Report Summary 1. Report Industry Investment Rating No information provided. 2. Core View of the Report The report provides a daily tracking and analysis of the positions of stock index futures, including IF, IH, IC, and IM. It shows the changes in total positions, positions of the main contracts, and the significant changes in the top 20 seats for each type of futures [1]. 3. Summary by Relevant Catalog IF (CSI 300) - Total Position and Main Contract Position Changes: On October 17, the total position of the IF variety decreased by 9,025 hands, and the position of the main contract 2512 decreased by 1,460 hands [4]. - Top 20 Long - Position Seats: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 41,184 hands. Haitong Futures had the most long - position increase, adding 2,542 hands, while CITIC Futures had the most long - position decrease, reducing 2,492 hands [5]. - Top 20 Short - Position Seats: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 44,735 hands. CITIC Construction Investment Futures had the most short - position increase, adding 1,268 hands, while CITIC Futures had the most short - position decrease, reducing 3,794 hands [7]. IH (SSE 50) - Total Position and Main Contract Position Changes: On October 17, the total position of the IH variety decreased by 5,962 hands, and the position of the main contract 2512 decreased by 2,091 hands [10]. - Top 20 Long - Position Seats: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 12,766 hands. Guoxin Futures had the most long - position increase, adding 1,626 hands, while CITIC Futures had the most long - position decrease, reducing 2,386 hands [10]. - Top 20 Short - Position Seats: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 15,639 hands. Guoxin Futures had the most short - position increase, adding 1,397 hands, while CITIC Futures had the most short - position decrease, reducing 2,214 hands [12]. IC (CSI 500) - Total Position and Main Contract Position Changes: On October 17, the total position of the IC variety decreased by 6,464 hands, and the position of the main contract 2512 increased by 2,402 hands [15]. - Top 20 Long - Position Seats: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 38,414 hands. Haitong Futures had the most long - position increase, adding 2,694 hands, while Guotai Junan Futures had the most long - position decrease, reducing 1,714 hands [16]. - Top 20 Short - Position Seats: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 42,906 hands. Haitong Futures had the most short - position increase, adding 2,079 hands, while Guotai Junan Futures had the most short - position decrease, reducing 3,049 hands [18]. IM (CSI 1000) - Total Position and Main Contract Position Changes: On October 17, the total position of the IM variety decreased by 25,195 hands, and the position of the main contract 2509 increased by 14,163 hands [21]. - Top 20 Long - Position Seats: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 53,463 hands. Haitong Futures had the most long - position increase, adding 2,228 hands, while Yide Futures had the most long - position decrease, reducing 1,028 hands [21]. - Top 20 Short - Position Seats: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 75,017 hands. Haitong Futures had the most short - position increase, adding 3,746 hands, while GF Futures had the most short - position decrease, reducing 160 hands [23].
股指期货持仓日度跟踪-20251020
Guang Fa Qi Huo·2025-10-20 02:24