Report Summary 1. Report Industry Investment Rating - No information provided in the given content. 2. Core View of the Report - On July 30, 2025, the total positions of IF, IH, IC, and IM in the stock index futures market all showed an upward trend, with significant increases in IF and IM, and obvious increases in IH and IC. The top 20 positions mainly increased, especially in the positions of CITIC Futures [1][5][11][17][23]. 3. Summary by Related Catalogs IF (CSI 300) - Total Position and Main Contract Position Changes: On July 30, the total position of the IF variety increased by 15,183 lots, and the position of the main contract 2509 increased by 9,027 lots [5]. - Top 20 Long Position Changes: Guotai Junan Futures ranked first among the top 20 long positions of the IF variety, with a total position of 46,822 lots. CITIC Futures had the largest increase in long positions, adding 4,653 lots during the day, while Shenyin Wanguo Futures had the largest decrease, reducing 205 lots [6]. - Top 20 Short Position Changes: CITIC Futures ranked first among the top 20 short positions of the IF variety, with a total position of 51,706 lots. Guotai Junan Futures had the largest increase in short positions, adding 2,669 lots during the day, while GF Futures had the largest decrease, reducing 337 lots [8]. IH (SSE 50) - Total Position and Main Contract Position Changes: On July 30, the total position of the IH variety increased by 8,559 lots, and the position of the main contract 2509 increased by 4,265 lots [11]. - Top 20 Long Position Changes: CITIC Futures ranked first among the top 20 long positions of the IH variety, with a total position of 43,473 lots. CITIC Futures had the largest increase in long positions, adding 2,954 lots during the day, while Everbright Futures had the largest decrease, reducing 302 lots [12]. - Top 20 Short Position Changes: CITIC Futures ranked first among the top 20 short positions of the IH variety, with a total position of 21,772 lots. CITIC Futures had the largest increase in short positions, adding 2,211 lots during the day, while GF Futures had the largest decrease, reducing 594 lots [13]. IC (CSI 500) - Total Position and Main Contract Position Changes: On July 30, the total position of the IC variety increased by 5,142 lots, and the position of the main contract 2509 increased by 3,193 lots [17]. - Top 20 Long Position Changes: CITIC Futures ranked first among the top 20 long positions of the IC variety, with a total position of 36,146 lots. CITIC Futures had the largest increase in long positions, adding 2,490 lots during the day, while Haitong Futures had the largest decrease, reducing 547 lots [18]. - Top 20 Short Position Changes: CITIC Futures ranked first among the top 20 short positions of the IC variety, with a total position of 41,539 lots. CITIC Futures had the largest increase in short positions, adding 2,004 lots during the day, while SDIC Futures had the largest decrease, reducing 378 lots [19]. IM (CSI 1000) - Total Position and Main Contract Position Changes: On July 30, the total position of the IM variety increased by 16,585 lots, and the position of the main contract 2509 increased by 10,446 lots [23]. - Top 20 Long Position Changes: Guotai Junan Futures ranked first among the top 20 long positions of the IM variety, with a total position of 46,903 lots. CITIC Futures had the largest increase in long positions, adding 3,296 lots during the day, while Baocheng Futures had the largest decrease, reducing 60 lots [24]. - Top 20 Short Position Changes: CITIC Futures ranked first among the top 20 short positions of the IM variety, with a total position of 68,920 lots. CITIC Futures had the largest increase in short positions, adding 4,314 lots during the day, while UBS Futures had the largest decrease, reducing 2,118 lots [26].
股指期货持仓日度跟踪-20250731
Guang Fa Qi Huo·2025-07-31 01:27