Report Industry Investment Rating - Not provided in the given content Core Viewpoints - The report provides a daily tracking and analysis of the positions of stock index futures, including the overall position changes and the significant position adjustments of the top 20 seats for IF, IH, IC, and IM [1][4][10] Summary by Related Catalogs IF (CSI 300) - Total Position and Main Contract Position Changes: On September 11, the total position of the IF variety increased by 6,664 lots, and the position of the main contract 2509 increased by 1,600 lots [4] - Top 20 Long Seats Position Changes: Among the top 20 long seats of the IF variety on that day, Guotai Junan Futures ranked first with a total position of 46,032 lots. Guoxin Futures had the largest long - position increase, adding 1,639 lots, while Guotou Futures had the largest long - position decrease, reducing 838 lots [5] - Top 20 Short Seats Position Changes: Among the top 20 short seats of the IF variety on that day, CITIC Futures ranked first with a total position of 49,142 lots. Guoxin Futures had the largest short - position increase, adding 1,640 lots, while Haitong Futures had the largest short - position decrease, reducing 1,239 lots [7] IH (SSE 50) - Total Position and Main Contract Position Changes: On September 11, the total position of the IH variety increased by 8,511 lots, and the position of the main contract 2509 increased by 2,315 lots [10] - Top 20 Long Seats Position Changes: Among the top 20 long seats of the IH variety on that day, Guotai Junan Futures ranked first with a total position of 12,063 lots. Guotai Junan Futures had the largest long - position increase, adding 2,004 lots, while Haitong Futures had the largest long - position decrease, reducing 328 lots [10] - Top 20 Short Seats Position Changes: Among the top 20 short seats of the IH variety on that day, CITIC Futures ranked first with a total position of 16,560 lots. Guotai Junan Futures had the largest short - position increase, adding 2,628 lots, while Zhongtai Futures had the largest short - position decrease, reducing 140 lots [11] IC (CSI 500) - Total Position and Main Contract Position Changes: On September 11, the total position of the IC variety increased by 18,948 lots, and the position of the main contract 2509 increased by 623 lots [15] - Top 20 Long Seats Position Changes: Among the top 20 long seats of the IC variety on that day, CITIC Futures ranked first with a total position of 42,132 lots. CITIC Futures had the largest long - position increase, adding 3,223 lots, while Haitong Futures had the largest long - position decrease, reducing 573 lots [16] - Top 20 Short Seats Position Changes: Among the top 20 short seats of the IC variety on that day, CITIC Futures ranked first with a total position of 46,910 lots. CITIC Futures had the largest short - position increase, adding 6,349 lots, while Huatai Futures had the largest short - position decrease, reducing 385 lots [18] IM (CSI 1000) - Total Position and Main Contract Position Changes: On September 11, the total position of the IM variety increased by 4,629 lots, and the position of the main contract 2509 decreased by 6,657 lots [21] - Top 20 Long Seats Position Changes: Among the top 20 long seats of the IM variety on that day, Guotai Junan Futures ranked first with a total position of 53,198 lots. Guotai Junan Futures had the largest long - position increase, adding 2,993 lots, while CITIC Construction Investment Futures had the largest long - position decrease, reducing 945 lots [22] - Top 20 Short Seats Position Changes: Among the top 20 short seats of the IM variety on that day, CITIC Futures ranked first with a total position of 78,531 lots. CITIC Futures had the largest short - position increase, adding 1,180 lots, while Dongzheng Futures had the largest short - position decrease, reducing 529 lots [24]
股指期货持仓日度跟踪-20250912
Guang Fa Qi Huo·2025-09-12 01:15