国债期货净持仓 | 日期 | TL前五持仓 | TL前十持仓 | TL前二十持仓 | |------|------------|-------------|--------------| | 10/9 | ~4.5% | ~-2.5% | ~-4.5% | | 11/6 | ~3.0% | ~-7.0% | ~-6.0% | | 12/4 | ~4.0% | ~-8.0% | ~-7.0% | | 1/2 | ~8.0% | ~-9.0% | ~-8.0% | | 1/30 | ~14.0% | ~8.0% | ~-5.0% | | 3/6 | ~13.0% | ~10.0% | ~-3.0% | | 4/3 | ~6.0% | ~7.0% | ~-2.0% | | 5/8 | ~10.0% | ~12.0% | ~-1.0% | | 6/5 | ~13.0% | ~14.0% | ~5.0% | | 7/4 | ~11.0% | ~10.0% | ~4.0% | | 8/1 | ~8.0% | ~7.0% | ~2.0% | | 8/29 | ~3.0% | ~2.0% | ~-5.0% | | 9/30 | ~2.0% | ~3.0% | ~-4.0% | | 11/4 | ~5.0% | ~4.0% | ~-3.0% | | 12/2 | ~7.0% | ~6.0% | ~-2.0% | | 12/30 | ~8.0% | ~5.0% | ~-1.0% | | 2/5 | ~6.0% | ~8.0% | ~-2.0% | | 3/5 | ~4.0% | ~3.0% | ~-3.0% | | 4/2 | ~2.0% | ~1.0% | ~-5.0% | | 5/6 | ~5.0% | ~2.0% | ~-4.0% | | 6/4 | ~7.0% | ~4.0% | ~-2.0% | | 7/2 | ~8.0% | ~6.0% | ~-1.0% | | 7/30 | ~7.0% | ~5.0% | ~-2.0% | | 8/27 | ~8.0% | ~7.0% | ~-3.0% | | 9/24 | ~6.0% | ~5.0% | ~-5.0% | | 10/30 | ~4.0% | ~3.0% | ~-7.0% | | 11/27 | ~3.0% | ~2.0% | ~-8.0% | | 12/25 | ~2.0% | ~1.0% | ~-9.0% | | 1/26 | ~1.0% | ~-1.0% | ~-10.0% | | 3/3 | ~-1.0% | ~-2.0% | ~-11.0% | | 3/31 | ~-2.0% | ~-3.0% | ~-12.0% | | 4/29 | ~-3.0% | ~-4.0% | ~-13.0% | | 6/1 | ~-1.0% | ~-8.0% | ~-14.0% | --- ## 两年期国债期货2606合约持仓情况 | 名次 | 会员名称 | 成交量 | 前上日增减 | 持买单量 | 增减（手） | 持仓名义金额变化（亿元） | 持仓占比 | 占比变化 | |------|----------|--------|------------|----------|------------|--------------------------|----------|----------| | 1 | 华泰期货 | 182 | -45 | 397 | - | 28 | 0.6 | -2.5% | | 2 | 招商期货 | 85 | -10 | 342 | - | 0 | 0.0 | 0.0% | | 3 | 平安期货 | 70 | -390 | 50 | - | 8 | 0.2 | 1.1% | | 4 | 中信期货 | 62 | - | 0 | - | 0 | 0.1 | #N/A | | 5 | 国金期货 | 60 | 20 | 0 | - | 0 | 0.0 | 0.0% | | 6 | 国泰君安 | 53 | - | 0 | - | 0 | 0.0 | 0.0% | | 7 | 银河期货 | 48 | -205 | 0 | - | 0 | 0.0 | 0.0% | | 8 | 东证期货 | 30 | -155 | 0 | - | 0 | 0.0 | 0.0% | | 9 | 中信建投 | 10 | - | 0 | - | 0 | 0.0 | 0.0% | | 10 | 宏源期货 | 0 | - | 0 | - | 0 | 0.0 | 0.0% | **前五席位**：成交量459，增减-423；持买单量794，增减-15；持仓名义金额变化-0.3亿元；持仓占比100.0%，占比变化0.0% **前十席位**：成交量600，增减-628；持买单量794，增减-15；持仓名义金额变化-0.3亿元；持仓占比100.0%，占比变化0.0% **前二十席位**：成交量600，增减-628；持买单量794，增减-15；持仓名义金额变化-0.3亿元；持仓占比100.0%，占比变化0.0% --- ## 两年期国债期货2609合约持仓情况 | 名次 | 会员名称 | 成交量 | 增减 | 持买单量 | 增减（手） | 持仓名义金额变化（亿元） | 持仓占比 | 占比变化 | |------|----------|--------|------|----------|------------|--------------------------|----------|----------| | 1 | 中信期货 | 16,373 | 2,830 | 14,149 | 267 | - | 5.5 | 17.4% | | 2 | 国泰君安 | 14,058 | 3,077 | 8,835 | 361 | - | 7.4 | 10.9% | | 3 | 东证期货 | 11,547 | -1,823 | 5,029 | 49 | - | 1.0 | 6.2% | | 4 | 南华期货 | 7,090 | 1,832 | 4,931 | -11 | - | -0.2 | 6.1% | | 5 | 招商期货 | 4,014 | 207 | 3,959 | 65 | - | 1.3 | 4.9% | | 6 | 中信建投 | 3,758 | -1,241 | 3,692 | 258 | - | 5.3 | 4.5% | | 7 | 银河期货 | 3,658 | -5,746 | 3,692 | 258 | - | -0.1 | 3.9% | | 8 | 华闻期货 | 3,023 | 646 | 2,297 | 45 | - | -7.0 | 3.3% | | 9 | 平安期货 | 2,537 | 376 | 2,133 | -20 | - | -0.4 | 2.8% | | 10 | 华泰期货 | 2,090 | 167 | 2,133 | -20 | - | -0.4 | 2.6% | **前五席位**：成交量53,082，增减5,623；持买单量36,903，增减731；持仓名义金额变化15.0亿元；持仓占比45.3%，占比变化0.7% **前十席位**：成交量68,148，增减-175；持买单量50,902，增减668；持仓名义金额变化13.7亿元；持仓占比62.5%，占比变化0.6% **前二十席位**：成交量78,264，增减1,342；持买单量64,270，增减589；持仓名义金额变化12.1亿元；持仓占比79.0%，占比变化0.4% --- ## 五年期国债期货2606合约持仓情况 | 名次 | 会员名称 | 成交量 | 增减 | 持买单量 | 增减（手） | 持仓名义金额变化（亿元） | 持仓占比 | 占比变化 | |------|----------|--------|------|----------|------------|--------------------------|----------|----------| | 1 | 招商期货 | 20 | -254 | 2,242 | 0 | 0.0 | 31.2% | 4.7% | | 2 | 中金期货 | 20 | 0 | 1,660 | 0 | 0.0 | 23.1% | 3.5% | | 3 | 首创京都 | 15 | -96 | 1,250 | 0 | 0.0 | 17.4% | 2.6% | | 4 | 中信期货 | 10 | -593 | 1,072 | 0 | 0.0 | 14.9% | 2.2% | | 5 | 申银万国 | 5 | -235 | 911 | -1,250 | -13.3 | 12.7% | -12.9% | | 6 | 国泰君安 | 0 | -337 | 40 | -20 | -0.2 | 0.6% | -0.2% | | 7 | 华泰期货 | 0 | -206 | 0 | 0 | 0.0 | 0.0% | 0.0% | | 8 | 广发期货 | 0 | 0 | 0 | 0 | 0.0 | 0.0% | 0.0% | | 9 | 平安期货 | 0 | -1,081 | 0 | 0 | 0.0 | 0.0% | 0.0% | | 10 | 银河期货 | 0 | -458 | 215 | 0 | 0.0 | 3.0% | 0.5% | **前五席位**：成交量70，增减-1,178；持买单量7,135，增减-1,250；持仓名义金额变化-13.3亿元；持仓占比99.4%，占比变化0.2% **前十席位**：成交量70，增减-3,260；持买单量7,175，增减-1,270；持仓名义金额变化-13.6亿元；持仓占比100.0%，占比变化0.0% **前二十席位**：成交量70，增减-3,546；持买单量7,175，增减-1,270；持仓名义金额变化-13.6亿元；持仓占比100.0%，占比变化0.0% --- ## 五年期国债期货2609合约持仓情况 | 名次 | 会员名称 | 成交量 | 增减 | 持买单量 | 增减（手） | 持仓名义金额变化（亿元） | 持仓占比 | 占比变化 | |------|----------|--------|------|----------|------------|--------------------------|----------|----------| | 1 | 中信期货 | 28,078 | -7,563 | 34,610 | - | -543 | -5.8 | 16.1% | | 2 | 国泰君安 | 27,649 | 548 | 25,777 | - | 129 | 1.4 | 12.0% | | 3 | 东证期货 | 20,209 | -4,681 | 18,045 | -81 | -292 | -3.1 | 8.4% | | 4 | 华闻期货 | 15,932 | -4,233 | 9,588 | 278 | -297 | -3.2 | 4.5% | | 5 | 南华期货 | 8,407 | 833 | 9,017 | -414 | 459 | 4.9 | 4.2% | | 6 | 申银万国 | 5,812 | -247 | 8,157 | -83 | 352 | 3.8 | 3.8% | | 7 | 招商期货 | 5,466 | -1,349 | 8,031 | -219 | -2.3 | -2.3 | 3.7% | | 8 | 广发期货 | 0 | 0 | 0 | 0 | 0.0 | 0.0% | 0.0% | | 9 | 平安期货 | 0 | -1,081 | 0 | -5 | -0.0 | 0.0% | 0.0% | | 10 | 国金期货 | 30 | 0 | 0 | 0 | 0.0 | 0.4% | 0.1% | **前五席位**：成交量100,275，增减-15,026；持买单量97,037，增减-1,250；持仓名义金额变化-544亿元；持仓占比45.0%，占比变化-0.1% **前十席位**：成交量127,442，增减-16,205；持买单量129,939，增减-1,270；持仓名义金额变化-128亿元；持仓占比60.3%，占比变化0.1% **前二十席位**：成交量149,276，增减-21,432；持买单量161,716，增减-1,270；持仓名义金额变化-646亿元；持仓占比75.1%，占比变化-0.1% --- ## 十年期国债期货2606合约持仓情况 | 名次 | 会员名称 | 成交量 | 增减 | 持买单量 | 增减（手） | 持仓名义金额变化（亿元） | 持仓占比 | 占比变化 | |------|----------|--------|------|----------|------------|--------------------------|----------|----------| | 1 | 宝城期货 | 252 | - | 2,780 | - | 0.0 | 31.6% | 1.5% | | 2 | 华泰期货 | 210 | - | 2,524 | - | 0.0 | 28.7% | 1.4% | | 3 | 国金期货 | 200 | - | 1,432 | - | 0.0 | 9.1% | 0.8% | | 4 | 第一创业 | 190 | - | 927 | - | 0.0 | 10.5% | 0.5% | | 5 | 招商期货 | 171 | - | 805 | -25 | -0.3 | 9.1% | 0.2% | | 6 | 平安期货 | 165 | - | 8,157 | -20 | -0.3 | 9.1% | 0.2% | | 7 | 申银万国 | 10 | - | 8,750 | -1,098 | -1.7 | 2.4% | -0.5% | | 8 | 海通期货 | 5,301 | - | 12,293 | -83 | -0.4 | 5.7% | -0.1% | | 9 | 民生期货 | 5,196 | 1,776 | 16,382 | -647 | 5.8 | 7.6% | -0.2% | | 10 | 国泰君安 | 5,392 | - | 12,293 | -83 | -0.4 | 5.7% | -0.1% | **前五席位**：成交量1,023，增减-；持买单量8,468，增减-25；持仓名义金额变化-0.3亿元；持仓占比96.2%，占比变化4.4% **前十席位**：成交量1,371，增减-；持买单量8,803，增减-447；持仓名义金额变化-4.2亿元；持仓占比100.0%，占比变化0.1% **前二十席位**：成交量1,376，增减-；持买单量8,803，增减-447；持仓名义金额变化-4.9亿元；持仓占比100.0%，占比变化0.0%