每經編輯｜每經記(ji)者 趙陽戈    

◎每經記者 趙陽戈

永(yong)安(an)(an)期(qi)貨(huo)席(xi)位在6月1日(ri)曾猛增空單6771手，但昨(zuo)日(ri)（6月2日(ri)）滬深300指數強(qiang)硬反彈1.69%。《每日(ri)經濟新(xin)聞》記者注(zhu)意到，在此背景下，永(yong)安(an)(an)期(qi)貨(huo)昨(zuo)日(ri)“變臉”為劇(ju)減(jian)空單7648手。

尾盤15分鐘升水下降

昨(zuo)日(ri)(ri)滬指(zhi)(zhi)(zhi)收(shou)于(yu)4910.53點(dian)(dian)(dian)(dian)，距離5000點(dian)(dian)(dian)(dian)城(cheng)下(xia)一步之(zhi)遙(yao)，盤(pan)面(mian)又有約400只(zhi)個股漲(zhang)停。滬深300指(zhi)(zhi)(zhi)數昨(zuo)日(ri)(ri)報(bao)收(shou)于(yu)5161.87點(dian)(dian)(dian)(dian)，漲(zhang)幅1.69%；中(zhong)證500指(zhi)(zhi)(zhi)數報(bao)收(shou)10886點(dian)(dian)(dian)(dian)，漲(zhang)幅3.8%，不但撫平上(shang)(shang)周四的(de)(de)傷口，還創(chuang)出新高；上(shang)(shang)證50指(zhi)(zhi)(zhi)數收(shou)于(yu)3258.31點(dian)(dian)(dian)(dian)，漲(zhang)幅0.47%，相(xiang)對(dui)偏弱。《每日(ri)(ri)經(jing)濟(ji)新聞》記者注意到，就(jiu)在A股大(da)漲(zhang)收(shou)盤(pan)，不少投資(zi)者放下(xia)戒心時(shi)，股指(zhi)(zhi)(zhi)期(qi)貨方面(mian)卻傳來了不和(he)諧的(de)(de)聲音：滬深300期(qi)指(zhi)(zhi)(zhi)IF1506合約在A股收(shou)盤(pan)后15分(fen)鐘時(shi)間內，走勢掉頭(tou)向下(xia)，從15時(shi)的(de)(de)5312.8點(dian)(dian)(dian)(dian)降(jiang)至(zhi)5264.2點(dian)(dian)(dian)(dian)，最(zui)終較現(xian)(xian)貨升(sheng)水150.93點(dian)(dian)(dian)(dian)。同(tong)樣的(de)(de)情況還發(fa)生(sheng)在中(zhong)證500期(qi)指(zhi)(zhi)(zhi)和(he)上(shang)(shang)證50期(qi)指(zhi)(zhi)(zhi)身上(shang)(shang)，中(zhong)證500期(qi)指(zhi)(zhi)(zhi)主力合約IC1506也是在上(shang)(shang)述15分(fen)鐘內下(xia)跌(die)37.6點(dian)(dian)(dian)(dian)，最(zui)終報(bao)收(shou)于(yu)11250.4點(dian)(dian)(dian)(dian)，較現(xian)(xian)貨升(sheng)水364點(dian)(dian)(dian)(dian)；上(shang)(shang)證50期(qi)指(zhi)(zhi)(zhi)主力合約IH1506在15分(fen)鐘內下(xia)挫35點(dian)(dian)(dian)(dian)，報(bao)收(shou)于(yu)3295.6點(dian)(dian)(dian)(dian)，較現(xian)(xian)貨升(sheng)水37.29點(dian)(dian)(dian)(dian)。

期指總持倉全線下降

上(shang)(shang)述情況或許(xu)與(yu)主力席(xi)(xi)位(wei)的減(jian)倉(cang)有(you)關。《每日(ri)經濟新(xin)聞》記(ji)者看到，在IF1506合(he)(he)約上(shang)(shang)，多頭持(chi)倉(cang)前20名(ming)席(xi)(xi)位(wei)中(zhong)有(you)15個席(xi)(xi)位(wei)減(jian)倉(cang)，其中(zhong)“領頭羊”中(zhong)信期(qi)貨(huo)(huo)席(xi)(xi)位(wei)減(jian)多單(dan)1548手，海通期(qi)貨(huo)(huo)、國(guo)泰君安和方(fang)正中(zhong)期(qi)席(xi)(xi)位(wei)的減(jian)倉(cang)數量均在1000手以上(shang)(shang)，多頭持(chi)倉(cang)前20名(ming)席(xi)(xi)位(wei)昨(zuo)日(ri)合(he)(he)計減(jian)多單(dan)9200手。

與(yu)此同時，“空軍司令”海通期貨席(xi)(xi)位(wei)減(jian)倉2523手，國泰君安和申銀萬國席(xi)(xi)位(wei)也(ye)減(jian)倉逾(yu)1000手。

值得一提的(de)(de)是(shi)，在(zai)6月1日猛增空單的(de)(de)永安期貨席位昨日突然減空單7648手。最終，空頭(tou)持(chi)倉(cang)(cang)(cang)前20名席位合計減倉(cang)(cang)(cang)9491手，略高于多頭(tou)持(chi)倉(cang)(cang)(cang)前20名的(de)(de)增倉(cang)(cang)(cang)量。

IH1506合約也(ye)出現類似情況，多空持倉(cang)(cang)前20名(ming)(ming)席位昨日分別(bie)減倉(cang)(cang)1872手(shou)和1971手(shou)。相(xiang)比之下(xia)，IC1506合約主力(li)席位卻顯“另類”，多頭持倉(cang)(cang)前20名(ming)(ming)加(jia)倉(cang)(cang)324手(shou)，空頭持倉(cang)(cang)前20名(ming)(ming)減倉(cang)(cang)629手(shou)。

從期(qi)指總持(chi)倉(cang)(cang)來看，滬(hu)深300期(qi)指、中證(zheng)500期(qi)指和(he)上證(zheng)50期(qi)指總持(chi)倉(cang)(cang)分別為22.2萬(wan)(wan)手(shou)(shou)、5.95萬(wan)(wan)手(shou)(shou)和(he)5.49萬(wan)(wan)手(shou)(shou)，較前(qian)一個交易日分別減少1.16萬(wan)(wan)手(shou)(shou)、0.06萬(wan)(wan)手(shou)(shou)和(he)0.06萬(wan)(wan)手(shou)(shou)。

《每(mei)日經濟新聞》曾在報道中指(zhi)出(chu)，在滬(hu)深(shen)300期指(zhi)總(zong)持倉達到23萬手高位(wei)時(shi)，往往不(bu)易(yi)再上升，同時(shi)這也對應著市(shi)場(chang)情緒的高漲(zhang)。而昨日多空不(bu)論因升水幅度過大，還(huan)是因5000點整數關口在即，雙方都(dou)選擇減少倉位(wei)，分析(xi)人(ren)士認為，這顯示(shi)市(shi)場(chang)順勢上漲(zhang)可(ke)能性略偏(pian)大。