股指期货持仓日度跟踪-20250630

1. Report Industry Investment Rating - No information provided regarding the report industry investment rating 2. Core View of the Report - On June 30, 2025, the total positions of IF, IH, IC, and IM in the stock index futures market all increased. Specifically, for IF, Guojun (Guotai Junan Futures) increased both long and short positions by over 2000 lots; for IH, Guojun increased both long and short positions by over 1000 lots; for IC, CITIC increased short positions by over 1000 lots; and for IM, CITIC increased both long and short positions by over 1000 lots [1][4][10][16][21] 3. Summary by Relevant Catalogs IF - Total Position and Main Contract Position Changes: On June 27, the total position of the IF variety increased by 10,216 lots, and the position of the main contract 2509 increased by 3,684 lots [4] - Top Twenty Long Position Seats' Position Changes: Among the top twenty long position seats of the IF variety on that day, Guotai Junan Futures ranked first with a total position of 45,292 lots. Guotai Junan Futures had the largest increase in long positions, adding 2,998 lots during the day, while Huatai Futures had the largest decrease, reducing 912 lots [5] - Top Twenty Short Position Seats' Position Changes: Among the top twenty short position seats of the IF variety on that day, CITIC Futures ranked first with a total position of 47,234 lots. Guotai Junan Futures had the largest increase in short positions, adding 2,658 lots during the day, while Guotou Futures had the largest decrease, reducing 782 lots [7] IH - Total Position and Main Contract Position Changes: On June 27, the total position of the IH variety increased by 8,622 lots, and the position of the main contract 2509 increased by 4,634 lots [10] - Top Twenty Long Position Seats' Position Changes: Among the top twenty long position seats of the IH variety on that day, Guotai Junan Futures ranked first with a total position of 11,830 lots. Guotai Junan Futures had the largest increase in long positions, adding 1,724 lots during the day, while Rongda Futures had the largest decrease, reducing 201 lots [11] - Top Twenty Short Position Seats' Position Changes: Among the top twenty short position seats of the IH variety on that day, Guotai Junan Futures ranked first with a total position of 14,470 lots. Guotai Junan Futures had the largest increase in short positions, adding 1,857 lots during the day, while Huatai Futures had the largest decrease, reducing 342 lots [12] IC - Total Position and Main Contract Position Changes: On June 27, the total position of the IC variety increased by 5,734 lots, and the position of the main contract 2507 increased by 1,525 lots [16] - Top Twenty Long Position Seats' Position Changes: Among the top twenty long position seats of the IC variety on that day, CITIC Futures ranked first with a total position of 36,042 lots. Guotai Junan Futures had the largest increase in long positions, adding 946 lots during the day, while Guotou Futures had the largest decrease, reducing 206 lots [16] - Top Twenty Short Position Seats' Position Changes: Among the top twenty short position seats of the IC variety on that day, CITIC Futures ranked first with a total position of 43,297 lots. CITIC Futures had the largest increase in short positions, adding 1,141 lots during the day, while GF Futures had the largest decrease, reducing 289 lots [18] IM - Total Position and Main Contract Position Changes: On June 27, the total position of the IM variety increased by 7,771 lots, and the position of the main contract 2509 increased by 6,063 lots [21] - Top Twenty Long Position Seats' Position Changes: Among the top twenty long position seats of the IM variety on that day, Guotai Junan Futures ranked first with a total position of 43,876 lots. CITIC Futures had the largest increase in long positions, adding 1,615 lots during the day, while GF Futures had the largest decrease, reducing 569 lots [21] - Top Twenty Short Position Seats' Position Changes: Among the top twenty short position seats of the IM variety on that day, CITIC Futures ranked first with a total position of 64,977 lots. CITIC Futures had the largest increase in short positions, adding 1,846 lots during the day, while GF Futures had the largest decrease, reducing 475 lots [22]