股指期货持仓日度跟踪-20251017
Guang Fa Qi Huo·2025-10-17 04:55
  1. Report Industry Investment Rating - There is no information about the report industry investment rating in the provided content. 2. Core View of the Report - The report provides a daily tracking of the positions of stock index futures, including the total positions and changes in the top 20 long and short positions of IF, IH, IC, and IM on October 16, 2025 [1][3][9][14][19]. 3. Summary by Related Catalogs 3.1 IF (CSI 300) - Total position of the IF variety decreased by 2280 lots on October 16, while the position of the main contract 2512 increased by 1346 lots [3]. - Among the top 20 long - position seats of the IF variety, Guotai Junan Futures ranked first with a total position of 43627 lots. CITIC Futures had the largest long - position increase, adding 1090 lots, and CITIC Construction Investment Futures had the largest long - position decrease, reducing 1082 lots [4]. - Among the top 20 short - position seats of the IF variety, CITIC Futures ranked first with a total position of 48529 lots. Dongzheng Futures had the largest short - position increase, adding 1160 lots, and CITIC Construction Investment Futures had the largest short - position decrease, reducing 958 lots [6]. 3.2 IH (SSE 50) - The total position of the IH variety increased by 6373 lots on October 16, and the position of the main contract 2512 increased by 5999 lots [9]. - Among the top 20 long - position seats of the IH variety, CITIC Futures ranked first with a total position of 13573 lots. CITIC Futures had the largest long - position increase, adding 2714 lots, and Guotai Junan Futures had the largest long - position decrease, reducing 695 lots [9]. - Among the top 20 short - position seats of the IH variety, CITIC Futures ranked first with a total position of 17853 lots. CITIC Futures had the largest short - position increase, adding 1051 lots, and Hongyuan Futures had the largest short - position decrease, reducing 38 lots [10]. 3.3 IC (CSI 500) - The total position of the IC variety decreased by 8459 lots on October 16, and the position of the main contract 2512 decreased by 3447 lots [14]. - Among the top 20 long - position seats of the IC variety, Guotai Junan Futures ranked first with a total position of 40128 lots. Huatai Futures had the largest long - position increase, adding 1089 lots, and Haitong Futures had the largest long - position decrease, reducing 1419 lots [14]. - Among the top 20 short - position seats of the IC variety, CITIC Futures ranked first with a total position of 44876 lots. CITIC Construction Investment Futures had the largest short - position increase, adding 73 lots, and Guotai Junan Futures had the largest short - position decrease, reducing 1505 lots [16]. 3.4 IM (CSI 1000) - The total position of the IM variety decreased by 14750 lots on October 16, and the position of the main contract 2509 decreased by 6410 lots [19]. - Among the top 20 long - position seats of the IM variety, Guotai Junan Futures ranked first with a total position of 52078 lots. Founder CIFCO Futures had the largest long - position increase, adding 644 lots, and CITIC Futures had the largest long - position decrease, reducing 3969 lots [19]. - Among the top 20 short - position seats of the IM variety, CITIC Futures ranked first with a total position of 72943 lots. Huawen Futures had the largest short - position increase, adding 417 lots, and CITIC Futures had the largest short - position decrease, reducing 3614 lots [20].