股指期货持仓日度跟踪-20250811

Report Summary 1. Report Industry Investment Rating - No investment rating information is provided in the report. 2. Core View - The report provides a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM. It shows that on August 8, 2025, the total positions of these futures varieties generally decreased, with significant decreases in IF, IC, and IM, and a slight decrease in IH. The top twenty seats mainly reduced their positions [1][5][11]. 3. Summary by Related Catalogs IF (CSI 300) - Total Position and Main Contract Position Changes: On August 8, the total position of the IF variety decreased by 9,906 lots, and the position of the main contract 2509 decreased by 6,974 lots [5]. - Top Twenty Long Seats Position Changes: Among the top twenty long seats of the IF variety on that day, CITIC Construction Investment Futures had the largest increase in long positions, with an intraday increase of 360 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 2,105 lots. Guotai Junan Futures ranked first in total long positions, with 41,248 lots [6]. - Top Twenty Short Seats Position Changes: Among the top twenty short seats of the IF variety on that day, CITIC Construction Investment Futures had the largest increase in short positions, with an intraday increase of 481 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 2,473 lots. CITIC Futures ranked first in total short positions, with 46,508 lots [8]. IH (SSE 50) - Total Position and Main Contract Position Changes: On August 8, the total position of the IH variety decreased by 3,451 lots, and the position of the main contract 2509 decreased by 2,263 lots [11]. - Top Twenty Long Seats Position Changes: Among the top twenty long seats of the IH variety on that day, Dongwu Futures had the largest increase in long positions, with an intraday increase of 241 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 1,055 lots. Guotai Junan Futures ranked first in total long positions, with 11,079 lots [12]. - Top Twenty Short Seats Position Changes: Among the top twenty short seats of the IH variety on that day, China Merchants Futures had the largest increase in short positions, with an intraday increase of 56 lots, while Haitong Futures had the largest decrease, with an intraday decrease of 1,035 lots. CITIC Futures ranked first in total short positions, with 18,019 lots [13]. IC (CSI 500) - Total Position and Main Contract Position Changes: On August 8, the total position of the IC variety decreased by 8,103 lots, and the position of the main contract 2509 decreased by 4,096 lots [17]. - Top Twenty Long Seats Position Changes: Among the top twenty long seats of the IC variety on that day, CITIC Construction Investment Futures had the largest increase in long positions, with an intraday increase of 300 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 2,262 lots. CITIC Futures ranked first in total long positions, with 33,752 lots [18]. - Top Twenty Short Seats Position Changes: Among the top twenty short seats of the IC variety on that day, CITIC Construction Investment Futures had the largest increase in short positions, with an intraday increase of 99 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 2,455 lots. CITIC Futures ranked first in total short positions, with 36,786 lots [19]. IM (CSI 1000) - Total Position and Main Contract Position Changes: On August 8, the total position of the IM variety decreased by 11,229 lots, and the position of the main contract 2509 decreased by 6,608 lots [23]. - Top Twenty Long Seats Position Changes: Among the top twenty long seats of the IM variety on that day, Zheshang Futures had the largest increase in long positions, with an intraday increase of 394 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 3,609 lots. Guotai Junan Futures ranked first in total long positions, with 41,541 lots [24]. - Top Twenty Short Seats Position Changes: Among the top twenty short seats of the IM variety on that day, J.P. Morgan had the largest increase in short positions, with an intraday increase of 53 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 4,023 lots. CITIC Futures ranked first in total short positions, with 66,784 lots [26].