Report Summary 1. Report Industry Investment Rating - Not provided in the given 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 the changes in the positions of the top 20 long and short seats of IF, IH, IC, and IM on October 24, 2025 [1][4][10] 3. Summary According to the Catalog IF (CSI 300) - Total position: The total position decreased significantly, with a decrease of 9252 lots on October 24, and the position of the main contract IF2512 decreased by 6793 lots [4] - Top 20 long seats: Guotai Junan Futures ranked first with a total position of 37145 lots. Guotou Futures had the most long - position increase (751 lots), and Guotai Junan Futures had the most long - position decrease (3056 lots) [5] - Top 20 short seats: CITIC Futures ranked first with a total position of 41528 lots. Guotou Futures had the most short - position increase (687 lots), and Dongzheng Futures had the most short - position decrease (1988 lots) [7] IH (SSE 50) - Total position: The total position increased slightly, with an increase of 1333 lots on October 24, and the position of the main contract IH2512 increased by 1222 lots [10] - Top 20 long seats: Guotai Junan Futures ranked first with a total position of 12560 lots. Haitong Futures had the most long - position increase (251 lots), and Dongzheng Futures had the most long - position decrease (300 lots) [10] - Top 20 short seats: CITIC Futures ranked first with a total position of 14540 lots. Haitong Futures had the most short - position increase (614 lots), and Dongzheng Futures had the most short - position decrease (542 lots) [11] IC (CSI 500) - Total position: The total position decreased significantly, with a decrease of 10733 lots on October 24, and the position of the main contract IC2512 decreased by 6057 lots [16] - Top 20 long seats: Guotai Junan Futures ranked first with a total position of 36448 lots. Shenyin Wanguo Futures had the most long - position increase (452 lots), and Guotai Junan Futures had the most long - position decrease (3246 lots) [17] - Top 20 short seats: CITIC Futures ranked first with a total position of 39788 lots. GF Futures had the most short - position increase (203 lots), and CITIC Futures had the most short - position decrease (2374 lots) [19] IM (CSI 1000) - Total position: The total position decreased significantly, with a decrease of 26392 lots on October 24, and the position of the main contract IM2509 decreased by 18081 lots [22] - Top 20 long seats: Guotai Junan Futures ranked first with a total position of 50602 lots. Galaxy Futures had the most long - position increase (453 lots), and Guotai Junan Futures had the most long - position decrease (5729 lots) [22] - Top 20 short seats: CITIC Futures ranked first with a total position of 70915 lots. Only UBS increased its short position (93 lots), and CITIC Futures had the most short - position decrease (6672 lots) [24]
股指期货持仓日度跟踪-20251027
Guang Fa Qi Huo·2025-10-27 01:33