> **来源:[研报客](https://pc.yanbaoke.cn)** # 国债期货持仓日报 2026年2月10日 # 国债期货成交概要 <table><tr><td></td><td>收盘价</td><td>+/-</td><td>成交量</td><td>+/-</td><td>成交额</td><td>+/-</td><td>持仓量</td><td>+/-</td><td>持仓保证金(亿元)</td></tr><tr><td>T2603</td><td>108.49</td><td>0.01%</td><td>67,522</td><td>-16%</td><td>732</td><td>-16%</td><td>221,188</td><td>-15,506</td><td>48.0</td></tr><tr><td>T2606</td><td>108.49</td><td>0.00%</td><td>37,019</td><td>-12%</td><td>402</td><td>-12%</td><td>116,906</td><td>16,034</td><td>25.4</td></tr><tr><td>T2609</td><td>108.45</td><td>-0.01%</td><td>1,181</td><td>113%</td><td>13</td><td>113%</td><td>6,743</td><td></td><td>1.5</td></tr><tr><td>合计</td><td></td><td></td><td>105,722</td><td>-14%</td><td>1,147</td><td>-14%</td><td>344,837</td><td></td><td>74.8</td></tr><tr><td></td><td>收盘价</td><td>+/-</td><td>成交量</td><td>+/-</td><td>成交额</td><td>+/-</td><td>持仓量</td><td>+/-</td><td>持仓保证金(亿元)</td></tr><tr><td>TF2603</td><td>106.02</td><td>0.00%</td><td>56,131</td><td>-19%</td><td>595</td><td>-19%</td><td>92,077</td><td>-14,010</td><td>11.7</td></tr><tr><td>TF2606</td><td>106.08</td><td>0.01%</td><td>24,418</td><td>-10%</td><td>259</td><td>-10%</td><td>82,933</td><td>11,354</td><td>10.6</td></tr><tr><td>TF2609</td><td>105.89</td><td>0.02%</td><td>1,311</td><td>346%</td><td>14</td><td>346%</td><td>6,796</td><td></td><td>0.9</td></tr><tr><td>合计</td><td></td><td></td><td>81,860</td><td>-16%</td><td>868</td><td>-16%</td><td>181,806</td><td>-1,732</td><td>23.1</td></tr><tr><td></td><td>收盘价</td><td>+/-</td><td>成交量</td><td>+/-</td><td>成交额</td><td>+/-</td><td>持仓量</td><td>+/-</td><td>持仓保证金(亿元)</td></tr><tr><td>TL2603</td><td>112.68</td><td>0.01%</td><td>62,349</td><td>-18%</td><td>702</td><td>-18%</td><td>103,753</td><td>-8,670</td><td>40.9</td></tr><tr><td>TL2606</td><td>112.83</td><td>0.01%</td><td>26,824</td><td>-4%</td><td>302</td><td>-4%</td><td>77,845</td><td>7,273</td><td>30.7</td></tr><tr><td>TL2609</td><td>112.58</td><td>0.02%</td><td>1,904</td><td>21%</td><td>21</td><td>22%</td><td>5,898</td><td>1,162</td><td>2.3</td></tr><tr><td>合计</td><td></td><td></td><td>91,077</td><td>-14%</td><td>1,026</td><td>-14%</td><td>187,496</td><td></td><td>74.0</td></tr><tr><td></td><td>收盘价</td><td>+/-</td><td>成交量</td><td>+/-</td><td>成交额</td><td>+/-</td><td>持仓量</td><td>+/-</td><td>持仓保证金(亿元)</td></tr><tr><td>TS2603</td><td>102.48</td><td>0.00%</td><td>34,311</td><td>-9%</td><td>703</td><td>-9%</td><td>49,256</td><td>-3,914</td><td>5.0</td></tr><tr><td>TS2606</td><td>102.50</td><td>0.00%</td><td>9,212</td><td>-17%</td><td>189</td><td>-17%</td><td>23,830</td><td>3,481</td><td>2.4</td></tr><tr><td>TS2609</td><td>102.52</td><td>-0.01%</td><td>613</td><td>717%</td><td>13</td><td>717%</td><td>1,217</td><td></td><td>0.1</td></tr><tr><td>合计</td><td></td><td></td><td>44,136</td><td>-9%</td><td>905</td><td>-9%</td><td>74,303</td><td>-340</td><td>7.6</td></tr></table> # 国债期货净持仓情况 两年期国债期货净持仓 五年期国债期货净持仓 十年期国债期货净持仓 三十年期国债期货净持仓 # 两年期国债期货持仓情况 两年期国债期货2603合约持仓情况 <table><tr><td>名次</td><td>会员名称</td><td>成交量</td><td>前上日增减</td><td>名次</td><td>会员名称</td><td>持买单量</td><td>+/-(手)</td><td>持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td><td>名次</td><td>会员名称</td><td>持卖单量</td><td>+/-(手)</td><td>持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td><td></td></tr><tr><td>1</td><td>中信期货</td><td>13,493</td><td>-3</td><td>342</td><td>1</td><td>国泰君安</td><td>7,065</td><td>98</td><td>1.4</td><td>14.3%</td><td>1.2%</td><td>1</td><td>中信期货</td><td>11,293</td><td>-1,143</td><td>-23.4</td><td>22.9%</td><td>0.5%</td></tr><tr><td>2</td><td>东证期货</td><td>11,544</td><td>-295</td><td>2</td><td>中信期货</td><td>5,987</td><td>-1,326</td><td>-2.2</td><td>12.2%</td><td>-1.6%</td><td>2</td><td>国泰君安</td><td>9,085</td><td>-6.14</td><td>-12.6</td><td>18.4%</td><td>0.2%</td><td></td></tr><tr><td>3</td><td>国泰君安</td><td>11,352</td><td>1</td><td>818</td><td>3</td><td>海通期货</td><td>3,098</td><td>149</td><td>4.1</td><td>6.3%</td><td>0.8%</td><td>3</td><td>广发期货</td><td>6,246</td><td>-9.31</td><td>-19.1</td><td>12.7%</td><td>0.8%</td></tr><tr><td>4</td><td>中信建投</td><td>5,949</td><td>-168</td><td>4</td><td>永安期货</td><td>3,042</td><td>18</td><td>1.0</td><td>6.2%</td><td>0.5%</td><td>4</td><td>银河期货</td><td>6,011</td><td>-1.37</td><td>-2.2</td><td>12.2%</td><td>0.7%</td><td></td></tr><tr><td>5</td><td>银河期货</td><td>5,706</td><td>-1239</td><td>5</td><td>东证期货</td><td>2,900</td><td>298</td><td>6.1</td><td>5.9%</td><td>1.0%</td><td>5</td><td>永安期货</td><td>2,428</td><td>11</td><td>0.2</td><td>4.9%</td><td>0.4%</td><td></td></tr><tr><td>6</td><td>招商期货</td><td>4,587</td><td>-170</td><td>6</td><td>平安期货</td><td>2,692</td><td>181</td><td>2.7</td><td>5.5%</td><td>0.6%</td><td>6</td><td>东证期货</td><td>2,249</td><td>-4.68</td><td>-9.6</td><td>4.6%</td><td>0.5%</td><td></td></tr><tr><td>7</td><td>长江期货</td><td>1,680</td><td>1</td><td>625</td><td>7</td><td>银河期货</td><td>2,358</td><td>13</td><td>0.9</td><td>4.8%</td><td>0.4%</td><td>7</td><td>海通期货</td><td>1,625</td><td>-10</td><td>-1.4</td><td>3.3%</td><td>0.1%</td></tr><tr><td>8</td><td>国金期货</td><td>1,180</td><td>-462</td><td>8</td><td>中信建投</td><td>2,350</td><td>-1,382</td><td>-2.3</td><td>4.8%</td><td>-2.2%</td><td>8</td><td>宏源期货</td><td>1,481</td><td>-11</td><td>-1.0</td><td>3.0%</td><td>0.1%</td><td></td></tr><tr><td>9</td><td>广发期货</td><td>1,078</td><td>-827</td><td>9</td><td>华泰期货</td><td>2,346</td><td>23</td><td>0.5</td><td>4.8%</td><td>0.4%</td><td>9</td><td>平安期货</td><td>1,010</td><td>173</td><td>3.5</td><td>2.1%</td><td>0.5%</td><td></td></tr><tr><td>10</td><td>华泰期货</td><td>1,031</td><td>13</td><td>10</td><td>中银期货</td><td>1,564</td><td>129</td><td>2.6</td><td>3.2%</td><td>0.5%</td><td>10</td><td>西南期货</td><td>888</td><td>23</td><td>0.5</td><td>1.8%</td><td>0.2%</td><td></td></tr><tr><td></td><td>前五席位</td><td>48,044</td><td>-3,226</td><td></td><td>前五席位</td><td>22,092</td><td>-713</td><td>-14.6</td><td>44.9%</td><td>-0.2%</td><td></td><td>前五席位</td><td>35,063</td><td>-2,784</td><td>-57.1</td><td>71.2%</td><td>-0.6%</td><td></td></tr><tr><td></td><td>前十席位</td><td>57,600</td><td>-1,393</td><td></td><td>前十席位</td><td>33,402</td><td>-1,769</td><td>-36.3</td><td>67.8%</td><td>1.1%</td><td></td><td>前十席位</td><td>42,316</td><td>-3,177</td><td>-65.1</td><td>85.9%</td><td>0.0%</td><td></td></tr><tr><td></td><td>前二十席</td><td>63,583</td><td>-3,373</td><td></td><td>前二十席</td><td>40,921</td><td>-1,649</td><td>-33.8</td><td>83.1%</td><td>0.4%</td><td></td><td>前二十席</td><td>46,516</td><td>-3,415</td><td>-70.0</td><td>94.4%</td><td>0.5%</td><td></td></tr></table> 两年期国债期货2606合约持仓情况 <table><tr><td>名次</td><td>会员名称</td><td>成交量</td><td>前上日增减</td><td>名次</td><td>会员名称</td><td>持买单量</td><td>+/-(手)</td><td>持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td><td>名次</td><td>会员名称</td><td>持卖单量</td><td>+/-(手)</td><td>持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td><td></td></tr><tr><td>1</td><td>中信期货</td><td>3,848</td><td></td><td>28</td><td>1</td><td>中信期货</td><td>5,381</td><td>1,197</td><td>24.5</td><td>22.6%</td><td>2.0%</td><td>1</td><td>国泰君安</td><td>7,236</td><td>358</td><td>7.3</td><td>30.4%</td><td>3.4%</td></tr><tr><td>2</td><td>东证期货</td><td>2,741</td><td>-1,307</td><td>2</td><td>中信建投</td><td>4,154</td><td>1,390</td><td>28.5</td><td>17.4%</td><td>3.8%</td><td>2</td><td>中信期货</td><td>3,659</td><td>753</td><td>15.4</td><td>15.4%</td><td>1.1%</td><td></td></tr><tr><td>3</td><td>中信建投</td><td>2,597</td><td></td><td>95</td><td>3</td><td>长江期货</td><td>1,651</td><td>782</td><td>16.0</td><td>6.9%</td><td>2.7%</td><td>3</td><td>东证期货</td><td>2,118</td><td>253</td><td>5.2</td><td>8.9%</td><td>0.3%</td></tr><tr><td>4</td><td>华泰期货</td><td>1,177</td><td></td><td>92</td><td>4</td><td>银河期货</td><td>1,635</td><td>63</td><td>1.3</td><td>6.9%</td><td>-0.9%</td><td>4</td><td>广发期货</td><td>1,747</td><td>815</td><td>16.7</td><td>7.3%</td><td>2.8%</td></tr><tr><td>5</td><td>招商期货</td><td>1,142</td><td>-299</td><td>5</td><td>国投期货</td><td>1,517</td><td>-9</td><td>-0.2</td><td>6.4%</td><td>-1.1%</td><td>5</td><td>银河期货</td><td>1,587</td><td>-8</td><td>-0.2</td><td>6.7%</td><td>1.2%</td><td></td></tr><tr><td>6</td><td>广发期货</td><td>904</td><td></td><td>48</td><td>6</td><td>平安期货</td><td>1,109</td><td>5</td><td>0.1</td><td>4.7%</td><td>-0.8%</td><td>6</td><td>华泰期货</td><td>1,103</td><td>68</td><td>1.4</td><td>4.6%</td><td>0.5%</td></tr><tr><td>7</td><td>长江期货</td><td>790</td><td></td><td>79</td><td>7</td><td>金元期货</td><td>1,043</td><td>2</td><td>0.0</td><td>4.4%</td><td>-0.7%</td><td>7</td><td>格林大华</td><td>1,018</td><td>438</td><td>9.0</td><td>4.3%</td><td>1.4%</td></tr><tr><td>8</td><td>国泰君安</td><td>762</td><td>-1,794</td><td>8</td><td>宝城期货</td><td>694</td><td>0</td><td>0.0</td><td>2.9%</td><td>-0.5%</td><td>8</td><td>宏源期货</td><td>932</td><td>88</td><td>1.8</td><td>3.9%</td><td>0.2%</td><td></td></tr><tr><td>9</td><td>宝城期货</td><td>464</td><td></td><td>104</td><td>9</td><td>华泰期货</td><td>652</td><td>57</td><td>1.2</td><td>2.7%</td><td>-0.2%</td><td>9</td><td>宝城期货</td><td>789</td><td>464</td><td>9.5</td><td>3.3%</td><td>2.7%</td></tr><tr><td>10</td><td>格林大华</td><td>443</td><td></td><td>16</td><td>10</td><td>东海期货</td><td>609</td><td>0</td><td>0.0</td><td>2.6%</td><td>-0.4%</td><td>10</td><td>和融期货</td><td>730</td><td>0</td><td>0.0</td><td>3.1%</td><td>0.5%</td></tr><tr><td></td><td>前五席位</td><td>11,505</td><td>-781</td><td></td><td>前五席位</td><td>14,338</td><td>3,423</td><td>70.2</td><td>60.2%</td><td>5.4%</td><td></td><td>前五席位</td><td>16,347</td><td>2,171</td><td>44.5</td><td>68.6%</td><td>-1.6%</td><td></td></tr><tr><td></td><td>前十席位</td><td>14,868</td><td>-1,228</td><td></td><td>前十席位</td><td>18,445</td><td>3,487</td><td>71.5</td><td>77.4%</td><td>3.9%</td><td></td><td>前十席位</td><td>20,919</td><td>3,229</td><td>66.2</td><td>87.8%</td><td>0.2%</td><td></td></tr><tr><td></td><td>前二十席</td><td>17,057</td><td>-2,885</td><td></td><td>前二十席</td><td>21,865</td><td>3,533</td><td>72.4</td><td>91.8%</td><td>0.6%</td><td></td><td>前二十席</td><td>23,004</td><td>3,658</td><td>75.0</td><td>96.5%</td><td>0.7%</td><td></td></tr></table> # 五年期国债期货持仓情况 五年期国债期货2603合约持仓情况 <table><tr><td>名次</td><td>会员名称</td><td>成交量</td><td>前上日增减</td><td>名次</td><td>会员名称</td><td>持买单量</td><td>+/-(手)</td><td>持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td><td>名次</td><td>会员名称</td><td>持卖单量</td><td>+/-(手)</td><td>持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td></tr><tr><td>1</td><td>中信期货</td><td>24,926</td><td>-8.531</td><td>1</td><td>中信期货</td><td>15,484</td><td>-3.29</td><td>-34.</td><td>16.8%</td><td>-0.9%</td><td>1</td><td>国泰君安</td><td>12,914</td><td>-1,562</td><td>-16.6</td><td>14.0%</td><td>0.4%</td></tr><tr><td>2</td><td>东证期货</td><td>16,587</td><td>-8.560</td><td>2</td><td>东证期货</td><td>9,456</td><td>-1.02</td><td>-10.</td><td>10.3%</td><td>0.4%</td><td>2</td><td>银河期货</td><td>11,096</td><td>-133</td><td>-1.5</td><td>12.1%</td><td>1.5%</td></tr><tr><td>3</td><td>国泰君安</td><td>15,853</td><td>1,725</td><td>3</td><td>国泰君安</td><td>7,593</td><td>-2.04</td><td>-21.</td><td>8.2%</td><td>-0.8%</td><td>3</td><td>招商期货</td><td>7,641</td><td>-16</td><td>-0.2</td><td>8.3%</td><td>1.1%</td></tr><tr><td>4</td><td>中信建投</td><td>5,799</td><td>344</td><td>4</td><td>平安期货</td><td>6,419</td><td>125</td><td>1.3</td><td>7.0%</td><td>1.0%</td><td>4</td><td>中信期货</td><td>7,515</td><td>-2,179</td><td>-23.0</td><td>8.2%</td><td>-1.0%</td></tr><tr><td>5</td><td>银河期货</td><td>5,649</td><td>-2.537</td><td>5</td><td>招商期货</td><td>4,495</td><td>142</td><td>1.5</td><td>4.9%</td><td>0.8%</td><td>5</td><td>平安期货</td><td>7,436</td><td>-723</td><td>-7.7</td><td>8.1%</td><td>0.4%</td></tr><tr><td>6</td><td>招商期货</td><td>4,894</td><td>-633</td><td>6</td><td>银河期货</td><td>4,400</td><td>19</td><td>0.2</td><td>4.8%</td><td>0.6%</td><td>6</td><td>东证期货</td><td>6,626</td><td>-1,973</td><td>-21.0</td><td>7.2%</td><td>-0.9%</td></tr><tr><td>7</td><td>海通期货</td><td>4,062</td><td>-298</td><td>7</td><td>中信建投</td><td>3,270</td><td>-1.01</td><td>-10.</td><td>3.6%</td><td>-0.5%</td><td>7</td><td>宏源期货</td><td>5,498</td><td>53</td><td>0.6</td><td>6.0%</td><td>0.8%</td></tr><tr><td>8</td><td>华泰期货</td><td>3,234</td><td>-178</td><td>8</td><td>申银万国</td><td>3,052</td><td>-70</td><td>-0.1</td><td>3.3%</td><td>0.4%</td><td>8</td><td>华泰期货</td><td>3,944</td><td>-953</td><td>-10.4</td><td>4.3%</td><td>-0.3%</td></tr><tr><td>9</td><td>国投期货</td><td>2,556</td><td>-43</td><td>9</td><td>华泰期货</td><td>2,414</td><td>48</td><td>0.5</td><td>2.6%</td><td>0.4%</td><td>9</td><td>广发期货</td><td>3,615</td><td>-1,466</td><td>-15.5</td><td>3.9%</td><td>-0.9%</td></tr><tr><td>10</td><td>南华期货</td><td>2,489</td><td>-1.398</td><td>10</td><td>海通期货</td><td>2,405</td><td>-1.145</td><td>-12.</td><td>2.6%</td><td>-0.7%</td><td>10</td><td>申银万国</td><td>3,090</td><td>161</td><td>1.1</td><td>3.4%</td><td>0.6%</td></tr><tr><td></td><td>前五席位</td><td>68,814</td><td>-17,589</td><td></td><td>前五席位</td><td>43,447</td><td>-6,093</td><td>-64.6</td><td>47.2%</td><td>0.5%</td><td></td><td>前五席位</td><td>46,602</td><td>-4,611</td><td>-48.9</td><td>50.6%</td><td>1.4%</td></tr><tr><td></td><td>前十席位</td><td>86,049</td><td>-20,079</td><td></td><td>前十席位</td><td>58,988</td><td>-8,257</td><td>-87.5</td><td>64.1%</td><td>0.7%</td><td></td><td>前十席位</td><td>69,375</td><td>-8,791</td><td>-93.2</td><td>75.3%</td><td>1.2%</td></tr><tr><td></td><td>前二十席</td><td>100,804</td><td>-24,278</td><td></td><td>前二十席</td><td>75,057</td><td>-9,563</td><td>-101.4</td><td>81.5%</td><td>0.9%</td><td></td><td>前二十席</td><td>82,585</td><td>-12,367</td><td>-131.1</td><td>89.7%</td><td>0.2%</td></tr></table> 五年期国债期货2606合约持仓情况 <table><tr><td>名次</td><td>会员名称</td><td>成交量</td><td>前上日增减</td><td>名次</td><td>会员名称</td><td>持买单量</td><td>+/-(手)</td><td colspan="2">持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td><td>名次</td><td>会员名称</td><td>持卖单量</td><td>+/-(手)</td><td colspan="2">持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td></tr><tr><td>1</td><td>中信期货</td><td>10,221</td><td>-1,730</td><td>1</td><td>东证期货</td><td>21,438</td><td>1,238</td><td colspan="2">13.1</td><td>25.8%</td><td>-3.4%</td><td>1</td><td>中信期货</td><td>17,744</td><td>1,277</td><td colspan="2">13.5</td><td>21.4%</td><td>-1.6%</td></tr><tr><td>2</td><td>东证期货</td><td>8,393</td><td>-4,036</td><td>2</td><td>中信期货</td><td>18,524</td><td>2,996</td><td colspan="2">31.8</td><td>22.3%</td><td>0.6%</td><td>2</td><td>国泰君安</td><td>12,378</td><td>1,079</td><td colspan="2">11.4</td><td>14.9%</td><td>-0.9%</td></tr><tr><td>3</td><td>国泰君安</td><td>4,198</td><td>1,014</td><td>3</td><td>国泰君安</td><td>6,484</td><td>1,719</td><td colspan="2">18.2</td><td>7.8%</td><td>1.2%</td><td>3</td><td>东证期货</td><td>7,392</td><td>2,421</td><td colspan="2">25.7</td><td>8.9%</td><td>2.0%</td></tr><tr><td>4</td><td>渤海期货</td><td>2,681</td><td>-946</td><td>4</td><td>银河期货</td><td>4,193</td><td>128</td><td colspan="2">1.4</td><td>5.1%</td><td>-4.6%</td><td>4</td><td>华泰期货</td><td>6,124</td><td>704</td><td colspan="2">7.5</td><td>7.4%</td><td>-0.2%</td></tr><tr><td>5</td><td>中信建投</td><td>2,396</td><td>524</td><td>5</td><td>平安期货</td><td>2,913</td><td>-20</td><td colspan="2">-0.2</td><td>3.5%</td><td>-0.6%</td><td>5</td><td>广发期货</td><td>6,076</td><td>1,387</td><td colspan="2">14.7</td><td>7.3%</td><td>0.8%</td></tr><tr><td>6</td><td>华泰期货</td><td>2,180</td><td>821</td><td>6</td><td>宏源期货</td><td>2,781</td><td>37</td><td colspan="2">0.4</td><td>3.4%</td><td>-0.5%</td><td>6</td><td>银河期货</td><td>5,130</td><td>27</td><td colspan="2">0.3</td><td>6.2%</td><td>-0.9%</td></tr><tr><td>7</td><td>国投期货</td><td>1,973</td><td>-241</td><td>7</td><td>国富期货</td><td>2,455</td><td>455</td><td colspan="2">4.8</td><td>3.0%</td><td>0.2%</td><td>7</td><td>国投期货</td><td>4,223</td><td>1,862</td><td colspan="2">19.7</td><td>5.1%</td><td>1.8%</td></tr><tr><td>8</td><td>广发期货</td><td>1,633</td><td>421</td><td>8</td><td>华泰期货</td><td>2,038</td><td>104</td><td colspan="2">1.1</td><td>2.5%</td><td>-0.2%</td><td>8</td><td>和融期货</td><td>3,636</td><td>150</td><td colspan="2">1.6</td><td>4.4%</td><td>-0.5%</td></tr><tr><td>9</td><td>招商期货</td><td>1,623</td><td>-934</td><td>9</td><td>兴证期货</td><td>2,022</td><td>52</td><td colspan="2">0.6</td><td>2.4%</td><td>-0.3%</td><td>9</td><td>宏源期货</td><td>2,861</td><td>21</td><td colspan="2">0.2</td><td>3.4%</td><td>-0.5%</td></tr><tr><td>10</td><td>海通期货</td><td>1,162</td><td>-28</td><td>10</td><td>中金财富</td><td>1,968</td><td>129</td><td colspan="2">1.4</td><td>2.4%</td><td>-0.2%</td><td>10</td><td>海通期货</td><td>2,658</td><td>36</td><td colspan="2">0.4</td><td>3.2%</td><td>-0.5%</td></tr><tr><td></td><td>前五席位</td><td>27,889</td><td>-5,114</td><td></td><td>前五席位</td><td>53,552</td><td>6,061</td><td colspan="2">64.3</td><td>64.6%</td><td>-1.8%</td><td></td><td>前五席位</td><td>49,714</td><td>6,868</td><td colspan="2">72.8</td><td>59.9%</td><td>-0.5%</td></tr><tr><td></td><td>前十席位</td><td>36,460</td><td>-5,025</td><td></td><td>前十席位</td><td>64,816</td><td>6,838</td><td colspan="2">72.5</td><td>78.2%</td><td>-2.8%</td><td></td><td>前十席位</td><td>68,222</td><td>8,964</td><td colspan="2">95.0</td><td>82.3%</td><td>-0.5%</td></tr><tr><td></td><td>前二十席</td><td>42,796</td><td>-3,052</td><td></td><td>前二十席</td><td>74,895</td><td>9,883</td><td colspan="2">104.8</td><td>90.3%</td><td>-1.3%</td><td></td><td>前二十席</td><td>79,735</td><td>11,094</td><td colspan="2">117.6</td><td>96.1%</td><td>-0.1%</td></tr></table> # 十年期国债期货持仓情况 十年期国债期货2603合约持仓情况 <table><tr><td>名次</td><td>会员名称</td><td>成交量</td><td>前上日增减</td><td>名次</td><td>会员名称</td><td>持买单量</td><td>+/-(手)</td><td>持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td><td>名次</td><td>会员名称</td><td>持卖单量</td><td>+/-(手)</td><td>持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td></tr><tr><td>1</td><td>中信期货</td><td>34,529</td><td>-7.350</td><td>1</td><td>中信期货</td><td>40,349</td><td>-3.61</td><td>-39.3</td><td>18.2%</td><td>-0.3%</td><td>1</td><td>中信期货</td><td>29,281</td><td>-2,918</td><td>-31.7</td><td>13.2%</td><td>-0.4%</td></tr><tr><td>2</td><td>国泰君安</td><td>17,214</td><td>391</td><td>2</td><td>国泰君安</td><td>32,942</td><td>-4.15</td><td>-45.3</td><td>14.9%</td><td>-0.8%</td><td>2</td><td>东证期货</td><td>27,140</td><td>-479</td><td>-5.2</td><td>12.3%</td><td>0.6%</td></tr><tr><td>3</td><td>东证期货</td><td>16,607</td><td>-3.263</td><td>3</td><td>东证期货</td><td>21,290</td><td>-915</td><td>-9.3</td><td>9.6%</td><td>0.2%</td><td>3</td><td>国泰君安</td><td>22,391</td><td>-296</td><td>-3.2</td><td>10.1%</td><td>0.5%</td></tr><tr><td>4</td><td>银河期货</td><td>6,541</td><td>511</td><td>4</td><td>银河期货</td><td>10,366</td><td>-1.14</td><td>-12.3</td><td>4.7%</td><td>-0.2%</td><td>4</td><td>宏源期货</td><td>22,211</td><td>38</td><td>0.4</td><td>10.0%</td><td>0.7%</td></tr><tr><td>5</td><td>海通期货</td><td>5,772</td><td>-1.189</td><td>5</td><td>平安期货</td><td>9,565</td><td>-685</td><td>-7.3</td><td>4.3%</td><td>0.0%</td><td>5</td><td>招商期货</td><td>17,560</td><td>-6</td><td>-0.1</td><td>7.9%</td><td>0.5%</td></tr><tr><td>6</td><td>华泰期货</td><td>4,455</td><td>-1.544</td><td>6</td><td>中信建投</td><td>9,121</td><td>58</td><td>0.6</td><td>4.1%</td><td>0.3%</td><td>6</td><td>银河期货</td><td>13,389</td><td>-1.186</td><td>-12.9</td><td>6.1%</td><td>-0.1%</td></tr><tr><td>7</td><td>中信建投</td><td>3,901</td><td>-240</td><td>7</td><td>华泰期货</td><td>7,710</td><td>-255</td><td>-2.3</td><td>3.5%</td><td>0.1%</td><td>7</td><td>平安期货</td><td>11,887</td><td>-591</td><td>-6.4</td><td>5.4%</td><td>0.1%</td></tr><tr><td>8</td><td>华闻期货</td><td>3,306</td><td>-1.583</td><td>8</td><td>招商期货</td><td>6,365</td><td>-31</td><td>-0.3</td><td>2.9%</td><td>0.2%</td><td>8</td><td>国金期货</td><td>8,554</td><td>-940</td><td>-10.2</td><td>3.9%</td><td>-0.1%</td></tr><tr><td>9</td><td>中泰期货</td><td>3,259</td><td>-75</td><td>9</td><td>兴证期货</td><td>5,567</td><td>214</td><td>2.3</td><td>2.5%</td><td>0.3%</td><td>9</td><td>申银万国</td><td>8,512</td><td>5</td><td>0.1</td><td>3.8%</td><td>0.3%</td></tr><tr><td>10</td><td>申银万国</td><td>3,156</td><td>1,204</td><td>10</td><td>中金财富</td><td>4,575</td><td>-336</td><td>-3.5</td><td>2.1%</td><td>0.0%</td><td>10</td><td>华泰期货</td><td>7,656</td><td>-1.413</td><td>-15.3</td><td>3.5%</td><td>-0.4%</td></tr><tr><td></td><td>前五席位</td><td>80,663</td><td>-10,897</td><td></td><td>前五席位</td><td>114,512</td><td>-10,521</td><td>-114.1</td><td>51.8%</td><td>-1.1%</td><td></td><td>前五席位</td><td>118,583</td><td>-3,661</td><td>-39.7</td><td>53.6%</td><td>2.0%</td></tr><tr><td></td><td>前十席位</td><td>98,740</td><td>-13,135</td><td></td><td>前十席位</td><td>147,850</td><td>-10,872</td><td>-117.9</td><td>66.8%</td><td>-0.3%</td><td></td><td>前十席位</td><td>168,581</td><td>-7,786</td><td>-84.5</td><td>76.2%</td><td>1.7%</td></tr><tr><td></td><td>前二十席</td><td>119,081</td><td>-18,256</td><td></td><td>前二十席</td><td>177,583</td><td>-12,115</td><td>-131.4</td><td>80.3%</td><td>-0.1%</td><td></td><td>前二十席</td><td>200,904</td><td>-13,414</td><td>-145.5</td><td>90.8%</td><td>0.3%</td></tr></table> 十年期国债期货2606合约持仓情况 <table><tr><td>名次</td><td>会员名称</td><td>成交量</td><td>前上日增减</td><td>名次</td><td>会员名称</td><td>持买单量</td><td>+/-(手)</td><td>持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td><td>名次</td><td>会员名称</td><td>持卖单量</td><td>+/-(手)</td><td>持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td></tr><tr><td>1</td><td>中信期货</td><td>18,915</td><td>-4.518</td><td>1</td><td>中信期货</td><td>24,334</td><td>3.274</td><td>35.5</td><td>20.8%</td><td>-0.1%</td><td>1</td><td>东证期货</td><td>17,974</td><td>5,186</td><td>56.3</td><td>15.4%</td><td>2.7%</td></tr><tr><td>2</td><td>东证期货</td><td>12,330</td><td>1,327</td><td>2</td><td>国泰君安</td><td>17,888</td><td>2.438</td><td>26.4</td><td>15.3%</td><td>0.0%</td><td>2</td><td>中信期货</td><td>15,658</td><td>1,037</td><td>11.2</td><td>13.4%</td><td>-1.1%</td></tr><tr><td>3</td><td>华泰期货</td><td>5,324</td><td>1,079</td><td>3</td><td>东证期货</td><td>9,259</td><td>2.002</td><td>21.7</td><td>7.9%</td><td>0.7%</td><td>3</td><td>银河期货</td><td>10,297</td><td>-129</td><td>-1.4</td><td>8.8%</td><td>-1.5%</td></tr><tr><td>4</td><td>国泰君安</td><td>4,683</td><td>-2.103</td><td>4</td><td>银河期货</td><td>5,177</td><td>312</td><td>3.4</td><td>4.4%</td><td>-0.4%</td><td>4</td><td>国泰君安</td><td>8,779</td><td>-85</td><td>-0.9</td><td>7.5%</td><td>-1.3%</td></tr><tr><td>5</td><td>国投期货</td><td>2,658</td><td>-578</td><td>5</td><td>华泰期货</td><td>4,998</td><td>1,600</td><td>17.4</td><td>4.3%</td><td>0.9%</td><td>5</td><td>广发期货</td><td>6,563</td><td>1,318</td><td>14.3</td><td>5.6%</td><td>0.4%</td></tr><tr><td>6</td><td>渤海期货</td><td>2,333</td><td>1,017</td><td>6</td><td>宏源期货</td><td>4,921</td><td>91</td><td>1.0</td><td>4.2%</td><td>-0.6%</td><td>6</td><td>平安期货</td><td>6,446</td><td>330</td><td>3.6</td><td>5.5%</td><td>-0.5%</td></tr><tr><td>7</td><td>海通期货</td><td>2,014</td><td>-142</td><td>7</td><td>申银万国</td><td>4,393</td><td>664</td><td>7.2</td><td>3.8%</td><td>0.1%</td><td>7</td><td>国投期货</td><td>5,770</td><td>2,199</td><td>23.9</td><td>4.9%</td><td>1.4%</td></tr><tr><td>8</td><td>广发期货</td><td>1,788</td><td>1,920</td><td>8</td><td>永安期货</td><td>3,940</td><td>558</td><td>6.1</td><td>3.4%</td><td>0.0%</td><td>8</td><td>宝城期货</td><td>5,163</td><td>381</td><td>4.1</td><td>4.4%</td><td>-0.3%</td></tr><tr><td>9</td><td>中信建投</td><td>1,541</td><td>-980</td><td>9</td><td>兴证期货</td><td>3,707</td><td>242</td><td>2.6</td><td>3.2%</td><td>-0.3%</td><td>9</td><td>华泰期货</td><td>4,164</td><td>1,472</td><td>16.0</td><td>3.6%</td><td>2.4%</td></tr><tr><td>10</td><td>中泰期货</td><td>1,475</td><td>-44</td><td>10</td><td>光大期货</td><td>3,182</td><td>1,174</td><td>12.7</td><td>2.7%</td><td>1.9%</td><td>10</td><td>中信建投</td><td>3,853</td><td>349</td><td>3.8</td><td>3.3%</td><td>-0.2%</td></tr><tr><td></td><td>前五席位</td><td>43,910</td><td>-3,593</td><td></td><td>前五席位</td><td>61,656</td><td>9,626</td><td>104.4</td><td>52.7%</td><td>-0.3%</td><td></td><td>前五席位</td><td>59,271</td><td>7,327</td><td>79.5</td><td>50.7%</td><td>-1.7%</td></tr><tr><td></td><td>前十席位</td><td>53,061</td><td>-2,722</td><td></td><td>前十席位</td><td>81,799</td><td>12,355</td><td>134.0</td><td>70.0%</td><td>0.6%</td><td></td><td>前十席位</td><td>84,667</td><td>12,058</td><td>130.8</td><td>72.4%</td><td>-0.5%</td></tr><tr><td></td><td>前二十席</td><td>64,453</td><td>-3,465</td><td></td><td>前二十席</td><td>101,168</td><td>14,895</td><td>161.6</td><td>86.5%</td><td>0.9%</td><td></td><td>前二十席</td><td>106,042</td><td>13,588</td><td>147.4</td><td>90.7%</td><td>-1.4%</td></tr></table> # 三十年期国债期货持仓情况 三十年期国债期货2603合约持仓情况 <table><tr><td>名次</td><td>会员名称</td><td>成交量</td><td>前上日增减</td><td>名次</td><td>会员名称</td><td>持买单量</td><td>+/-(手)</td><td>持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td><td>名次</td><td>会员名称</td><td>持卖单量</td><td>+/-(手)</td><td>持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td></tr><tr><td>1</td><td>中信期货</td><td>26,640</td><td>-4,230</td><td>1</td><td>国泰君安</td><td>17,576</td><td>-9.99</td><td>-11.31</td><td>16.9%</td><td>0.4%</td><td>1</td><td>国泰君安</td><td>15,794</td><td>-6.98</td><td>-7.39</td><td>15.2%</td><td>0.6%</td></tr><tr><td>2</td><td>东证期货</td><td>14,410</td><td>-5.72</td><td>2</td><td>招商期货</td><td>9,466</td><td>-4.99</td><td>-0.88</td><td>9.1%</td><td>0.6%</td><td>2</td><td>中信期货</td><td>10,250</td><td>-1.93</td><td>-21.99</td><td>9.9%</td><td>1.0%</td></tr><tr><td>3</td><td>国泰君安</td><td>13,641</td><td>-1,286</td><td>3</td><td>中信期货</td><td>8,333</td><td>-1.541</td><td>-16.99</td><td>8.0%</td><td>-0.7%</td><td>3</td><td>银河期货</td><td>8,803</td><td>-8.28</td><td>-9.33</td><td>8.5%</td><td>0.1%</td></tr><tr><td>4</td><td>海通期货</td><td>7,160</td><td>-2.718</td><td>4</td><td>银河期货</td><td>6,627</td><td>-3.59</td><td>-4.30</td><td>6.4%</td><td>0.2%</td><td>4</td><td>东证期货</td><td>8,360</td><td>-5.02</td><td>-5.7</td><td>8.1%</td><td>0.2%</td></tr><tr><td>5</td><td>银河期货</td><td>6,819</td><td>-8.13</td><td>5</td><td>东证期货</td><td>6,361</td><td>-5.30</td><td>-5.36</td><td>6.1%</td><td>0.0%</td><td>5</td><td>招商期货</td><td>7,432</td><td>-4</td><td>0.0</td><td>7.2%</td><td>0.5%</td></tr><tr><td>6</td><td>五矿期货</td><td>6,283</td><td>-2.293</td><td>6</td><td>平安期货</td><td>5,836</td><td>-2.82</td><td>-3.32</td><td>5.6%</td><td>0.2%</td><td>6</td><td>宏源期货</td><td>6,510</td><td>2.30</td><td>2.7</td><td>6.3%</td><td>0.7%</td></tr><tr><td>7</td><td>华闻期货</td><td>6,048</td><td>-3.493</td><td>7</td><td>海通期货</td><td>4,297</td><td>-2.48</td><td>-2.38</td><td>4.1%</td><td>0.1%</td><td>7</td><td>国金期货</td><td>6,266</td><td>-6.12</td><td>-6.39</td><td>6.0%</td><td>0.1%</td></tr><tr><td>8</td><td>华泰期货</td><td>3,795</td><td>-5.82</td><td>8</td><td>华泰期货</td><td>3,287</td><td>-2.56</td><td>-2.39</td><td>3.2%</td><td>0.0%</td><td>8</td><td>宝城期货</td><td>4,762</td><td>2.30</td><td>2.5</td><td>4.6%</td><td>0.6%</td></tr><tr><td>9</td><td>申银万国</td><td>2,877</td><td>-9.52</td><td>9</td><td>国金期货</td><td>3,069</td><td>-1.41</td><td>-1.31</td><td>3.0%</td><td>0.1%</td><td>9</td><td>广发期货</td><td>3,466</td><td>-8.10</td><td>-9.11</td><td>3.3%</td><td>0.5%</td></tr><tr><td>10</td><td>广发期货</td><td>2,427</td><td>2012</td><td>10</td><td>中信建投</td><td>2,964</td><td>19.41</td><td>2.22</td><td>2.9%</td><td>0.4%</td><td>10</td><td>平安期货</td><td>3,281</td><td>80</td><td>0.9</td><td>3.2%</td><td>0.3%</td></tr><tr><td></td><td>前五席位</td><td>68,670</td><td>-14,805</td><td></td><td>前五席位</td><td>48,363</td><td>-3,418</td><td>-38.5</td><td>46.6%</td><td>0.6%</td><td></td><td>前五席位</td><td>50,639</td><td>-3,975</td><td>-44.8</td><td>48.8%</td><td>0.2%</td></tr><tr><td></td><td>前十席位</td><td>90,100</td><td>-21,931</td><td></td><td>前十席位</td><td>67,816</td><td>-4,111</td><td>-46.3</td><td>65.4%</td><td>0.8%</td><td></td><td>前十席位</td><td>74,924</td><td>-4,848</td><td>-54.6</td><td>72.2%</td><td>0.5%</td></tr><tr><td></td><td>前二十席</td><td>105,461</td><td>-24,255</td><td></td><td>前二十席</td><td>82,709</td><td>-6,291</td><td>-70.9</td><td>79.7%</td><td>0.4%</td><td></td><td>前二十席</td><td>93,086</td><td>-6,438</td><td>-72.5</td><td>89.7%</td><td>1.0%</td></tr></table> 三十年期国债期货2606合约持仓情况 <table><tr><td>名次</td><td>会员名称</td><td>成交量</td><td>前上日增减</td><td>名次</td><td>会员名称</td><td>持买单量</td><td>+/-(手)</td><td colspan="2">持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td><td>名次</td><td>会员名称</td><td>持卖单量</td><td>+/-(手)</td><td colspan="2">持仓名义金额变化(亿元)</td><td>持仓占比</td><td>占比变化</td></tr><tr><td>1</td><td>中信期货</td><td>12,524</td><td>-2,808</td><td>1</td><td>中信期货</td><td>16,065</td><td>426</td><td colspan="2">4.8</td><td>20.6%</td><td>4.5%</td><td>1</td><td>银河期货</td><td>12,146</td><td>760</td><td colspan="2">8.6</td><td>15.6%</td><td>-0.5%</td></tr><tr><td>2</td><td>东证期货</td><td>5,911</td><td>-2,073</td><td>2</td><td>东证期货</td><td>8,422</td><td>865</td><td colspan="2">9.8</td><td>10.8%</td><td>0.1%</td><td>2</td><td>东证期货</td><td>11,839</td><td>1,142</td><td colspan="2">12.9</td><td>15.2%</td><td>0.1%</td></tr><tr><td>3</td><td>国泰君安</td><td>4,176</td><td>-630</td><td>3</td><td>国泰君安</td><td>8,024</td><td>935</td><td colspan="2">10.5</td><td>10.3%</td><td>0.3%</td><td>3</td><td>中信期货</td><td>10,261</td><td>1,008</td><td colspan="2">11.4</td><td>13.2%</td><td>0.1%</td></tr><tr><td>4</td><td>银河期货</td><td>2,694</td><td>-178</td><td>4</td><td>银河期货</td><td>6,240</td><td>202</td><td colspan="2">2.3</td><td>8.0%</td><td>0.5%</td><td>4</td><td>华泰期货</td><td>4,738</td><td>314</td><td colspan="2">3.5</td><td>6.1%</td><td>-0.2%</td></tr><tr><td>5</td><td>华泰期货</td><td>2,356</td><td>378</td><td>5</td><td>平安期货</td><td>4,215</td><td>-31</td><td colspan="2">-0.3</td><td>5.4%</td><td>0.6%</td><td>5</td><td>广发期货</td><td>3,463</td><td>538</td><td colspan="2">6.1</td><td>4.4%</td><td>0.3%</td></tr><tr><td>6</td><td>海通期货</td><td>2,338</td><td>-215</td><td>6</td><td>永安期货</td><td>3,240</td><td>958</td><td colspan="2">10.8</td><td>4.2%</td><td>0.9%</td><td>6</td><td>国金期货</td><td>3,147</td><td>-10</td><td colspan="2">-0.1</td><td>4.0%</td><td>-0.4%</td></tr><tr><td>7</td><td>渤海期货</td><td>2,261</td><td>665</td><td>7</td><td>中信建投</td><td>2,902</td><td>282</td><td colspan="2">3.2</td><td>3.7%</td><td>0.0%</td><td>7</td><td>国投期货</td><td>3,091</td><td>280</td><td colspan="2">3.2</td><td>4.0%</td><td>0.0%</td></tr><tr><td>8</td><td>广发期货</td><td>1,895</td><td>237</td><td>8</td><td>国金期货</td><td>2,515</td><td>-111</td><td colspan="2">-1.3</td><td>3.2%</td><td>0.5%</td><td>8</td><td>中信建投</td><td>2,746</td><td>108</td><td colspan="2">1.2</td><td>3.5%</td><td>-0.2%</td></tr><tr><td>9</td><td>华闻期货</td><td>1,539</td><td>-963</td><td>9</td><td>华泰期货</td><td>2,327</td><td>192</td><td colspan="2">2.2</td><td>3.0%</td><td>0.0%</td><td>9</td><td>国泰君安</td><td>2,496</td><td>709</td><td colspan="2">8.0</td><td>3.2%</td><td>1.6%</td></tr><tr><td>10</td><td>中信建投</td><td>1,366</td><td>-503</td><td>10</td><td>宏源期货</td><td>1,808</td><td>151</td><td colspan="2">1.7</td><td>2.3%</td><td>0.0%</td><td>10</td><td>宏源期货</td><td>2,469</td><td>63</td><td colspan="2">0.7</td><td>3.2%</td><td>-0.2%</td></tr><tr><td></td><td>前五席位</td><td>27,661</td><td>-4,311</td><td></td><td>前五席位</td><td>42,966</td><td>2,397</td><td colspan="2">27.0</td><td>55.2%</td><td>-2.3%</td><td></td><td>前五席位</td><td>42,447</td><td>3,762</td><td colspan="2">42.4</td><td>54.5%</td><td>-0.6%</td></tr><tr><td></td><td>前十席位</td><td>37,060</td><td>-4,090</td><td></td><td>前十席位</td><td>55,758</td><td>3,869</td><td colspan="2">43.7</td><td>71.6%</td><td>-1.9%</td><td></td><td>前十席位</td><td>56,396</td><td>4,912</td><td colspan="2">55.4</td><td>72.4%</td><td>-1.1%</td></tr><tr><td></td><td>前二十席</td><td>45,018</td><td>-2,439</td><td></td><td>前二十席</td><td>66,441</td><td>5,472</td><td colspan="2">61.7</td><td>85.4%</td><td>-1.4%</td><td></td><td>前二十席</td><td>69,610</td><td>6,274</td><td colspan="2">70.8</td><td>89.4%</td><td>-0.9%</td></tr></table> # 作者承诺 本人具有中国期货业协会授予的期货从业资格证书,本人承诺以勤勉的职业态度,独立、客观地出具本报告。本报告清晰准确地反映了本人的研究观点。本人不曾因,不因,也将不会因本报告中的具体推荐意见或观点而直接或间接接收到任何形式的报酬。 # 免责声明 本报告由银河期货有限公司(以下简称银河期货,投资咨询业务许可证号30220000)向其机构或个人客户(以下简称客户)提供,无意针对或打算违反任何地区、国家、城市或其它法律管辖区域内的法律法规。除非另有说明,所有本报告的版权属于银河期货。未经银河期货事先书面授权许可,任何机构或个人不得更改或以任何方式发送、传播或复印本报告。 本报告所载的全部内容只提供给客户做参考之用,并不构成对客户的投资建议。银河期货认为本报告所载内容及观点客观公正,但不担保其内容的准确性或完整性。客户不应单纯依靠本报告而取代个人的独立判断。本报告所载内容反映的是银河期货在最初发表本报告日期当日的判断,银河期货可发出其它与本报告所载内容不一致或有不同结论的报告,但银河期货没有义务和责任去及时更新本报告涉及的内容并通知客户。银河期货不对因客户使用本报告而导致的损失负任何责任。 银河期货不需要采取任何行动以确保本报告涉及的内容适合于客户。银河期货建议客户独自进行投资判断。本报告并不构成投资、法律、会计或税务建议或担保任何内容适合客户,本报告不构成给予客户个人咨询建议。 银河期货版权所有并保留一切权利。 # 联系方式 # 银河期货有限公司 研究所 北京:北京市朝阳区建国门外大街8号楼31层 上海:上海市虹口区东大名路501号白玉兰广场28层 网址:www.yhqh.com.cn 电话:400-886-7799 # 研究员:沈忱 期货从业证号:F3035416 投资咨询证号:Z0015142 Tel.: 021-65789257 邮箱:shenchen_qh@chinastock.com.cn