123 lines
7.3 KiB
Markdown
123 lines
7.3 KiB
Markdown
# 玻璃 FG609 前20会员持仓排名 — 7月逐日
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数据来源: CZCE 郑商所 (akshare.get_rank_table_czce)
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合约: FG609(2026年9月,当前主力)
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周期: 2026-07-01 ~ 2026-07-23 (17个交易日)
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---
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## 一、逐日总览
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| 日期 | 总成交量 | 总多单 | 总空单 | 净头寸 | VolTop1 | Top1占比 |
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|---|---|---|---|---|---|---|
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| 07/01 | 1,930,182 | 949,206 | 1,324,156 | -374,950 | 东证期货 | 15.5% |
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| 07/02 | 1,477,486 | 937,099 | 1,326,235 | -389,136 | 东证期货 | 16.0% |
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| 07/03 | 1,618,011 | 950,716 | 1,279,121 | -328,405 | 东证期货 | 16.8% |
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| 07/06 | 1,647,953 | 916,094 | 1,297,613 | -381,519 | 东证期货 | 16.3% |
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| 07/07 | 1,730,408 | 1,021,142 | 1,456,665 | -435,523 | 东证期货 | 15.2% |
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| 07/08 | 1,663,671 | 973,767 | 1,330,893 | -357,126 | 东证期货 | 15.9% |
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| 07/09 | 1,430,861 | 979,649 | 1,370,384 | -390,735 | 东证期货 | 15.5% |
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| 07/10 | 1,800,991 | 934,281 | 1,297,305 | -363,024 | 东证期货 | 16.7% |
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| 07/13 | 1,638,225 | 975,465 | 1,411,878 | -436,413 | 东证期货 | 15.4% |
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| 07/14 | 1,458,782 | 981,524 | 1,422,912 | -441,388 | 东证期货 | 15.5% |
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| 07/15 | 1,485,987 | 976,429 | 1,416,227 | -439,798 | 东证期货 | 17.1% |
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| **07/16** | **1,981,774** | 1,095,204 | 1,537,419 | **-442,215** | 东证期货 | 15.3% |
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| **07/17** | **2,960,457** | 1,094,199 | 1,519,906 | -425,707 | 东证期货 | 14.6% |
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| 07/20 | 2,300,832 | 1,073,446 | 1,502,020 | -428,574 | **国泰君安** | 15.4% |
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| 07/21 | 2,026,738 | 1,056,659 | 1,439,583 | -382,924 | **国泰君安** | 16.2% |
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| 07/22 | 2,096,680 | 997,951 | 1,340,675 | -342,724 | **国泰君安** | 18.2% |
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| 07/23 | 2,068,815 | 977,891 | 1,324,813 | -346,922 | **国泰君安** | 15.4% |
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## 二、重点会员逐日成交量
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高盛期货罕见进入成交量排名(仅7/02有量2.6万手),但持空单排名稳定前5,另见净头寸表。
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| 日期 | 国泰君安 | 东证期货 | 中信期货 | 永安期货 | 华泰期货 | 方正中期 |
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|---|---|---|---|---|---|---|
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| 07/01 | 233,783 | 299,440 | 259,117 | 45,015 | 147,842 | --- |
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| 07/02 | 199,925(-33k) | 236,489(-63k) | 216,100(-43k) | --- | 142,175 | 27,160 |
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| 07/03 | 188,489(-11k) | 271,786(+35k) | 217,696 | --- | 141,025 | 36,401 |
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| 07/06 | 180,733 | 269,269 | 214,732 | --- | 122,190 | 32,959 |
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| 07/07 | 217,992(+37k) | 263,822 | 223,750 | --- | 103,020 | 36,855 |
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| 07/08 | 201,416 | 263,706 | 221,831 | 30,318 | 121,393 | 33,206 |
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| 07/09 | 168,335(-33k) | 221,584(-42k) | 189,717(-32k) | --- | 86,397(-35k) | 23,539 |
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| 07/10 | 188,944 | 301,215(+80k) | 225,996(+36k) | 33,801 | 145,975(+60k) | 40,865(+17k) |
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| 07/13 | 237,251(+48k) | 252,675(-49k) | 211,025 | 30,497 | 104,144(-42k) | 29,512 |
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| 07/14 | 168,782(-68k) | 226,504(-26k) | 208,536 | --- | 86,121(-18k) | 24,781 |
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| 07/15 | 194,201(+25k) | 254,317(+28k) | 208,665 | --- | 87,238 | 30,096 |
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| **07/16** | 273,551(+80k) | 303,239(+49k) | 256,628(+48k) | 40,758 | 122,426(+35k) | 36,676 |
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| **07/17** | 367,306(+94k) | **432,210**(+129k) | 368,707(+112k) | --- | 187,645(+65k) | 69,986(+33k) |
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| 07/20 | 354,441 | 293,859(-138k) | 297,056(-72k) | --- | 155,125 | 40,688 |
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| 07/21 | 328,322(-26k) | 308,655(+15k) | 263,508(-34k) | 27,796 | 113,330(-42k) | 40,499 |
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| 07/22 | 381,347(+53k) | 294,420 | 300,350(+37k) | 36,730 | 123,276 | 41,792 |
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| 07/23 | 318,971(-62k) | 300,477 | 269,227(-31k) | --- | 120,984 | 36,205 |
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## 三、重点会员逐日净头寸(多 - 空)
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| 日期 | 国泰君安 | 东证期货 | 中信期货 | 永安期货 | 华泰期货 | 方正中期 | **高盛期货** |
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|---|---|---|---|---|---|---|---|
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| 07/01 | -92,666 | -95,915 | -109,038 | +6,574 | -68,428 | +60,825 | **-157,673** |
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| 07/02 | -109,331 | -90,770 | -109,832 | -35,371 | -53,548 | +6,179 | +7,256 |
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| 07/03 | -102,242 | -87,013 | -89,675 | -30,395 | -40,001 | +6,503 | **-177,843** |
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| 07/06 | -115,523 | -92,972 | -107,866 | -27,659 | -70,262 | +7,302 | **-178,421** |
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| 07/07 | -122,252 | -99,256 | -117,756 | -25,952 | -18,146 | +7,059 | **-190,467** |
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| 07/08 | -101,630 | -97,468 | -112,048 | +6,088 | -46,264 | +5,480 | **-191,861** |
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| 07/09 | -116,054 | -104,643 | -111,114 | -32,427 | -71,119 | +9,083 | **-199,514** |
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| 07/10 | -100,286 | -100,733 | -103,834 | +5,922 | -45,536 | +8,017 | **-194,311** |
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| 07/13 | -119,242 | -108,172 | -125,378 | +10,977 | -17,849 | +10,657 | **-194,729** |
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| 07/14 | -130,405 | -100,958 | -121,409 | -17,893 | -18,680 | +10,158 | **-196,440** |
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| 07/15 | -126,199 | -98,211 | -127,246 | -17,504 | -71,785 | +8,840 | **-190,739** |
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| **07/16** | **-126,934** | **-117,147** | **-126,616** | **+6,741** | -24,580 | +7,371 | **-203,618** |
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| **07/17** | -116,531 | -105,050 | **-144,715** | -15,082 | -23,576 | +8,735 | **-218,070** |
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| 07/20 | -86,493 | **-115,884** | **-141,896** | -20,301 | **-105,208** | +6,407 | **-219,290** |
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| 07/21 | **-64,475** | **-124,442** | -102,917 | +5,466 | -32,130 | +3,932 | **-203,387** |
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| 07/22 | **-48,705** | -99,658 | -102,830 | +308 | -48,643 | +3,158 | **-188,460** |
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| **07/23** | **-45,296** | **-113,002** | -106,827 | +1,022 | -27,976 | +2,858 | **-183,405** |
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## 四、关键发现
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### 1. 暴跌前后(7/16-7/17)的会员行为
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**7/16(跌-2.11%,放量)**
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- 总成交量从148万→198万,放大34%
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- 东证、国泰君安、中信三家增量最猛:国泰君安+80k,东证+49k,中信+48k
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- 多空前10均有明显增仓,但净空头仍维持-44万
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**7/17(跌-4.05%,放量暴跌)**
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- 总成交量飙至**296万**(月内最高,+50%)
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- 东证期货成交量**43.2万**(月内最高个股)
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- 中信期货净空飙至-144,715(月内最空)
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- 东证净空-105k,国泰君安净空-117k(但比16日略收窄)
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### 2. 头把交椅易主
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- **1-16日**:东证期货稳坐成交量第一(日均26万手)
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- **7/20起**:**国泰君安**反超东证,成交量连续四天第一(最高38万手)
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- 同时国泰君安**净空头寸急剧收窄**:从-127k(7/16)缩至-45k(7/23),在减空单
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### 3. 全月净空格局
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- 中信期货持续全月最空,净空维持在-10万~-14万
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- 东证期货净空稳定在-9万~-12万
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- 国泰君安7月下旬明显减空
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- 方正中期是上榜中**唯一持续净多**的会员(+3k~+10k)
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- 整个品种全月净空在-33万~-44万之间
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### 4. 外资参与:高盛期货 — 沉默的巨量空头
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高盛期货的持仓行为与中资会员截然不同:
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- **不做量**:全月仅7/02一次进入成交量前20(2.6万手),其余日子成交量排名全在前20之外
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- **但持空单全月排名前5**:净空头寸从7月初 -15.8万持续加至最高 -21.9万(7/20)
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- **7/02短暂翻多**:当天净头寸 +7,256(唯一一次净多),但次日迅速回补至 -17.8万
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| 日期 | 净空头寸 | 说明 |
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| 07/01 | -157,673 | 月初即有大规模的底仓 |
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| 07/07→07/09 | -190k→-200k | 持续加仓 |
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| **07/16→07/17** | -203k→**-218k** | **暴跌中继续加空** |
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| 07/20 | **-219,290** | **全月最空**(价格最低点889附近) |
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| 07/21→07/23 | -203k→-183k | 小幅减仓,仍维持18万+空头 |
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**高盛空仓与价格走势高度同步**:价格从960跌至890过程中,高盛空单从-19万增到-22万。7/20后价格反弹,高盛才开始减空。说明这是**基于基本面判断的套保/策略空头,而非短线投机**,2-3周建仓周期,不参与日内成交量排名。
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