| 增减方向 | 多头 增 | 多头 减 |
|---|---|---|
| 空头 增 | 加仓对赌(分歧放大) | 强空 |
| 空头 减 | 强多 | 减仓离场(仓位收缩) |
| 日期 | 结算价 | 多单量 | 增减 | 空单量 | 增减 | 净持仓 | 沪深300指数 | 涨跌 | 基差 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-10-16 | 4,162 | 0 | -14,349 | 0 | -12,479 | 0 | 4,170.61 | +4.60 | 8.61 |
| 2026-10-15 | 4,139 | 21,524 | -3,114 | 22,603 | -3,301 | -1,079 | 4,166.01 | -51.67 | 26.81 |
| 2026-10-14 | 4,217 | 24,727 | -9,489 | 26,772 | -10,021 | -2,045 | 4,217.68 | -58.00 | 0.68 |
| 2026-10-13 | 4,274 | 34,368 | +2,295 | 37,206 | +3,065 | -2,838 | 4,275.68 | -12.30 | 1.28 |
| 2026-10-12 | 4,285 | 32,757 | -7,178 | 35,056 | -7,819 | -2,299 | 4,287.98 | -29.28 | 3.38 |
| 2026-10-09 | 4,314 | 40,098 | +635 | 43,026 | +538 | -2,928 | 4,317.25 | +6.98 | 3.65 |
| 2026-10-08 | 4,294 | 39,871 | +364 | 43,220 | +613 | -3,349 | 4,310.28 | -47.34 | 16.28 |
| 2026-09-30 | 4,353 | 39,593 | -1,275 | 42,877 | -1,222 | -3,284 | 4,357.62 | +12.41 | 4.82 |
| 2026-09-29 | 4,341 | 41,034 | -6,157 | 44,099 | -6,067 | -3,065 | 4,345.21 | +4.45 | 4.01 |
| 2026-09-28 | 4,332 | 47,191 | +5,130 | 50,166 | +5,554 | -2,975 | 4,340.76 | -98.39 | 8.56 |
| 2026-09-24 | 4,433 | 42,216 | +2,800 | 45,036 | +8,189 | -2,820 | 4,439.14 | -78.13 | 5.74 |
| 2026-09-23 | 4,511 | 39,641 | -1,312 | 42,783 | +2 | -3,142 | 4,517.28 | -27.31 | 6.68 |
| 2026-09-22 | 4,534 | 40,953 | -1,103 | 43,480 | -1,075 | -2,527 | 4,544.59 | +5.02 | 10.99 |
| 2026-09-21 | 4,515 | 42,305 | -1,350 | 44,555 | -1,445 | -2,250 | 4,539.57 | +32.17 | 24.37 |
| 2026-09-18 | 4,482 | 43,786 | +6,705 | 46,102 | +6,663 | -2,316 | 4,507.39 | +47.24 | 25.39 |
| 2026-09-17 | 4,431 | 37,729 | +6,771 | 39,804 | +5,381 | -2,075 | 4,460.16 | -20.11 | 29.36 |
| 2026-09-16 | 4,448 | 32,512 | +4,596 | 34,693 | +5,279 | -2,181 | 4,480.27 | +30.23 | 32.47 |
| 2026-09-15 | 4,422 | 28,003 | +6,027 | 29,656 | +6,529 | -1,653 | 4,450.04 | -30.04 | 27.84 |
| 2026-09-14 | 4,446 | 22,309 | +1,624 | 23,446 | +1,880 | -1,137 | 4,480.08 | -30.07 | 33.68 |
| 2026-09-11 | 4,472 | 20,717 | +3,941 | 21,728 | +3,855 | -1,011 | 4,510.16 | -38.23 | 37.76 |
| 2026-09-10 | 4,517 | 17,115 | +2,277 | 18,193 | +2,313 | -1,078 | 4,548.39 | -24.21 | 31.79 |
| 2026-09-09 | 4,535 | 14,904 | +1,994 | 15,915 | +1,861 | -1,011 | 4,572.60 | +13.86 | 37.60 |
| 2026-09-08 | 4,515 | 13,251 | +1,464 | 14,232 | +1,539 | -981 | 4,558.74 | -16.29 | 43.34 |
| 2026-09-07 | 4,535 | 11,903 | +2,941 | 12,770 | +3,039 | -867 | 4,575.02 | +26.97 | 39.82 |
| 2026-09-04 | 4,509 | 9,055 | +550 | 9,772 | +590 | -717 | 4,548.05 | -4.53 | 39.45 |
| 日期 | 结算价 | 多单量 | 增减 | 空单量 | 增减 | 净持仓 | 中证500指数 | 涨跌 | 基差 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-10-16 | 6,806 | 0 | -14,319 | 0 | -12,718 | 0 | 4,170.61 | +4.60 | -2,635.09 |
| 2026-10-15 | 6,751 | 21,408 | -7,375 | 22,850 | -6,898 | -1,442 | 4,166.01 | -51.67 | -2,584.79 |
| 2026-10-14 | 6,977 | 28,976 | -8,130 | 30,467 | -8,861 | -1,491 | 4,217.68 | -58.00 | -2,759.52 |
| 2026-10-13 | 7,089 | 37,260 | -1,078 | 39,473 | -1,430 | -2,213 | 4,275.68 | -12.30 | -2,813.52 |
| 2026-10-12 | 7,096 | 38,502 | -7,236 | 41,134 | -7,880 | -2,632 | 4,287.98 | -29.28 | -2,807.62 |
| 2026-10-09 | 7,239 | 45,832 | +638 | 49,266 | +1,035 | -3,434 | 4,317.25 | +6.98 | -2,921.35 |
| 2026-10-08 | 7,215 | 45,634 | +4,566 | 48,515 | +5,446 | -2,881 | 4,310.28 | -47.34 | -2,904.32 |
| 2026-09-30 | 7,429 | 41,154 | -2,358 | 43,195 | -1,833 | -2,041 | 4,357.62 | +12.41 | -3,071.58 |
| 2026-09-29 | 7,436 | 43,600 | -5,990 | 45,284 | -5,217 | -1,684 | 4,345.21 | +4.45 | -3,090.79 |
| 2026-09-28 | 7,387 | 49,593 | +1,886 | 50,515 | +2,594 | -922 | 4,340.76 | -98.39 | -3,046.45 |
| 2026-09-24 | 7,598 | 48,055 | -65 | 48,046 | +661 | 9 | 4,439.14 | -78.13 | -3,158.46 |
| 2026-09-23 | 7,765 | 48,240 | -2,343 | 47,450 | -2,903 | 790 | 4,517.28 | -27.31 | -3,247.52 |
| 2026-09-22 | 7,794 | 50,583 | -129 | 50,406 | -403 | 177 | 4,544.59 | +5.02 | -3,249.01 |
| 2026-09-21 | 7,790 | 51,011 | -3,362 | 50,832 | -3,212 | 179 | 4,539.57 | +32.17 | -3,250.03 |
| 2026-09-18 | 7,738 | 54,714 | +10,261 | 54,504 | +10,151 | 210 | 4,507.39 | +47.24 | -3,230.21 |
| 2026-09-17 | 7,594 | 44,733 | +6,357 | 44,664 | +5,987 | 69 | 4,460.16 | -20.11 | -3,134.24 |
| 2026-09-16 | 7,616 | 38,604 | +8,674 | 39,283 | +8,700 | -679 | 4,480.27 | +30.23 | -3,135.53 |
| 2026-09-15 | 7,494 | 30,379 | +5,778 | 31,125 | +5,813 | -746 | 4,450.04 | -30.04 | -3,044.36 |
| 2026-09-14 | 7,484 | 25,113 | +3,761 | 25,855 | +3,543 | -742 | 4,480.08 | -30.07 | -3,004.12 |
| 2026-09-11 | 7,489 | 21,532 | +2,348 | 22,489 | +2,257 | -957 | 4,510.16 | -38.23 | -2,978.64 |
| 2026-09-10 | 7,642 | 19,323 | +2,190 | 20,244 | +2,033 | -921 | 4,548.39 | -24.21 | -3,093.21 |
| 2026-09-09 | 7,676 | 17,133 | -599 | 18,231 | -544 | -1,098 | 4,572.60 | +13.86 | -3,103.80 |
| 2026-09-08 | 7,667 | 17,890 | +2,460 | 18,786 | +2,462 | -896 | 4,558.74 | -16.29 | -3,108.46 |
| 2026-09-07 | 7,658 | 15,430 | +428 | 16,343 | +616 | -913 | 4,575.02 | +26.97 | -3,083.38 |
| 2026-09-04 | 7,540 | 15,149 | +2,312 | 15,925 | +2,551 | -776 | 4,548.05 | -4.53 | -2,991.75 |
| 2026-09-03 | 7,655 | 12,853 | +29 | 13,439 | +189 | -586 | 4,552.58 | +4.62 | -3,102.02 |
| 2026-09-02 | 7,613 | 12,904 | +2,331 | 13,315 | +2,658 | -411 | 4,547.96 | -63.48 | -3,065.44 |
| 2026-09-01 | 7,743 | 10,757 | +107 | 11,140 | +370 | -383 | 4,611.44 | -13.65 | -3,131.96 |
| 2026-08-31 | 7,833 | 10,650 | +4,293 | 10,883 | +4,299 | -233 | 4,625.09 | +15.91 | -3,207.71 |
| 日期 | 结算价 | 多单量 | 增减 | 空单量 | 增减 | 净持仓 | 上证50指数 | 涨跌 | 基差 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-10-16 | 2,755 | 0 | -6,377 | 0 | -6,188 | 0 | 4,170.61 | +4.60 | 1,415.21 |
| 2026-10-15 | 2,748 | 9,958 | -1,623 | 10,166 | -1,866 | -208 | 4,166.01 | -51.67 | 1,418.21 |
| 2026-10-14 | 2,777 | 11,881 | -3,910 | 12,183 | -4,508 | -302 | 4,217.68 | -58.00 | 1,441.08 |
| 2026-10-13 | 2,802 | 15,848 | +256 | 16,691 | -341 | -843 | 4,275.68 | -12.30 | 1,474.08 |
| 2026-10-12 | 2,811 | 15,778 | -1,480 | 17,033 | -2,232 | -1,255 | 4,287.98 | -29.28 | 1,476.98 |
| 2026-10-09 | 2,807 | 17,292 | -293 | 19,266 | -237 | -1,974 | 4,317.25 | +6.98 | 1,510.25 |
| 2026-10-08 | 2,796 | 17,816 | +1,641 | 19,552 | +1,569 | -1,736 | 4,310.28 | -47.34 | 1,514.28 |
| 2026-09-30 | 2,817 | 16,182 | -959 | 17,983 | -934 | -1,801 | 4,357.62 | +12.41 | 1,540.22 |
| 2026-09-29 | 2,809 | 17,236 | -1,295 | 18,921 | -1,216 | -1,685 | 4,345.21 | +4.45 | 1,536.61 |
| 2026-09-28 | 2,801 | 18,546 | +1,255 | 20,153 | +865 | -1,607 | 4,340.76 | -98.39 | 1,539.76 |
| 2026-09-24 | 2,840 | 17,389 | +2,081 | 19,290 | +2,023 | -1,901 | 4,439.14 | -78.13 | 1,598.74 |
| 2026-09-23 | 2,881 | 15,308 | -1,300 | 17,302 | -1,185 | -1,994 | 4,517.28 | -27.31 | 1,636.68 |
| 2026-09-22 | 2,894 | 16,700 | +10 | 18,513 | +168 | -1,813 | 4,544.59 | +5.02 | 1,650.39 |
| 2026-09-21 | 2,876 | 16,861 | +434 | 18,533 | +744 | -1,672 | 4,539.57 | +32.17 | 1,663.57 |
| 2026-09-18 | 2,852 | 16,450 | +3,429 | 17,841 | +3,518 | -1,391 | 4,507.39 | +47.24 | 1,655.19 |
| 2026-09-17 | 2,828 | 13,062 | +1,472 | 14,532 | +1,776 | -1,470 | 4,460.16 | -20.11 | 1,631.96 |
| 2026-09-16 | 2,849 | 11,677 | +1,734 | 12,885 | +1,719 | -1,208 | 4,480.27 | +30.23 | 1,631.07 |
| 2026-09-15 | 2,827 | 10,089 | +1,682 | 11,249 | +1,405 | -1,160 | 4,450.04 | -30.04 | 1,623.04 |
| 2026-09-14 | 2,839 | 8,834 | +1,127 | 9,844 | +1,209 | -1,010 | 4,480.08 | -30.07 | 1,641.28 |
| 日期 | 结算价 | 多单量 | 增减 | 空单量 | 增减 | 净持仓 | 中证1000指数 | 涨跌 | 基差 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-10-16 | 6,717 | 0 | -24,897 | 0 | -23,894 | 0 | 4,170.61 | +4.60 | -2,545.99 |
| 2026-10-15 | 6,683 | 37,126 | -10,469 | 37,563 | -11,581 | -437 | 4,166.01 | -51.67 | -2,516.59 |
| 2026-10-14 | 6,907 | 47,762 | -14,177 | 49,736 | -16,482 | -1,974 | 4,217.68 | -58.00 | -2,689.12 |
| 2026-10-13 | 7,030 | 62,225 | -3,973 | 66,218 | -4,467 | -3,993 | 4,275.68 | -12.30 | -2,754.72 |
| 2026-10-12 | 7,031 | 66,257 | -11,020 | 71,124 | -13,252 | -4,867 | 4,287.98 | -29.28 | -2,742.82 |
| 2026-10-09 | 7,144 | 78,072 | +1,965 | 84,376 | +1,750 | -6,304 | 4,317.25 | +6.98 | -2,827.15 |
| 2026-10-08 | 7,112 | 76,260 | +9,962 | 82,626 | +7,982 | -6,366 | 4,310.28 | -47.34 | -2,801.32 |
| 2026-09-30 | 7,299 | 66,909 | -3,497 | 74,690 | -3,768 | -7,781 | 4,357.62 | +12.41 | -2,941.78 |
| 2026-09-29 | 7,322 | 70,863 | -6,110 | 78,840 | -7,042 | -7,977 | 4,345.21 | +4.45 | -2,977.19 |
| 2026-09-28 | 7,282 | 77,060 | +5,222 | 85,882 | +4,534 | -8,822 | 4,340.76 | -98.39 | -2,941.25 |
| 2026-09-24 | 7,546 | 72,590 | +5,346 | 81,356 | +8,382 | -8,766 | 4,439.14 | -78.13 | -3,106.46 |
| 2026-09-23 | 7,716 | 67,258 | -3,153 | 76,312 | -3,580 | -9,054 | 4,517.28 | -27.31 | -3,198.52 |
| 2026-09-22 | 7,714 | 70,864 | +105 | 80,261 | -511 | -9,397 | 4,544.59 | +5.02 | -3,169.61 |
| 2026-09-21 | 7,698 | 70,759 | -4,332 | 80,772 | -3,949 | -10,013 | 4,539.57 | +32.17 | -3,158.23 |
| 2026-09-18 | 7,620 | 75,173 | +12,573 | 84,721 | +14,203 | -9,548 | 4,507.39 | +47.24 | -3,112.61 |
| 2026-09-17 | 7,495 | 62,600 | +11,805 | 70,610 | +12,096 | -8,010 | 4,460.16 | -20.11 | -3,035.04 |
| 2026-09-16 | 7,521 | 51,287 | +10,937 | 58,696 | +11,870 | -7,409 | 4,480.27 | +30.23 | -3,041.13 |
| 2026-09-15 | 7,369 | 41,087 | +6,738 | 46,826 | +7,709 | -5,739 | 4,450.04 | -30.04 | -2,918.76 |
| 2026-09-14 | 7,379 | 35,013 | +3,107 | 39,117 | +3,999 | -4,104 | 4,480.08 | -30.07 | -2,899.32 |
| 2026-09-11 | 7,338 | 31,906 | +5,798 | 35,255 | +5,957 | -3,349 | 4,510.16 | -38.23 | -2,827.64 |
| 2026-09-10 | 7,511 | 26,255 | +2,075 | 29,304 | +2,387 | -3,049 | 4,548.39 | -24.21 | -2,962.21 |
| 2026-09-09 | 7,553 | 24,180 | +1,318 | 26,917 | +1,637 | -2,737 | 4,572.60 | +13.86 | -2,980.20 |
| 2026-09-08 | 7,558 | 22,862 | +738 | 25,321 | +889 | -2,459 | 4,558.74 | -16.29 | -2,999.46 |
| 2026-09-07 | 7,540 | 22,124 | +2,677 | 24,530 | +3,360 | -2,406 | 4,575.02 | +26.97 | -2,965.38 |
| 2026-09-04 | 7,407 | 19,552 | +1,099 | 21,395 | +1,438 | -1,843 | 4,548.05 | -4.53 | -2,858.55 |
| 2026-09-03 | 7,511 | 18,515 | +2,425 | 20,089 | +2,701 | -1,574 | 4,552.58 | +4.62 | -2,958.62 |
| 2026-09-02 | 7,478 | 16,105 | +1,030 | 17,421 | +1,002 | -1,316 | 4,547.96 | -63.48 | -2,930.04 |
| 2026-09-01 | 7,581 | 15,083 | +1,645 | 16,427 | +1,933 | -1,344 | 4,611.44 | -13.65 | -2,969.16 |
| 2026-08-31 | 7,647 | 13,542 | +2,620 | 14,597 | +2,650 | -1,055 | 4,625.09 | +15.91 | -3,021.91 |
| 2026-08-28 | 7,604 | 11,040 | +1,277 | 11,980 | +1,462 | -940 | 4,609.18 | -21.10 | -2,995.02 |
| 2026-08-27 | 7,609 | 9,849 | +543 | 10,548 | +766 | -699 | 4,630.28 | +39.48 | -2,979.12 |
| 2026-08-26 | 7,423 | 9,391 | +2,786 | 9,870 | +2,901 | -479 | 4,590.79 | +38.76 | -2,832.01 |