Report Summary 1. Report Industry Investment Rating There is no information provided regarding the report industry investment rating. 2. Core Views - The report presents a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM. It shows significant changes in the total positions and the positions of the top 20 seats of each variety on August 26, 2025 [1]. 3. Summary by Variety IF (CSI 300) - Total position: On August 26, the total position of the IF variety decreased by 16,548 lots, and the position of the main contract 2509 decreased by 13,528 lots [4]. - Top 20 long - position seats: Among the top 20 long - position seats, CITIC Futures reduced its long positions by 3,824 lots, while China Merchants Futures increased its long positions by 427 lots. Guotai Junan Futures had the highest total long - position of 43,143 lots [5]. - Top 20 short - position seats: Among the top 20 short - position seats, CITIC Futures reduced its short positions by 4,271 lots, while JPMorgan Chase increased its short positions by 135 lots. CITIC Futures had the highest total short - position of 46,236 lots [7]. IH (SSE 50) - Total position: On August 26, the total position of the IH variety decreased by 11,800 lots, and the position of the main contract 2509 decreased by 7,627 lots [10]. - Top 20 long - position seats: Among the top 20 long - position seats, CITIC Futures reduced its long positions by 3,790 lots, while Baocheng Futures increased its long positions by 82 lots. Guotai Junan Futures had the highest total long - position of 13,148 lots [11]. - Top 20 short - position seats: Among the top 20 short - position seats, CITIC Futures reduced its short positions by 3,125 lots, while CICC Futures increased its short positions by 82 lots. CITIC Futures had the highest total short - position of 16,046 lots [12]. IC (CSI 500) - Total position: On August 26, the total position of the IC variety decreased by 15,056 lots, and the position of the main contract 2509 decreased by 10,297 lots [16]. - Top 20 long - position seats: Among the top 20 long - position seats, CITIC Futures reduced its long positions by 4,477 lots, while Guoxin Futures increased its long positions by 131 lots. CITIC Futures had the highest total long - position of 34,995 lots [17]. - Top 20 short - position seats: Among the top 20 short - position seats, CITIC Futures reduced its short positions by 4,277 lots, while China Merchants Futures increased its short positions by 130 lots. CITIC Futures had the highest total short - position of 38,696 lots [19]. IM (CSI 1000) - Total position: On August 26, the total position of the IM variety decreased by 19,253 lots, and the position of the main contract 2509 decreased by 11,424 lots [23]. - Top 20 long - position seats: Among the top 20 long - position seats, Guotai Junan Futures reduced its long positions by 4,868 lots, while JPMorgan Chase increased its long positions by 476 lots. Guotai Junan Futures had the highest total long - position of 48,802 lots [24]. - Top 20 short - position seats: Among the top 20 short - position seats, Guotai Junan Futures reduced its short positions by 6,202 lots, while Galaxy Futures increased its short positions by 311 lots. CITIC Futures had the highest total short - position of 76,424 lots [25].
股指期货持仓日度跟踪-20250827
Guang Fa Qi Huo·2025-08-27 01:42