股指期货持仓日度跟踪-20260128

Report Industry Investment Rating - Not provided in the given content Core Viewpoints - The report provides a daily tracking of the positions of stock index futures, including the total positions and the changes in the positions of the top 20 seats of IF, IH, IC, and IM [1] Summary by Related Catalogs IF - Total Position and Main Contract Position Changes: On January 27, the total position of the IF variety decreased by 18,138 lots, and the position of the main contract 2603 decreased by 13,695 lots [4] - Top 20 Long Seats Position Changes: Among the top 20 long seats of the IF variety on that day, Guotai Junan Futures ranked first with a total position of 50,206 lots. Huatai Futures had the largest increase in long positions, with an intraday increase of 194 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 4,046 lots [5] - Top 20 Short Seats Position Changes: Among the top 20 short seats of the IF variety on that day, CITIC Futures ranked first with a total position of 43,908 lots. GF Futures had the largest increase in short positions, with an intraday increase of 781 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 5,042 lots [7] IH - Total Position and Main Contract Position Changes: On January 27, the total position of the IH variety decreased by 4,127 lots, and the position of the main contract 2603 decreased by 4,194 lots [10] - Top 20 Long Seats Position Changes: Among the top 20 long seats of the IH variety on that day, Guotai Junan Futures ranked first with a total position of 13,542 lots. Shenyin Wanguo Futures had the largest increase in long positions, with an intraday increase of 335 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 1,651 lots [11] - Top 20 Short Seats Position Changes: Among the top 20 short seats of the IH variety on that day, GF Futures ranked first with a total position of 17,748 lots. GF Futures had the largest increase in short positions, with an intraday increase of 1,272 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 1,287 lots [12] IC - Total Position and Main Contract Position Changes: On January 27, the total position of the IC variety decreased by 704 lots, and the position of the main contract 2603 decreased by 1,199 lots [16] - Top 20 Long Seats Position Changes: Among the top 20 long seats of the IC variety on that day, Guotai Junan Futures ranked first with a total position of 52,212 lots. Galaxy Futures had the largest increase in long positions, with an intraday increase of 925 lots, while Haitong Futures had the largest decrease, with an intraday decrease of 921 lots [17] - Top 20 Short Seats Position Changes: Among the top 20 short seats of the IC variety on that day, CITIC Futures ranked first with a total position of 56,906 lots. Guotai Junan Futures had the largest increase in short positions, with an intraday increase of 877 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 1,522 lots [19] IM - Total Position and Main Contract Position Changes: On January 27, the total position of the IM variety increased by 3,901 lots, and the position of the main contract 2603 increased by 244 lots [22] - Top 20 Long Seats Position Changes: Among the top 20 long seats of the IM variety on that day, Guotai Junan Futures ranked first with a total position of 58,101 lots. CITIC Futures had the largest increase in long positions, with an intraday increase of 2,209 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 923 lots [22] - Top 20 Short Seats Position Changes: Among the top 20 short seats of the IM variety on that day, CITIC Futures ranked first with a total position of 79,026 lots. Haitong Futures had the largest increase in short positions, with an intraday increase of 2,348 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 499 lots [23]