Report Summary 1. Report Industry Investment Rating No information provided in the given content. 2. Core View The report provides a daily tracking of the holdings of stock index futures, including IF, IH, IC, and IM. It details the changes in total holdings, main - contract holdings, and the positions of the top 20 long and short seats for each type of futures on January 14, 2026 [1][4][10]. 3. Summary by Variety IF (CSI 300) - Total and Main - Contract Holdings: On January 14, the total holdings of the IF variety increased by 12,419 lots, and the holdings of the main contract 2603 increased by 11,113 lots [4]. - Top 20 Long Seats: Guotai Junan Futures ranked first with a total of 52,320 lots. Guotai Junan Futures had the largest increase in long positions, with an intraday increase of 1,738 lots, while Haitong Futures had the largest decrease, with an intraday decrease of 1,847 lots [5]. - Top 20 Short Seats: CITIC Futures ranked first with a total of 47,468 lots. GF Futures had the largest increase in short positions, with an intraday increase of 2,190 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 260 lots [7]. IH (SSE 50) - Total and Main - Contract Holdings: On January 14, the total holdings of the IH variety increased by 3,997 lots, and the holdings of the main contract 2603 increased by 2,663 lots [10]. - Top 20 Long Seats: CITIC Futures ranked first with a total of 11,412 lots. GF Futures had the largest increase in long positions, with an intraday increase of 754 lots, while Haitong Futures had the largest decrease, with an intraday decrease of 956 lots [11]. - Top 20 Short Seats: CITIC Futures ranked first with a total of 14,899 lots. GF Futures had the largest increase in short positions, with an intraday increase of 1,285 lots, while Haitong Futures had the largest decrease, with an intraday decrease of 1,578 lots [12]. IC (CSI 500) - Total and Main - Contract Holdings: On January 14, the total holdings of the IC variety increased by 13,386 lots, and the holdings of the main contract 2603 increased by 4,547 lots [16]. - Top 20 Long Seats: Guotai Junan Futures ranked first with a total of 52,809 lots. Guotai Junan Futures had the largest increase in long positions, with an intraday increase of 2,373 lots, while Yong'an Futures had the largest decrease, with an intraday decrease of 674 lots [17]. - Top 20 Short Seats: CITIC Futures ranked first with a total of 59,520 lots. CITIC Futures had the largest increase in short positions, with an intraday increase of 3,016 lots, while J.P. Morgan Futures had the largest decrease, with an intraday decrease of 744 lots [19]. IM (CSI 1000) - Total and Main - Contract Holdings: On January 14, the total holdings of the IM variety increased by 13,386 lots, and the holdings of the main contract 2603 increased by 4,547 lots [22]. - Top 20 Long Seats: Guotai Junan Futures ranked first with a total of 62,629 lots. CITIC Futures had the largest increase in long positions, with an intraday increase of 2,706 lots, while Shenyin Wanguo Futures had the largest decrease, with an intraday decrease of 1,438 lots [23]. - Top 20 Short Seats: CITIC Futures ranked first with a total of 80,289 lots. CITIC Futures had the largest increase in short positions, with an intraday increase of 2,579 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 1,430 lots [24].
股指期货持仓日度跟踪-20260115
Guang Fa Qi Huo·2026-01-15 02:02