Report Summary 1. Report Industry Investment Rating No information regarding the industry investment rating is provided in the report. 2. Core Viewpoints - The report presents a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM, and analyzes the changes in total positions, positions of the main contracts, and the important changes of the top 20 seats for each type of futures [1]. 3. Summary by Related Catalogs IF (CSI 300) - Total Position and Main Contract Position Changes: On September 17, the total position of the IF variety decreased by 2,680 lots, and the position of the main contract 2509 decreased by 17,674 lots [5]. - Top 20 Long - Position Seats: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 44,643 lots. CITIC Futures had the largest increase in long positions, adding 2,395 lots during the day, while CITIC Construction Investment Futures had the largest decrease, reducing 1,435 lots [6]. - Top 20 Short - Position Seats: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 49,763 lots. SDIC Futures had the largest increase in short positions, adding 1,478 lots during the day, while CITIC Construction Investment Futures had the largest decrease, reducing 1,143 lots [8]. IH (SSE 50) - Total Position and Main Contract Position Changes: On September 17, the total position of the IH variety increased by 4,021 lots, while the position of the main contract 2509 decreased by 4,903 lots [11]. - Top 20 Long - Position Seats: Among the top 20 long - position seats, CITIC Futures ranked first with a total position of 11,853 lots. Guotai Junan Futures had the largest increase in long positions, adding 1,361 lots during the day, while Bank of China Futures had the largest decrease, reducing 421 lots [12]. - Top 20 Short - Position Seats: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 19,255 lots. CITIC Futures also had the largest increase in short positions, adding 1,802 lots during the day, while Orient Securities Futures had the largest decrease, reducing 366 lots [13]. IC (CSI 500) - Total Position and Main Contract Position Changes: On September 17, the total position of the IC variety decreased by 10,820 lots, and the position of the main contract 2509 decreased by 20,158 lots [17]. - Top 20 Long - Position Seats: Among the top 20 long - position seats, CITIC Futures ranked first with a total position of 38,305 lots. Guotai Junan Futures had the largest increase in long positions, adding 383 lots during the day, while CITIC Construction Investment Futures had the largest decrease, reducing 1,750 lots [18]. - Top 20 Short - Position Seats: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 40,800 lots. SDIC Futures had the largest increase in short positions, adding 347 lots during the day, while Guotai Junan Futures had the largest decrease, reducing 2,335 lots [20]. IM (CSI 1000) - Total Position and Main Contract Position Changes: On September 17, the total position of the IM variety decreased by 579 lots, and the position of the main contract 2509 decreased by 23,457 lots [23]. - Top 20 Long - Position Seats: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 51,301 lots. Huawen Futures had the largest increase in long positions, adding 679 lots during the day, while Orient Securities Futures had the largest decrease, reducing 873 lots [24]. - Top 20 Short - Position Seats: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 75,901 lots. Huawen Futures had the largest increase in short positions, adding 1,042 lots during the day, while Guotai Junan Futures had the largest decrease, reducing 2,302 lots [26].
股指期货持仓日度跟踪-20250918
Guang Fa Qi Huo·2025-09-18 02:57