Report Summary 1. Report Industry Investment Rating - No information provided in the given content. 2. Core Viewpoints - The report presents a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM. It shows the changes in total positions and the significant changes in the top 20 seats for each variety on December 22, 2025 [1][4][10][15][21]. 3. Summary by Variety IF (CSI 300) - Total position decreased slightly. On December 22, the total position of the IF variety decreased by 4,811 lots, and the position of the main contract 2603 decreased by 4,969 lots [1][4]. - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 42,961 lots. Everbright Futures had the most long - position increase (485 lots), and Guotou Futures had the most long - position decrease (1,851 lots) [5]. - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 37,313 lots. Hongyuan Futures had the most short - position increase (291 lots), and Dongzheng Futures had the most short - position decrease (986 lots) [7]. IH (SSE 50) - Total position decreased slightly. On December 22, the total position of the IH variety decreased by 1,324 lots, and the position of the main contract 2603 decreased by 674 lots [1][10]. - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 8,952 lots. CICC Wealth had the most long - position increase (181 lots), and CITIC Futures had the most long - position decrease (517 lots) [10]. - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 13,483 lots. Huatai Futures had the most short - position increase (363 lots), and CITIC Futures had the most short - position decrease (847 lots) [11]. IC (CSI 500) - Total position increased slightly. On December 22, the total position of the IC variety increased by 3,675 lots, and the position of the main contract 2603 increased by 1,090 lots [1][15]. - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 40,517 lots. Huatai Futures had the most long - position increase (363 lots), and Haitong Futures had the most long - position decrease (953 lots) [16]. - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 44,063 lots. Guotai Junan Futures had the most short - position increase (1,799 lots), and Haitong Futures had the most short - position decrease (1,061 lots) [18]. IM (CSI 1000) - Total position decreased slightly. On December 22, the total position of the IM variety decreased by 5,032 lots, and the position of the main contract 2603 decreased by 4,095 lots [1][21]. - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 49,518 lots. Shenyin Wanguo Futures had the most long - position increase (542 lots), and Guotai Junan Tai Futures had the most long - position decrease (2,134 lots) [21]. - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 71,513 lots. Everbright Futures had the most short - position increase (502 lots), and Haitong Futures had the most short - position decrease (2,228 lots) [23].
股指期货持仓日度跟踪-20251223
Guang Fa Qi Huo·2025-12-23 00:52