Report Summary - Report Date: February 2, 2026 [4][5][11] - Report Type: Futures Daily Position Tracking Report - Reporting Institution: GF Futures Research Institute 1. Investment Rating - No investment rating is provided in the report. 2. Core View - The report provides a daily tracking of the positions of four major stock index futures (IF, IH, IC, IM), analyzing the changes in total positions and the significant movements of the top twenty futures brokerage firms' positions for each contract [1]. 3. Summary by Variety IF (CSI 300 Index Futures) - Total Position and Main Contract Position Changes: On January 30, the total position of the IF contract increased by 9,087 lots, with the main contract 2603's position rising by 1,489 lots [5]. - Top Twenty Long - Position Seats: Guotai Junan Futures ranked first with a total long - position of 53,810 lots. Guotou Futures had the largest increase in long - positions, with an intraday increase of 2,371 lots, while Shenyin Wanguo Futures had the largest decrease, with an intraday decrease of 817 lots [6]. - Top Twenty Short - Position Seats: CITIC Futures ranked first with a total short - position of 47,540 lots. Haitong Futures had the largest increase in short - positions, with an intraday increase of 3,339 lots, while GF Futures had the largest decrease, with an intraday decrease of 1,081 lots [8]. IH (SSE 50 Index Futures) - Total Position and Main Contract Position Changes: On January 30, the total position of the IH contract decreased by 5,863 lots, with the main contract 2603's position dropping by 3,226 lots [11]. - Top Twenty Long - Position Seats: Guotai Junan Futures ranked first with a total long - position of 14,486 lots. CITIC Construction Investment Futures had the largest increase in long - positions, with an intraday increase of 317 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 1,685 lots [12]. - Top Twenty Short - Position Seats: GF Futures ranked first with a total short - position of 18,247 lots. Huawen Futures had the largest increase in short - positions, with an intraday increase of 471 lots, while GF Futures had the largest decrease, with an intraday decrease of 1,626 lots [13]. IC (CSI 500 Index Futures) - Total Position and Main Contract Position Changes: On January 30, the total position of the IC contract decreased by 4,373 lots, and the main contract 2603's position decreased by 7,265 lots [17]. - Top Twenty Long - Position Seats: Guotai Junan Futures ranked first with a total long - position of 52,681 lots. CITIC Futures had the largest increase in long - positions, with an intraday increase of 1,160 lots, while Shenyin Wanguo Futures had the largest decrease, with an intraday decrease of 1,395 lots [18]. - Top Twenty Short - Position Seats: CITIC Futures ranked first with a total short - position of 62,731 lots. CITIC Futures had the largest increase in short - positions, with an intraday increase of 1,689 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 2,874 lots [20]. IM (CSI 1000 Index Futures) - Total Position and Main Contract Position Changes: On January 30, the total position of the IM contract decreased by 2,755 lots, with the main contract 2603's position dropping by 4,571 lots [24]. - Top Twenty Long - Position Seats: Guotai Junan Futures ranked first with a total long - position of 58,825 lots. CITIC Construction Investment Futures had the largest increase in long - positions, with an intraday increase of 659 lots, while Haitong Futures had the largest decrease, with an intraday decrease of 3,040 lots [25]. - Top Twenty Short - Position Seats: CITIC Futures ranked first with a total short - position of 81,223 lots. Shenyin Wanguo Futures had the largest increase in short - positions, with an intraday increase of 1,061 lots, while Haitong Futures had the largest decrease, with an intraday decrease of 2,155 lots [26].
股指期货持仓日度跟踪-20260202
Guang Fa Qi Huo·2026-02-02 01:23