股指期货持仓日度跟踪-20250613

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoints - The report presents a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM, and analyzes the changes in total positions, main - contract positions, and the positions of the top 20 long and short seats for each type of futures [1]. 3. Summary by Related Catalogs IF (CSI 300) - Total and Main - Contract Position Changes: On June 12, the total position of the IF variety decreased by 15,578 lots, and the position of the main contract 2506 decreased by 12,832 lots [3]. - Top 20 Long - Seat Position Changes: Among the top 20 long seats of the IF variety, Guotai Junan Futures ranked first with a total position of 38,709 lots. Everbright Futures had the most long - position increase, with an intraday increase of 455 lots, while Haitong Futures had the most long - position decrease, with an intraday decrease of 3,060 lots [4]. - Top 20 Short - Seat Position Changes: Among the top 20 short seats of the IF variety, CITIC Futures ranked first with a total position of 44,979 lots. CICC Futures had the most short - position increase, with an intraday increase of 1,186 lots, while Guotai Junan Futures had the most short - position decrease, with an intraday decrease of 3,658 lots [6]. IH (SSE 50) - Total and Main - Contract Position Changes: On June 12, the total position of the IH variety decreased by 1,138 lots, and the position of the main contract 2506 decreased by 1,641 lots [9]. - Top 20 Long - Seat Position Changes: Among the top 20 long seats of the IH variety, Guotai Junan Futures ranked first with a total position of 8,204 lots. Everbright Futures had the most long - position increase, with an intraday increase of 439 lots, while Guotai Junan Futures had the most long - position decrease, with an intraday decrease of 746 lots [10]. - Top 20 Short - Seat Position Changes: Among the top 20 short seats of the IH variety, Guotai Junan Futures ranked first with a total position of 10,143 lots. CICC Futures had the most short - position increase, with an intraday increase of 553 lots, while Guotai Junan Futures had the most short - position decrease, with an intraday decrease of 941 lots [11]. IC (CSI 500) - Total and Main - Contract Position Changes: On June 12, the total position of the IC variety decreased by 2,651 lots, and the position of the main contract 2506 decreased by 5,216 lots [15]. - Top 20 Long - Seat Position Changes: Among the top 20 long seats of the IC variety, CITIC Futures ranked first with a total position of 35,438 lots. Huatai Futures had the most long - position increase, with an intraday increase of 318 lots, while Guotai Junan Futures had the most long - position decrease, with an intraday decrease of 939 lots [16]. - Top 20 Short - Seat Position Changes: Among the top 20 short seats of the IC variety, CITIC Futures ranked first with a total position of 35,911 lots. CICC Wealth had the most short - position increase, with an intraday increase of 441 lots, while Guotai Junan Futures had the most short - position decrease, with an intraday decrease of 1,788 lots [17]. IM (CSI 1000) - Total and Main - Contract Position Changes: On June 12, the total position of the IM variety increased by 2,007 lots, and the position of the main contract 2506 decreased by 1,939 lots [22]. - Top 20 Long - Seat Position Changes: Among the top 20 long seats of the IM variety, Guotai Junan Futures ranked first with a total position of 41,872 lots. Haitong Futures had the most long - position increase, with an intraday increase of 1,133 lots, while Everbright Futures had the most long - position decrease, with an intraday decrease of 550 lots [23]. - Top 20 Short - Seat Position Changes: Among the top 20 short seats of the IM variety, CITIC Futures ranked first with a total position of 57,160 lots. Haitong Futures had the most short - position increase, with an intraday increase of 947 lots, while Huatai Futures had the most short - position decrease, with an intraday decrease of 535 lots [25].