股指期货持仓日度跟踪-20250828

Report Summary 1. Report Industry Investment Rating - No information provided on the industry investment rating. 2. Core View of the Report - On August 28, 2025, the report presents a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM. The total positions of these futures showed different degrees of increase, and the top 20 seats had significant position - changing operations, especially the large - scale position - adding operations of CITIC Futures [1]. 3. Summary by Related Catalogs IF (CSI 300) - Total and Main Contract Position Changes: On August 27, the total positions of the IF variety increased by 13,045 lots, and the positions of the main contract 2509 increased by 4,042 lots [4]. - Top 20 Long - Position Seats: Guotai Junan Futures ranked first with a total long - position of 45,288 lots. CITIC Futures had the largest increase in long - positions, adding 3,364 lots, while Donghai Futures had the largest decrease, reducing 173 lots [5]. - Top 20 Short - Position Seats: CITIC Futures ranked first with a total short - position of 46,236 lots. CITIC Futures had the largest increase in short - positions, adding 3,262 lots, while Zhongtai Futures had the largest decrease, reducing 218 lots [7]. IH (SSE 50) - Total and Main Contract Position Changes: On August 27, the total positions of the IH variety increased by 3,677 lots, and the positions of the main contract 2509 decreased by 955 lots [10]. - Top 20 Long - Position Seats: CITIC Futures ranked first with a total long - position of 12,542 lots. CITIC Futures had the largest increase in long - positions, adding 2,709 lots, while Guotai Junan Futures had the largest decrease, reducing 1,433 lots [10]. - Top 20 Short - Position Seats: CITIC Futures ranked first with a total short - position of 17,959 lots. CITIC Futures had the largest increase in short - positions, adding 1,913 lots, while Guotai Junan Futures had the largest decrease, reducing 928 lots [11]. IC (CSI 500) - Total and Main Contract Position Changes: On August 27, the total positions of the IC variety increased by 24,398 lots, and the positions of the main contract 2509 increased by 12,748 lots [15]. - Top 20 Long - Position Seats: CITIC Futures ranked first with a total long - position of 41,595 lots. CITIC Futures had the largest increase in long - positions, adding 6,600 lots, while Huatai Futures had the largest decrease, reducing 1,366 lots [16]. - Top 20 Short - Position Seats: CITIC Futures ranked first with a total short - position of 43,757 lots. CITIC Futures had the largest increase in short - positions, adding 5,061 lots, while Shan Jin Futures had the largest decrease, reducing 67 lots [17]. IM (CSI 1000) - Total and Main Contract Position Changes: On August 27, the total positions of the IM variety increased by 17,455 lots, and the positions of the main contract 2509 increased by 6,736 lots [21]. - Top 20 Long - Position Seats: Guotai Junan Futures ranked first with a total long - position of 51,380 lots. CITIC Futures had the largest increase in long - positions, adding 4,326 lots, while Nanhua Futures had the largest decrease, reducing 694 lots [21]. - Top 20 Short - Position Seats: CITIC Futures ranked first with a total short - position of 80,763 lots. CITIC Futures had the largest increase in short - positions, adding 4,399 lots, while Guotou Futures had the largest decrease, reducing 801 lots [23].