20230228-信达期货-商品期货指数持仓量跟踪_58页
报告摘要
商品期货指数持仓量跟踪总结
核心内容
本报告提供了2023年2月28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日增减及30日增减情况，以及部分指数的收盘价和持仓量图表。数据来源于Wind和信达期货研究所。
持仓量百分位分析
持仓量百分位高于90%：
- 玻璃
- 20号胶
- 白糖
- 橡胶
- 尿素
- 沪银
持仓量百分位低于10%：
- 沪镍
- 焦炭
- 动力煤
今日增仓前五：
- 菜粕
- 纯碱
- 豆粕
- 不锈钢
- 聚乙烯
今日减仓前五：
- 花生
- 沪金
- 沪镍
- 短纤
- LPG
持仓量变化趋势
| 指数 | 百分位 | 今日增减 | 5日增减 | 30日增减 |
|---|---|---|---|---|
| 沪银 | 91.70% | 1.00% | -0.84% | 10.94% |
| 沪金 | 46.42% | -10.04% | -12.77% | -18.25% |
| 沪铝 | 60.93% | -1.98% | 4.99% | 9.77% |
| 沪铜 | 72.68% | -1.54% | -3.05% | 2.94% |
| 沪镍 | 9.77% | -10.04% | -4.77% | -6.49% |
| 沪铅 | 55.02% | -0.53% | -16.75% | -33.38% |
| 沪锡 | 81.48% | -4.04% | -0.18% | -1.82% |
| 沪锌 | 13.12% | -6.52% | -7.33% | 2.52% |
| 不锈钢 | 40.67% | 2.13% | -7.40% | -7.90% |
| 工业硅 | 37.12% | -5.14% | -6.41% | 153.16% |
| 热卷 | 89.77% | -0.64% | -2.80% | 4.26% |
| 铁矿石 | 87.91% | 0.10% | -6.79% | 3.84% |
| 焦炭 | 5.24% | -1.63% | 6.90% | 44.00% |
| 焦煤 | 13.70% | -2.17% | 1.63% | 35.93% |
| 螺纹 | 85.90% | -0.29% | -0.90% | 4.58% |
| 硅铁 | 65.26% | -1.30% | -11.90% | -13.50% |
| 锰硅 | 87.48% | -0.93% | 0.98% | 0.45% |
| 玻璃 | 100.00% | 0.16% | 7.94% | 42.72% |
| 纯碱 | 91.05% | 2.39% | -3.85% | 1.05% |
| 燃油 | 39.43% | -3.55% | -6.88% | -15.05% |
| 低燃油 | 60.87% | -1.05% | -3.87% | 25.93% |
| LPG | 71.95% | -6.86% | -4.85% | -9.13% |
| 原油 | 35.70% | 0.19% | -6.13% | 1.43% |
| 动力煤 | 0.00% | nan% | nan% | nan% |
| PVC | 75.49% | -1.79% | -4.91% | -8.18% |
| 沥青 | 56.54% | 0.14% | 2.57% | -4.36% |
| 苯乙烯 | 77.69% | -2.01% | -7.18% | 2.68% |
| 乙二醇 | 71.69% | -1.08% | -1.34% | 4.54% |
| 聚乙烯 | 81.77% | 1.54% | 0.71% | 1.84% |
| 甲醇 | 80.90% | -6.54% | -3.26% | 4.14% |
| 20号胶 | 100.00% | 1.45% | 6.04% | 14.69% |
| 短纤 | 55.70% | -7.11% | -11.92% | -19.20% |
| 橡胶 | 98.15% | 1.27% | 2.26% | 28.95% |
| 纸浆 | 49.72% | -1.38% | 7.66% | -18.60% |
| PTA | 66.27% | -2.79% | -6.40% | -9.62% |
| 尿素 | 97.73% | -2.01% | 6.34% | 26.90% |
| 玉米 | 50.16% | -0.11% | 2.76% | -3.29% |
| 豆一 | 86.22% | -0.87% | 0.85% | 21.19% |
| 豆粕 | 59.95% | 2.27% | 2.83% | 14.10% |
| 菜油 | 85.61% | -0.01% | 6.21% | 15.94% |
| 棕榈油 | 78.54% | -2.39% | -0.04% | 6.33% |
| 花生 | 67.86% | -12.79% | -1.86% | 46.90% |
| 菜粕 | 82.11% | 2.67% | 5.20% | 9.25% |
| 豆油 | 59.03% | -1.57% | 0.37% | 20.04% |
| 棉花 | 84.41% | 0.01% | 3.03% | -3.40% |
| 白糖 | 98.85% | 0.61% | 2.60% | 10.99% |
| 苹果 | 43.40% | -2.35% | 0.86% | 0.70% |
| 红枣 | 35.41% | -5.02% | 7.30% | 34.14% |
| 淀粉 | 40.45% | 0.48% | 6.40% | 39.90% |
| 鸡蛋 | 30.87% | -3.87% | -0.14% | 6.46% |
| 生猪 | 56.14% | -6.14% | -8.49% | -13.40% |
关键信息
- 持仓量百分位反映了当前持仓量在历史数据中的相对位置，百分位高于90%意味着持仓量处于较高水平。
- 今日增减显示了当日持仓量的变化趋势，正数表示增仓，负数表示减仓。
- 5日增减和30日增减则反映了近期和长期的持仓变化趋势，有助于判断市场情绪和资金流向。
- 部分商品如玻璃、20号胶、白糖、橡胶、尿素、沪银等持仓量较高，而沪镍、焦炭、动力煤等持仓量较低。
- 菜粕、纯碱、豆粕、不锈钢、聚乙烯等商品今日增仓较多，花生、沪金、沪镍、短纤、LPG等商品今日减仓较多。
投资提示
- 报告数据仅供参考，不构成投资建议。
- 投资需谨慎，注意市场风险。
- 数据来源为Wind和信达期货研究所，信息可能存在误差，投资决策需自行判断。
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