20250105-国泰期货-交易所会员持仓周报_5页_1mb
报告摘要
交易所会员持仓周报总结
核心内容概述
本报告为2025年1月5日发布的《交易所会员持仓周报》，由国泰君安期货研究提供。报告分析了前20会员在不同板块的多头和空头持仓变化情况，以及成交量和结算价的变动，旨在为专业投资者提供市场参考。
主要观点
1. 多头持仓变化率排名前三
- 无增加：前20会员多头持仓未出现增加。
- 减少：
- 螺纹钢：-31.14%
- 短纤：-31.02%
- 燃料油：-30.88%
2. 空头持仓变化率排名前三
- 无增加：前20会员空头持仓未出现增加。
- 减少：
- 螺纹钢：-33.80%
- 燃料油：-31.61%
- 铅：-31.34%
3. 多空持仓背离情况
- 多头持仓增加，空头持仓减少：无
- 多头持仓减少，空头持仓增加：无
关键信息
持仓与成交量变化（表1）
| 板块/单位 | 品种 | 持仓量 | 持仓量变化 | 成交量 | 成交量变化 | 结算价 |
|---|---|---|---|---|---|---|
| 贵金属 | 黄金 | 1,383,733 | -24.9% | 1,985,068 | -8.1% | 626.36 |
| 贵金属 | 白银 | 2,699,456 | -23.8% | 5,847,490 | -20.5% | 7,631 |
| 有色金属 | 铜 | 1,578,313 | -17.0% | 1,055,692 | +4.9% | 73,020 |
| 有色金属 | 锌 | 1,128,696 | -21.8% | 2,024,112 | -15.9% | 24,755 |
| 有色金属 | 铝 | 1,562,261 | -25.8% | 1,704,440 | -16.2% | 19,900 |
| 有色金属 | 镍 | 713,395 | -14.6% | 1,285,206 | -29.9% | 122,920 |
| 有色金属 | 锡 | 209,256 | -23.0% | 710,348 | -11.4% | 24,3070 |
| 有色金属 | 铅 | 335,278 | -28.6% | 475,378 | -39.5% | 16,725 |
| 黑色建材 | 铁矿石 | 2,478,687 | -22.0% | 3,098,056 | -9.8% | 768.5 |
| 黑色建材 | 螺纹钢 | 8,884,910 | -30.9% | 13,279,018 | -18.2% | 3,280 |
| 黑色建材 | 热轧卷板 | 5,254,575 | -28.2% | 4,244,772 | -17.0% | 3,391 |
| 黑色建材 | 不锈钢 | 1,077,575 | -6.1% | 1,899,164 | -5.3% | 12,705 |
| 黑色建材 | 焦煤 | 1,126,947 | -27.4% | 1,689,054 | -7.6% | 11,525 |
| 黑色建材 | 焦炭 | 122,690 | -25.2% | 176,290 | -17.2% | 1783 |
| 黑色建材 | 锰硅 | 1,848,392 | -18.1% | 1,348,326 | -23.6% | 6,106 |
| 黑色建材 | 硅铁 | 1,218,846 | -26.8% | 1,614,524 | +18.7% | 6,236 |
| 化工 | 聚乙烯 | 2,541,508 | -25.1% | 3,023,166 | -11.6% | 8,126 |
| 化工 | 聚丙烯 | 2,141,516 | -24.7% | 2,478,394 | -5.3% | 7,465 |
| 化工 | 苯乙烯 | 1,571,418 | -13.2% | 2,147,650 | -23.7% | 8,228 |
| 化工 | 甲醇 | 4,657,669 | -17.6% | 6,463,092 | -32.7% | 2,683 |
| 化工 | 乙二醇 | 1,391,532 | -14.9% | 1,818,404 | +9.5% | 4,793 |
| 化工 | 石油沥青 | 2,043,623 | -6.6% | 3,057,190 | -3.4% | 3,687 |
| 化工 | PTA | 5,761,336 | -20.9% | 5,644,108 | -23.4% | 4,984 |
| 化工 | 天然橡胶 | 975,830 | -22.9% | 4,314,654 | -1.1% | 17,085 |
| 化工 | 聚氯乙烯 | 4,845,803 | -21.1% | 8,089,246 | -6.8% | 5,178 |
| 化工 | 玻璃 | 3,812,771 | -23.9% | 6,421,434 | -26.0% | 13,35 |
| 化工 | 纤维板 | 769 | -59.6% | 2,258 | +6.3% | 1,314.5 |
| 化工 | 尿素 | 1,170,022 | -8.5% | 1,364,570 | -19.4% | 1,669 |
| 化工 | 纯碱 | 5,171,988 | -25.2% | 6,915,654 | -12.3% | 1,424 |
| 化工 | 短纤 | 933,625 | -29.6% | 1,328,240 | -19.1% | 6,884 |
| 能源 | 原油 | 206,349 | -15.2% | 858,922 | -8.6% | 5,706 |
| 能源 | 低硫燃料油 | 572,645 | -25.5% | 926,488 | -21.6% | 40,40 |
| 能源 | 液化石油气 | 597,030 | -8.0% | 1,269,922 | +94.9% | 4,472 |
| 能源 | 燃料油 | 1,797,400 | -24.7% | 5,248,250 | -22.2% | 3,342 |
| 软商品 | 白糖 | 2,151,435 | -19.7% | 2,954,668 | -12% | 5,993 |
| 软商品 | 棉花 | 3,192,040 | -23.8% | 2,116,050 | -4.0% | 13,485 |
| 软商品 | 纸浆 | 948,736 | -15.1% | 1,900,392 | -13.5% | 6,026 |
| 软商品 | 20号胶 | 494,150 | -16.4% | 1,260,702 | -16.7% | 14,335 |
| 农产品 | 豆一 | 1,060,214 | -24.9% | 1,048,822 | -40.8% | 3,928 |
| 农产品 | 豆二 | 967,067 | -18.2% | 1,270,074 | -13.5% | 3,339 |
| 农产品 | 豆油 | 3,270,917 | -23.7% | 4,294,560 | -6.2% | 7,670 |
| 农产品 | 豆粕 | 16,722,687 | -23.5% | 14,275,402 | -14.4% | 2,703 |
| 农产品 | 菜籽油 | 1,284,927 | -23.4% | 5,342,694 | -16.6% | 8,878 |
| 农产品 | 菜籽粕 | 4,260,365 | -28.1% | 8,677,762 | -21.8% | 2,384 |
| 农产品 | 棕榈油 | 2,461,910 | -19.9% | 9,258,164 | -10.8% | 8,482 |
| 农产品 | 玉米 | 8,094,262 | -20.5% | 5,479,726 | -34.5% | 2,227 |
| 农产品 | 苹果 | 509,752 | -22.5% | 1,100,786 | -19.2% | 6,887 |
| 农产品 | 生猪 | 612,132 | -24.1% | 522,662 | -12.3% | 12,975 |
| 农产品 | 鸡蛋 | 1,410,424 | -20.0% | 1,766,078 | +15.2% | 3,307 |
| 农产品 | 红枣 | 550,265 | -19.3% | 581,982 | -14.4% | 9,105 |
| 农产品 | 玉米淀粉 | 1,193,651 | -21.4% | 864,826 | -26.5% | 2,448 |
会员持仓增减（表2）
| 板块/单位 | 品种 | 前20会员多头增减 | 前20会员空头增减 | 前10会员多头增减 | 前10会员空头增减 | 前5会员多头增减 | 前5会员空头增减 |
|---|---|---|---|---|---|---|---|
| 贵金属 | 黄金 | -147,627 | -89,244 | -122,431 | -68,403 | -88,708 | -41,405 |
| 贵金属 | 白银 | -271,438 | -171,017 | -194,836 | -127,087 | -132,505 | -82,757 |
| 有色金属 | 铜 | -200,060 | -196,258 | -166,909 | -155,011 | -130,162 | -111,885 |
| 有色金属 | 锌 | -197,836 | -151,413 | -151,730 | -105,271 | -111,347 | -62,796 |
| 有色金属 | 铝 | -395,562 | -322,519 | -287,653 | -232,624 | -199,656 | -164,761 |
| 有色金属 | 镍 | -80,900 | -62,934 | -63,418 | -45,291 | -37,047 | -22,808 |
| 有色金属 | 锡 | -47,036 | -42,633 | -39,253 | -27,926 | -28,836 | -18,375 |
| 有色金属 | 铅 | -99,782 | -105,401 | -69,752 | -86,567 | -51,216 | -59,382 |
| 黑色建材 | 铁矿石 | -409,584 | -427,149 | -283,875 | -324,849 | -207,873 | -208,256 |
| 黑色建材 | 螺纹钢 | -2,001,610 | -2,361,850 | -1,453,932 | -1,877,119 | -869,759 | -1,344,743 |
| 黑色建材 | 热轧卷板 | -1,486,805 | -1,276,162 | -1,087,246 | -883,716 | -656,120 | -528,723 |
| 黑色建材 | 不锈钢 | -46,875 | -88,923 | -42,511 | -68,928 | -28,325 | -38,414 |
| 黑色建材 | 焦煤 | -215,302 | -255,551 | -151,783 | -210,806 | -103,488 | -152,704 |
| 黑色建材 | 焦炭 | -6,204 | -3,532 | -5,073 | -2,261 | -3,217 | -638 |
| 黑色建材 | 锰硅 | -278,511 | -305,694 | -214,492 | -235,751 | -156,589 | -143,077 |
| 黑色建材 | 硅铁 | -315,780 | -310,361 | -218,422 | -218,346 | -144,564 | -180,375 |
| 化工 | 聚乙烯 | -536,720 | -506,611 | -383,066 | -378,896 | -223,168 | -245,701 |
| 化工 | 聚丙烯 | -485,635 | -430,765 | -357,099 | -337,589 | -233,125 | -249,641 |
| 化工 | 苯乙烯 | -114,143 | -137,749 | -90,806 | -116,139 | -72,987 | -113,225 |
| 化工 | 甲醇 | -510,509 | -593,364 | -341,410 | -433,085 | -188,539 | -306,182 |
| 化工 | 乙二醇 | -184,497 | -205,248 | -136,891 | -158,098 | -106,330 | -123,805 |
| 化工 | 石油沥青 | -185,317 | -217,686 | -112,485 | -141,948 | -93,195 | -53,074 |
| 化工 | PTA | -919,541 | -1,041,485 | -648,839 | -798,087 | -477,122 | -479,141 |
| 化工 | 天然橡胶 | -140,935 | -199,736 | -101,009 | -152,282 | -65,309 | -93,352 |
| 化工 | 聚氯乙烯 | -580,841 | -812,580 | -476,251 | -651,471 | -356,350 | -564,672 |
| 化工 | 玻璃 | -645,538 | -752,294 | -403,387 | -519,814 | -237,377 | -352,091 |
| 化工 | 纤维板 | 0 | 0 | 0 | 0 | 0 | 0 |
| 化工 | 尿素 | -98,732 | -84,811 | -81,953 | -85,304 | -55,998 | -61,842 |
| 化工 | 纯碱 | -822,110 | -940,454 | -537,677 | -712,538 | -346,586 | -535,319 |
| 化工 | 短纤 | -312,437 | -302,288 | -179,991 | -166,635 | -96,991 | -106,365 |
| 能源 | 原油 | / | / | / | / | / | / |
| 能源 | 低硫燃料油 | -119,170 | -112,207 | -75,807 | -89,670 | -49,166 | -54,276 |
| 能源 | 液化石油气 | -5,667 | -706 | -10,254 | -21,016 | -13,992 | -15,910 |
| 能源 | 燃料油 | -446,713 | -414,552 | -299,450 | -226,244 | -175,623 | -126,887 |
| 软商品 | 白糖 | -360,680 | -345,997 | -251,345 | -295,454 | -168,816 | -209,415 |
| 软商品 | 棉花 | -669,240 | -690,799 | -496,681 | -566,373 | -367,094 | -425,867 |
| 软商品 | 纸浆 | -181,990 | -147,499 | -117,441 | -90,628 | -70,276 | -59,137 |
| 软商品 | 20号胶 | -52,357 | -83,491 | -41,733 | -65,062 | -28,818 | -47,067 |
| 农产品 | 豆一 | -204,326 | -291,593 | -161,097 | -252,801 | -97,732 | -217,753 |
| 农产品 | 豆二 | -110,997 | -107,127 | -70,574 | -98,342 | -45,106 | -87,508 |
| 农产品 | 豆油 | -664,094 | -787,770 | -497,817 | -615,111 | -380,188 | -449,525 |
| 农产品 | 豆粕 | -2,711,310 | -3,752,383 | -1,892,807 | -2,848,097 | -1,218,845 | -1,920,926 |
| 农产品 | 菜籽油 | -274,259 | -250,139 | -208,513 | -140,436 | -154,599 | -94,340 |
| 农产品 | 菜籽粕 | -835,944 | -1,160,946 | -586,965 | -968,327 | -428,726 | -700,302 |
| 农产品 | 棕榈油 | -380,410 | -348,952 | -280,478 | -242,552 | -184,166 | -168,800 |
| 农产品 | 玉米 | -1,507,144 | -1,514,436 | -1,145,683 | -1,248,769 | -886,845 | -1,009,584 |
| 农产品 | 苹果 | -68,360 | -66,723 | -40,557 | -42,349 | -24,857 | -31,298 |
| 农产品 | 生猪 | -66,449 | -84,191 | -47,623 | -58,134 | -26,925 | -40,251 |
| 农产品 | 鸡蛋 | -238,079 | -214,410 | -190,678 | -176,210 | -136,846 | -131,787 |
| 农产品 | 红枣 | -63,700 | -73,444 | -43,815 | -47,864 | -21,570 | -15,720 |
| 农产品 | 玉米淀粉 | -234,086 | -223,732 | -183,946 | -176,115 | -130,719 | -132,789 |
会员持仓变化（百分比）（表3）
| 板块/单位 | 品种 | 前20会员多头增减 | 前20会员空头增减 | 前10会员多头增减 | 前10会员空头增减 | 前5会员多头增减 | 前5会员空头增减 |
|---|---|---|---|---|---|---|---|
| 贵金属 | 黄金 | -17.71% | -23.53% | -17.71% | -24.58% | -17.46% | -22.77% |
| 贵金属 | 白银 | -19.18% | -17.23% | -19.13% | -16.87% | -19.31% | -15.58% |
| 有色金属 | 铜 | -16.77% | -17.23% | -18.18% | -17.55% | -20.05% | -17.60% |
| 有色金属 | 锌 | -21.72% | -20.19% | -21.44% | -20.74% | -21.10% | -18.94% |
| 有色金属 | 铝 | -28.67% | -26.74% | -28.11% | -25.24% | -28.02% | -24.08% |
| 有色金属 | 镍 | -17.25% | -12.67% | -17.90% | -12.24% | -15.89% | -9.01% |
| 有色金属 | 锡 | -25.49% | -25.11% | -26.54% | -23.55% | -27.51% | -24.35% |
| 有色金属 | 铅 | -29.70% | -31.34% | -27.45% | -33.68% | -28.34% | -36.12% |
| 黑色建材 | 铁矿石 | -21.36% | -22.34% | -19.84% | -23.92% | -21.03% | -24.41% |
| 黑色建材 | 螺纹钢 | -31.14% | -33.80% | -30.96% | -35.70% | -28.75% | -35.82% |
| 黑色建材 | 热轧卷板 | -29.50% | -29.57% | -28.83% | -28.21% | -26.11% | -25.36% |
| 黑色建材 | 不锈钢 | -8.02% | -12.70% | -9.84% | -12.65% | -10.29% | -10.26% |
| 黑色建材 | 焦煤 | -26.79% | -25.64% | -27.76% | -26.97% | -28.47% | -28.58% |
| 黑色建材 | 焦炭 | -8.49% | -4.33% | -9.76% | -3.74% | -8.80% | -1.49% |
| 黑色建材 | 锰硅 | -18.94% | -19.10% | -20.49% | -18.53% | -22.89% | -15.86% |
| 黑色建材 | 硅铁 | -25.82% | -24.64% | -24.65% | -22.57% | -22.63% | -24.51% |
| 化工 | 聚乙烯 | -22.91% | -23.36 |
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