股指期货持仓日度跟踪-20251224
Guang Fa Qi Huo·2025-12-24 01:39
  1. Report Industry Investment Rating - No relevant information provided 2. Core View of the Report - The report provides a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM. It details the changes in total positions, the performance of the main contracts, and the significant changes in the top twenty seats for each type of futures [1]. 3. Summary by Related Catalogs IF (CSI 300) - Total position significantly increased, with a rise of 7033 hands on December 23, and the main contract 2603's position increased by 5860 hands [1][6]. - Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 45337 hands. Guotai Junan Futures had the largest long - position increase of 2376 hands, while Guoxin Futures had the largest long - position decrease of 511 hands [6]. - Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 37772 hands. Guotou Futures had the largest short - position increase of 2884 hands, and Guoxin Futures had the largest short - position decrease of 417 hands [8]. IH (SSE 50) - Total position remained stable, with a decrease of 1324 hands on December 23, and the main contract 2603's position decreased by 668 hands [1][11]. - Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 9138 hands. Dongzheng Futures had the largest long - position increase of 664 hands, and Everbright Futures had the largest long - position decrease of 453 hands [11]. - Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 13836 hands. Guotou Futures had the largest short - position increase of 468 hands, and Guotai Junan Futures had the largest short - position decrease of 559 hands [12]. IC (CSI 500) - Total position slightly decreased, with a decrease of 1024 hands on December 23, and the main contract 2603's position decreased by 2042 hands [1][17]. - Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 40391 hands. Haitong Futures had the largest long - position increase of 562 hands, and CITIC Futures had the largest long - position decrease of 1355 hands [18]. - Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 42442 hands. JPMorgan Chase Futures had the largest short - position increase of 495 hands, and CITIC Futures had the largest short - position decrease of 1621 hands [20]. IM (CSI 1000) - Total position slightly increased, with a rise of 2002 hands on December 23, and the main contract 2603's position increased by 1396 hands [1][23]. - Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 50408 hands. Guotai Junan Futures had the largest long - position increase of 890 hands, and Everbright Futures had the largest long - position decrease of 323 hands [23]. - Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 70065 hands. Haitong Futures had the largest short - position increase of 953 hands, and CITIC Futures had the largest short - position decrease of 1448 hands [25].