上周(zhou)五上證(zheng)指數(shu)(shu)盤中一度(du)大漲，在(zai)沖上3400點后尾盤大幅(fu)跳(tiao)水，最終滬(hu)深300指數(shu)(shu)下(xia)(xia)跌0.35%。期指走勢弱于現(xian)貨(huo)指數(shu)(shu)，其中主力(li)合(he)約下(xia)(xia)跌1.68%，由周(zhou)四的升水2.74點轉為(wei)貼水18.72點，持倉(cang)(cang)量減(jian)(jian)(jian)少16878手(shou)至(zhi)88364手(shou)。從主力(li)席位持倉(cang)(cang)變化情況(kuang)看，多(duo)頭(tou)前20合(he)計(ji)(ji)減(jian)(jian)(jian)倉(cang)(cang)8826手(shou)，空(kong)頭(tou)前20合(he)計(ji)(ji)減(jian)(jian)(jian)倉(cang)(cang)11382手(shou)，主力(li)凈(jing)(jing)空(kong)持倉(cang)(cang)減(jian)(jian)(jian)少983手(shou)至(zhi)6490手(shou)。具體席位上，中信期貨(huo)減(jian)(jian)(jian)倉(cang)(cang)2320手(shou)多(duo)單并(bing)減(jian)(jian)(jian)倉(cang)(cang)1998手(shou)空(kong)單，其凈(jing)(jing)空(kong)持倉(cang)(cang)增加322手(shou)至(zhi)4391手(shou)；國泰君(jun)安減(jian)(jian)(jian)倉(cang)(cang)593手(shou)多(duo)單并(bing)減(jian)(jian)(jian)倉(cang)(cang)633手(shou)空(kong)單，其凈(jing)(jing)空(kong)持倉(cang)(cang)減(jian)(jian)(jian)少40手(shou)至(zhi)4118手(shou)。綜合(he)來看，在(zai)期指突(tu)破歷史高點、上證(zheng)指數(shu)(shu)和滬(hu)深300指數(shu)(shu)逼近2009年(nian)高點的背景下(xia)(xia)，多(duo)空(kong)雙(shuang)方(fang)近幾日連續減(jian)(jian)(jian)倉(cang)(cang)，以應對大幅(fu)震(zhen)蕩或調整。