商品期货指数持仓量跟踪-20230612-信达期货-58页
报告摘要
商品期货指数持仓量跟踪总结
核心内容概述
本报告提供了2023年6月12日商品期货指数的持仓量数据,包括持仓量百分位、今日增减、5日增减和30日增减的变化情况。报告还附有多个期货品种的收盘价与持仓量图表,以及信达期货研究所的联系方式。
持仓量百分位分析
持仓量百分位高于90%的品种
- 甲醇
- 硅铁
- 锰硅
- 尿素
- 纯碱
- LPG
- 苯乙烯
- 聚乙烯
- 乙二醇
- 聚丙烯
- PVC
- 棕榈油
- 生猪
- 菜油
- 铁矿石
- 短纤
- 玻璃
- 沪金
- 菜粕
- 热卷
持仓量百分位低于10%的品种
- 焦炭
- 动力煤
今日增仓前五
- 苹果
- 甲醇
- 原油
- 苯乙烯
- 豆一
今日减仓前五
- 沪锡
- 淀粉
- 铁矿石
- 20号胶
- 热卷
持仓量变化趋势分析
| 品种 | 百分位 | 今日增减 | 5日增减 | 30日增减 |
|---|---|---|---|---|
| 沪银 | 80.83% | -3.16% | 6.04% | -10.05% |
| 沪金 | 92.08% | 0.07% | 1.72% | -1.21% |
| 沪铝 | 80.44% | -0.48% | -0.27% | 14.67% |
| 沪铜 | 82.68% | -0.59% | 0.14% | 4.56% |
| 沪镍 | 30.34% | -3.01% | 4.06% | 51.89% |
| 沪铅 | 52.29% | 4.17% | -8.13% | -11.48% |
| 沪锡 | 67.61% | -9.36% | 1.19% | 27.28% |
| 沪锌 | 46.50% | 0.74% | -5.72% | 11.36% |
| 不锈钢 | 64.31% | 6.95% | 16.61% | 8.54% |
| 工业硅 | 86.48% | 1.88% | 6.56% | 39.95% |
| 热卷 | 91.46% | -3.25% | -3.54% | 13.63% |
| 铁矿石 | 94.39% | -4.45% | 1.12% | 11.49% |
| 焦炭 | 6.72% | -1.56% | -4.97% | 0.67% |
| 焦煤 | 33.29% | -0.18% | 1.95% | 105.03% |
| 螺纹 | 82.48% | -1.47% | -2.25% | -1.97% |
| 硅铁 | 100.00% | 1.51% | 7.35% | 12.03% |
| 锰硅 | 100.00% | 2.92% | 14.58% | 19.09% |
| 玻璃 | 92.68% | 0.64% | 6.74% | 0.25% |
| 纯碱 | 100.00% | 6.59% | 9.19% | 89.88% |
| 燃油 | 59.70% | 5.60% | 8.59% | 46.88% |
| 低燃油 | 81.17% | 0.63% | 22.13% | 19.51% |
| LPG | 100.00% | 0.99% | 7.47% | 45.99% |
| 原油 | 29.76% | 11.26% | 9.40% | 29.13% |
| 动力煤 | 0.00% | nan% | nan% | nan% |
| PVC | 98.04% | -1.10% | 4.10% | 29.65% |
| 沥青 | 49.88% | 3.13% | 8.10% | 6.89% |
| 苯乙烯 | 100.00% | 10.73% | 30.62% | 75.23% |
| 乙二醇 | 99.03% | -0.92% | 6.38% | 36.98% |
| 聚乙烯 | 100.00% | 2.40% | 3.58% | 11.65% |
| 甲醇 | 100.00% | 12.40% | 17.95% | 32.89% |
| 20号胶 | 80.67% | -3.30% | -4.53% | 2.68% |
| 短纤 | 94.10% | 3.80% | 12.87% | 28.12% |
| 聚丙烯 | 98.25% | -0.06% | 1.59% | 48.01% |
| 橡胶 | 60.79% | 1.27% | 1.23% | -14.33% |
| 纸浆 | 83.31% | -3.14% | 1.99% | 7.56% |
| PTA | 80.45% | 0.16% | 4.71% | 11.48% |
| 尿素 | 100.00% | 6.32% | 21.08% | 97.63% |
| 玉米 | 58.08% | -2.00% | -1.98% | 7.23% |
| 豆一 | 76.00% | 10.65% | 10.56% | 1.87% |
持仓量变化趋势总结
- 高持仓量品种:多数品种的持仓量百分位处于较高水平,尤其是甲醇、硅铁、锰硅、尿素、纯碱、LPG、苯乙烯、聚乙烯、乙二醇、聚丙烯、PVC、玻璃、不锈钢、工业硅、热卷、铁矿石等,持仓量百分位均高于90%。
- 低持仓量品种:焦炭和动力煤的持仓量百分位较低,分别为6.72%和0.00%。
- 今日增仓:苹果、甲醇、原油、苯乙烯、豆一等品种持仓量显著增加。
- 今日减仓:沪锡、淀粉、铁矿石、20号胶、热卷等品种持仓量明显减少。
- 近期趋势:部分品种如苯乙烯、甲醇、硅铁、锰硅等持仓量持续上升,而沪铅、橡胶、纸浆等持仓量出现下降。
附注信息
- 报告中所列数据来源于Wind及信达期货研究所。
- 报告不构成投资建议,仅用于信息参考。
- 投资有风险,入市需谨慎。
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