Report Summary 1. Report Industry Investment Rating - No information provided in the given content. 2. Core View of the Report - The report presents a daily tracking and evaluation of the positions of four major stock index futures contracts (IF, IH, IC, IM) on July 28, 2025, including changes in total positions, positions of the main contracts, and significant changes in the top 20 seats [1][5][11]. 3. Summary by Related Catalogs IF (CSI 300) - Total Position and Main Contract Position Changes: On July 28, the total position of the IF variety increased by 3,663 lots, and the position of the main contract 2509 increased by 1,331 lots [5]. - Top 20 Long Seats Position Changes: Among the top 20 long seats of the IF variety on that day, Guotai Junan Futures ranked first with a total position of 44,543 lots. Haitong Futures had the most long - position increase, adding 1,488 lots, while GF Futures had the most long - position decrease, reducing 745 lots [6]. - Top 20 Short Seats Position Changes: Among the top 20 short seats of the IF variety on that day, CITIC Futures ranked first with a total position of 49,386 lots. CITIC Futures had the most short - position increase, adding 908 lots, while GF Futures had the most short - position decrease, reducing 1,354 lots [8]. IH (SSE 50) - Total Position and Main Contract Position Changes: On July 28, the total position of the IH variety decreased by 1,993 lots, and the position of the main contract 2509 decreased by 403 lots [11]. - Top 20 Long Seats Position Changes: Among the top 20 long seats of the IH variety on that day, CITIC Futures ranked first with a total position of 11,226 lots. Orient Futures had the most long - position increase, adding 367 lots, while Haitong Futures had the most long - position decrease, reducing 983 lots [11]. - Top 20 Short Seats Position Changes: Among the top 20 short seats of the IH variety on that day, CITIC Futures ranked first with a total position of 20,342 lots. CITIC Futures had the most short - position increase, adding 702 lots, while GF Futures had the most short - position decrease, reducing 1,102 lots [12]. IC (CSI 500) - Total Position and Main Contract Position Changes: On July 28, the total position of the IC variety increased by 3,134 lots, and the position of the main contract 2509 increased by 1,256 lots [16]. - Top 20 Long Seats Position Changes: Among the top 20 long seats of the IC variety on that day, Guotai Junan Futures ranked first with a total position of 34,249 lots. Orient Futures had the most long - position increase, adding 1,064 lots, while Guotou Futures had the most long - position decrease, reducing 741 lots [17]. - Top 20 Short Seats Position Changes: Among the top 20 short seats of the IC variety on that day, CITIC Futures ranked first with a total position of 40,763 lots. Orient Futures had the most short - position increase, adding 1,250 lots, while CITIC Futures had the most short - position decrease, reducing 821 lots [18]. IM (CSI 1000) - Total Position and Main Contract Position Changes: On July 28, the total position of the IM variety increased significantly by 11,728 lots, and the position of the main contract 2509 increased by 7,522 lots [22]. - Top 20 Long Seats Position Changes: Among the top 20 long seats of the IM variety on that day, Guotai Junan Futures ranked first with a total position of 44,115 lots. Haitong Futures had the most long - position increase, adding 2,661 lots, while Huatai Futures had the most long - position decrease, reducing 459 lots [23]. - Top 20 Short Seats Position Changes: Among the top 20 short seats of the IM variety on that day, CITIC Futures ranked first with a total position of 66,395 lots. Guotai Junan had the most short - position increase, adding 3,355 lots, while Guotou Futures had the most short - position decrease, reducing 571 lots [25].
股指期货持仓日度跟踪-20250729
Guang Fa Qi Huo·2025-07-29 02:03