股指期货持仓日度跟踪-20251111

Report Summary 1. Report Industry Investment Rating - No investment rating information is provided in the report. 2. Core View - The report provides a daily tracking of the positions of stock index futures on November 10, 2025, including the overall position changes and the position changes of the top 20 long and short positions of IF, IH, IC, and IM [1][4][10][15][21]. 3. Summary by Directory IF (CSI 300 Index Futures) - Total Position and Main Contract Position Changes: On November 10, the total position of the IF variety increased by 10,827 lots, and the position of the main contract 2512 increased by 6,246 lots [4]. - Top 20 Long Position Changes: Among the top 20 long positions of the IF variety on that day, Guotai Junan Futures ranked first with a total position of 40,310 lots. Guotai Junan Futures had the largest increase in long positions, adding 2,320 lots during the day, while CITIC Construction Investment Futures had the largest decrease, reducing 196 lots [5]. - Top 20 Short Position Changes: Among the top 20 short positions of the IF variety on that day, CITIC Futures ranked first with a total position of 45,045 lots. CITIC Futures had the largest increase in short positions, adding 2,409 lots during the day, while CITIC Construction Investment Futures had the largest decrease, reducing 498 lots [7]. IH (SSE 50 Index Futures) - Total Position and Main Contract Position Changes: On November 10, the total position of the IH variety increased by 5,768 lots, and the position of the main contract 2512 increased by 3,798 lots [10]. - Top 20 Long Position Changes: Among the top 20 long positions of the IH variety on that day, Guotai Junan Futures ranked first with a total position of 13,197 lots. Guotai Junan Futures had the largest increase in long positions, adding 1,792 lots during the day, while Guotou Futures had the largest decrease, reducing 154 lots [10]. - Top 20 Short Position Changes: Among the top 20 short positions of the IH variety on that day, CITIC Futures ranked first with a total position of 14,519 lots. Guotai Junan Futures had the largest increase in short positions among the top 20 seats, adding 1,986 lots during the day, while China Merchants Futures had the largest decrease, reducing 153 lots [11]. IC (CSI 500 Index Futures) - Total Position and Main Contract Position Changes: On November 10, the total position of the IC variety increased by 8,841 lots, and the position of the main contract 2512 increased by 5,781 lots [15]. - Top 20 Long Position Changes: Among the top 20 long positions of the IC variety on that day, CITIC Futures ranked first with a total position of 35,730 lots. Guotai Junan Futures had the largest increase in long positions, adding 1,316 lots during the day, while Shenyin Wanguo Futures had the largest decrease, reducing 128 lots [16]. - Top 20 Short Position Changes: Among the top 20 short positions of the IC variety on that day, CITIC Futures ranked first with a total position of 41,977 lots. Guotai Junan Futures had the largest increase in short positions, adding 2,132 lots during the day, while GF Futures had the largest decrease, reducing 198 lots [18]. IM (CSI 1000 Index Futures) - Total Position and Main Contract Position Changes: On November 10, the total position of the IM variety decreased by 1,747 lots, and the position of the main contract 2509 decreased by 1,349 lots [21]. - Top 20 Long Position Changes: Among the top 20 long positions of the IM variety on that day, Guotai Junan Futures ranked first with a total position of 50,214 lots. Guotai Junan Futures had the largest increase in long positions, adding 1,608 lots during the day, while CITIC Futures had the largest decrease, reducing 1,081 lots [21]. - Top 20 Short Position Changes: Among the top 20 short positions of the IM variety on that day, CITIC Futures ranked first with a total position of 71,136 lots. Guotai Junan Futures had the largest increase in short positions among the top 20 seats, adding 1,328 lots during the day, while CITIC Futures had the largest decrease, reducing 1,759 lots [22].