Report Summary 1) Report Industry Investment Rating No information provided. 2) Core View of the Report The report presents a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM. It shows that on October 28, 2025, the total positions of these futures varieties generally decreased, with different changes in the top 20 seats [1][5][11][17][21]. 3) Summary by Related Catalogs IF (CSI 300) - Total Position and Main Contract Position Changes: On October 28, the total position of the IF variety decreased by 4,125 lots, of which the position of the main contract 2512 decreased by 2,675 lots [5]. - Top 20 Long - Position Seats: The top long - position seat was Guotai Junan Futures with a total position of 38,038 lots. Guotou Futures had the most long - position increase (836 lots), and Haitong Futures had the most long - position decrease (1,367 lots) [6]. - Top 20 Short - Position Seats: The top short - position seat was CITIC Futures with a total position of 42,240 lots. Guotou Futures had the most short - position increase (1,754 lots), and Haitong Futures had the most short - position decrease (3,530 lots) [8]. IH (SSE 50) - Total Position and Main Contract Position Changes: On October 28, the total position of the IH variety decreased by 2,425 lots, of which the position of the main contract 2512 decreased by 1,601 lots [11]. - Top 20 Long - Position Seats: The top long - position seat was Guotai Junan Futures with a total position of 12,711 lots. China Merchants Futures had the most long - position increase (202 lots), and CITIC Futures had the most long - position decrease (514 lots) [11]. - Top 20 Short - Position Seats: The top short - position seat was CITIC Futures with a total position of 14,571 lots. CITIC Construction Investment Futures had the most short - position increase (383 lots), and Guotou Futures had the most short - position decrease (658 lots) [12]. IC (CSI 500) - Total Position and Main Contract Position Changes: On October 28, the total position of the IC variety decreased by 9,433 lots, and the position of the main contract 2512 decreased by 1,434 lots [17]. - Top 20 Long - Position Seats: The top long - position seat was Guotai Junan Futures with a total position of 37,424 lots. Zhongtai 231 Futures had the most long - position increase (231 lots), and CITIC Futures had the most long - position decrease (3,160 lots) [17]. - Top 20 Short - Position Seats: The top short - position seat was CITIC Futures with a total position of 40,929 lots. GF Futures had the most short - position increase (238 lots), and CITIC Futures had the most short - position decrease (2,766 lots) [18]. IM (CSI 1000) - Total Position and Main Contract Position Changes: On October 28, the total position of the IM variety decreased by 4,826 lots, of which the position of the main contract 2509 decreased by 1,434 lots [21]. - Top 20 Long - Position Seats: The top long - position seat was Guotai Junan Futures with a total position of 50,040 lots. Yide Futures had the most long - position increase (227 lots), and Guotai Junan Futures had the most long - position decrease (2,132 lots) [21][25]. - Top 20 Short - Position Seats: The top short - position seat was CITIC Futures with a total position of 72,333 lots. Haitong Futures had the most short - position increase (424 lots), and Guotai Junan Futures had the most short - position decrease (2,592 lots) [23].
股指期货持仓日度跟踪-20251029
Guang Fa Qi Huo·2025-10-29 02:12