股指期货持仓日度跟踪-20250716

Report Summary 1. Report Industry Investment Rating - No information provided on the industry investment rating in the given content. 2. Core Viewpoints - The report provides a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM. It details the changes in total positions, positions of the main contracts, and the significant changes in the top 20 seats for each type of futures on July 15, 2025 [1][5][12][18][23]. 3. Summary by Related Catalogs IF (CSI 300) - Total Position and Main Contract Position Changes: On July 15, the total position of the IF variety increased by 3,863 lots, and the position of the main contract 2509 increased by 2,640 lots [5]. - Top 20 Long Seats Position Changes: Among the top 20 long seats, CITIC Futures had the largest increase in long positions, adding 1,950 lots, while Guotou Futures had the largest decrease, reducing 752 lots. Guotai Junan Futures ranked first with a total long - position of 47,614 lots [6]. - Top 20 Short Seats Position Changes: Among the top 20 short seats, Guotai Junan Futures had the largest increase in short positions, adding 1,693 lots, while Guotou Futures had the largest decrease, reducing 1,355 lots. CITIC Futures ranked first with a total short - position of 51,919 lots [8]. IH (SSE 50) - Total Position and Main Contract Position Changes: On July 15, the total position of the IH variety increased by 1,424 lots, and the position of the main contract 2509 increased by 1,546 lots [12]. - Top 20 Long Seats Position Changes: Among the top 20 long seats, Guotai Junan Futures had the largest increase in long positions, adding 1,360 lots, while CITIC Futures had the largest decrease, reducing 502 lots. Guotai Junan Futures ranked first with a total long - position of 13,206 lots [13]. - Top 20 Short Seats Position Changes: Among the top 20 short seats, CITIC Futures had the largest increase in short positions, adding 880 lots, while Baocheng Futures had the largest decrease, reducing 407 lots. CITIC Futures ranked first with a total short - position of 17,190 lots [14]. IC (CSI 500) - Total Position and Main Contract Position Changes: On July 15, the total position of the IC variety increased by 3,901 lots, while the position of the main contract 2507 decreased by 5,099 lots [18]. - Top 20 Long Seats Position Changes: Among the top 20 long seats, Guotai Junan Futures had the largest increase in long positions, adding 1,222 lots, while Dongzheng Futures had the largest decrease, reducing 482 lots. CITIC Futures ranked first with a total long - position of 36,494 lots [18]. - Top 20 Short Seats Position Changes: Among the top 20 short seats, Haitong Futures had the largest increase in short positions, adding 1,210 lots, while Dongzheng Futures had the largest decrease, reducing 473 lots. CITIC Futures ranked first with a total short - position of 44,182 lots [19]. IM (CSI 1000) - Total Position and Main Contract Position Changes: On July 15, the total position of the IM variety increased by 18,183 lots, and the position of the main contract 2509 increased by 13,659 lots [23]. - Top 20 Long Seats Position Changes: Among the top 20 long seats, CITIC Futures had the largest increase in long positions, adding 5,142 lots, while GF Futures had the largest decrease, reducing 900 lots. Guotai Junan Futures ranked first with a total long - position of 44,584 lots [24]. - Top 20 Short Seats Position Changes: Among the top 20 short seats, CITIC Futures had the largest increase in short positions, adding 4,962 lots, while Yong'an Futures had the largest decrease, reducing 229 lots. CITIC Futures ranked first with a total short - position of 67,026 lots [26].