股指期货持仓日度跟踪-20250902

1. Report Industry Investment Rating - Not provided in the given content 2. Core View of the Report - On September 1, 2025, the total positions of IF, IH, IC, and IM in the stock index futures market declined significantly, with notable position - changes among the top twenty seats, especially the large - scale position reduction of CITIC Futures in multiple varieties [6][12][18][24] 3. Summary by Related Catalogs IF - Total Position and Main Contract Position Changes: On September 1, the total position of the IF variety decreased by 16,713 lots, and the position of the main contract 2509 decreased by 13,399 lots [6] - Top Twenty Long - Position Seats: Guotai Junan Futures ranked first among the top twenty long - position seats, with a total position of 42,488 lots. GF Futures had the largest increase in long positions, adding 979 lots, while CITIC Futures had the largest decrease, reducing 7,156 lots [7] - Top Twenty Short - Position Seats: CITIC Futures ranked first among the top twenty short - position seats, with a total position of 46,215 lots. Zhongtai Futures had the largest increase in short positions, adding 568 lots, while CITIC Futures had the largest decrease, reducing 4,821 lots [9] IH - Total Position and Main Contract Position Changes: On September 1, the total position of the IH variety decreased by 11,062 lots, and the position of the main contract 2509 decreased by 8,123 lots [12] - Top Twenty Long - Position Seats: CITIC Futures ranked first among the top twenty long - position seats, with a total position of 9,399 lots. GF Futures had the largest increase in long positions, adding 27 lots, while CITIC Futures had the largest decrease, reducing 3,263 lots [13] - Top Twenty Short - Position Seats: CITIC Futures ranked first among the top twenty short - position seats, with a total position of 13,493 lots. Huatai Futures had the largest increase in short positions, adding 14 lots, while CITIC Futures had the largest decrease, reducing 3,299 lots [14] IC - Total Position and Main Contract Position Changes: On September 1, the total position of the IC variety decreased by 12,442 lots, and the position of the main contract 2509 decreased by 11,368 lots [18] - Top Twenty Long - Position Seats: CITIC Futures ranked first among the top twenty long - position seats, with a total position of 34,775 lots. Shenyin Wanguo Futures had the largest increase in long positions, adding 584 lots, while Guotai Junan Futures had the largest decrease, reducing 3,052 lots [19] - Top Twenty Short - Position Seats: CITIC Futures ranked first among the top twenty short - position seats, with a total position of 36,058 lots. Galaxy Futures had the largest increase in short positions, adding 205 lots, while CITIC Futures had the largest decrease, reducing 3,185 lots [20] IM - Total Position and Main Contract Position Changes: On September 1, the total position of the IM variety decreased by 12,786 lots, and the position of the main contract 2509 decreased by 8,518 lots [24] - Top Twenty Long - Position Seats: Guotai Junan Futures ranked first among the top twenty long - position seats, with a total position of 48,980 lots. Haitong Futures had the largest increase in long positions, adding 1,165 lots, while Guotai Junan Futures had the largest decrease, reducing 2,868 lots [24] - Top Twenty Short - Position Seats: CITIC Futures ranked first among the top twenty short - position seats, with a total position of 74,164 lots. Haitong Futures had the largest increase in short positions, adding 1,186 lots, while CITIC Futures had the largest decrease, reducing 3,601 lots [25]