股指期货持仓日度跟踪-20250529

Report Summary 1. Report Industry Investment Rating - Not provided in the given content 2. Core View of the Report - On May 28, 2025, the total positions of IF, IH, IC, and IM in the stock index futures market all declined, with significant decreases in the main contracts. The top twenty long and short positions mainly reduced their holdings [1][5][11][17][22] 3. Summary by Related Catalogs IF (CSI 300) - Total Position and Main Contract Position Changes: On May 28, the total position of the IF variety decreased by 9,159 lots, and the position of the main contract 2506 decreased by 10,523 lots [5] - Top Twenty Long Position Holders Changes: Among the top twenty long position holders of the IF variety on that day, Guotai Junan Futures ranked first with a total position of 38,877 lots. Everbright Futures had the most long - position increases, adding 71 lots intraday, while Guotai Junan Futures had the most long - position decreases, reducing 1,660 lots intraday [6] - Top Twenty Short Position Holders Changes: Among the top twenty short position holders of the IF variety on that day, CITIC Futures ranked first with a total position of 43,090 lots. Bank of China Futures had the most short - position increases, adding 176 lots intraday, while Guotai Junan Futures had the most short - position decreases, reducing 2,333 lots intraday [8] IH (SSE 50) - Total Position and Main Contract Position Changes: On May 28, the total position of the IH variety decreased by 5,458 lots, and the position of the main contract 2506 decreased by 4,562 lots [11] - Top Twenty Long Position Holders Changes: Among the top twenty long position holders of the IH variety on that day, Guotai Junan Futures ranked first with a total position of 9,713 lots. Shenyin Wanguo Futures had the most long - position increases, adding 89 lots intraday, while CITIC Futures had the most long - position decreases, reducing 1,467 lots intraday [12] - Top Twenty Short Position Holders Changes: Among the top twenty short position holders of the IH variety on that day, Guotai Junan Futures ranked first with a total position of 10,844 lots. Huatai Futures had the most short - position increases, adding 124 lots intraday, while Guotai Junan Futures had the most short - position decreases, reducing 1,439 lots intraday [13] IC (CSI 500) - Total Position and Main Contract Position Changes: On May 28, the total position of the IC variety decreased by 5,580 lots, and the position of the main contract 2506 decreased by 5,278 lots [17] - Top Twenty Long Position Holders Changes: Among the top twenty long position holders of the IC variety on that day, CITIC Futures ranked first with a total position of 31,770 lots. Everbright Futures had the most long - position increases, adding 93 lots intraday, while Haitong Futures had the most long - position decreases, reducing 1,562 lots intraday [17] - Top Twenty Short Position Holders Changes: Among the top twenty short position holders of the IC variety on that day, CITIC Futures ranked first with a total position of 32,475 lots. Huatai Futures had the most short - position increases, adding 100 lots intraday, while CITIC Futures had the most short - position decreases, reducing 1,272 lots intraday [18] IM (CSI 1000) - Total Position and Main Contract Position Changes: On May 28, the total position of the IM variety decreased significantly by 11,992 lots, and the position of the main contract 2506 decreased by 11,259 lots [22] - Top Twenty Long Position Holders Changes: Among the top twenty long position holders of the IM variety on that day, Guotai Junan Futures ranked first with a total position of 44,355 lots. Baocheng Futures had the most long - position increases, adding 68 lots intraday, while CITIC Futures had the most long - position decreases, reducing 2,758 lots intraday [23] - Top Twenty Short Position Holders Changes: Among the top twenty short position holders of the IM variety on that day, CITIC Futures ranked first with a total position of 60,409 lots. Huatai Futures had the most short - position increases, adding 333 lots intraday, while Guotai Junan Futures had the most short - position decreases, reducing 2,840 lots intraday [25]