股指期货持仓日度跟踪-20260106

1. Report Industry Investment Rating - There is no information provided about the report industry investment rating in the given content. 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 the changes in total positions and the significant changes in the top 20 seats for each type of futures on January 5, 2026 [1][4][9][15][22]. 3. Summary by Relevant Catalogs 3.1 Overall Summary of Stock Index Futures - For IF, the total position increased significantly, and the top 20 seats had mixed changes in positions [1][4]. - For IH, the total position increased slightly, and the top 20 seats mainly increased their positions [1][9]. - For IC, the total position increased substantially, and Guojun increased both long and short positions by over 3000 lots [1][15]. - For IM, the total position increased substantially, and Guojun increased both long and short positions by over 3000 lots [1][22]. 3.2 IF Details - Total Position and Main Contract Position Changes: On January 5, the total position of the IF variety increased by 8201 lots, and the position of the main contract 2603 increased by 6857 lots [4]. - Top 20 Long Seats Position Changes: Among the top 20 long seats, Guotai Junan Futures ranked first with a total position of 47834 lots. Guotai Junan Futures had the largest increase in long positions, adding 2475 lots, while Haitong Futures had the largest decrease, reducing 1035 lots [4]. - Top 20 Short Seats Position Changes: Among the top 20 short seats, CITIC Futures ranked first with a total position of 39606 lots. Guotou Futures had the largest increase in short positions, adding 2597 lots, while Haitong Futures had the largest decrease, reducing 589 lots [6]. 3.3 IH Details - Total Position and Main Contract Position Changes: On January 5, the total position of the IH variety increased by 3543 lots, and the position of the main contract 2603 increased by 2964 lots [9]. - Top 20 Long Seats Position Changes: Among the top 20 long seats, CITIC Futures ranked first with a total position of 11372 lots. Guotai Junan Futures had the largest increase in long positions, adding 800 lots, while Everbright Futures had the largest decrease, reducing 530 lots [10]. - Top 20 Short Seats Position Changes: Among the top 20 short seats, CITIC Futures ranked first with a total position of 13441 lots. GF Futures had the largest increase in short positions, adding 802 lots, while CITIC Construction Investment Futures had the largest decrease, reducing 302 lots [11]. 3.4 IC Details - Total Position and Main Contract Position Changes: On January 5, the total position of the IC variety increased by 22660 lots, and the position of the main contract 2603 increased by 15069 lots [15]. - Top 20 Long Seats Position Changes: Among the top 20 long seats, Guotai Junan Futures ranked first with a total position of 49617 lots. Guotai Junan Futures had the largest increase in long positions, adding 4113 lots, while Galaxy Futures had the largest decrease, reducing 276 lots [16]. - Top 20 Short Seats Position Changes: Among the top 20 short seats, CITIC Futures ranked first with a total position of 49962 lots. Guotai Junan Futures had the largest increase in short positions, adding 3370 lots, while Shenyin Wanguo Futures had the largest decrease, reducing 41 lots [18]. 3.5 IM Details - Total Position and Main Contract Position Changes: On January 5, the total position of the IM variety increased by 13346 lots, and the position of the main contract 2603 increased by 8761 lots [22]. - Top 20 Long Seats Position Changes: Among the top 20 long seats, Guotai Junan Futures ranked first with a total position of 57895 lots. Guotai Junan Futures had the largest increase in long positions, adding 3330 lots, while Yide Futures had the largest decrease, reducing 2237 lots [23]. - Top 20 Short Seats Position Changes: Among the top 20 short seats, CITIC Futures ranked first with a total position of 75339 lots. Guotai Junan Futures had the largest increase in short positions, adding 3370 lots, while China Merchants Futures had the largest decrease, reducing 281 lots [25].