Report Date - The report is dated February 13, 2026 [2] Bond Futures Transaction Summary Overall Transaction - The total trading volume of all bond futures was 208,389,000, a 64% increase; the total turnover was 226.1 billion, a 64% increase; the total open interest was 333,516,000, a decrease of 16,937,000; and the total margin for open positions was 72.4 billion [3] Different Contracts - T Contracts: The closing prices of T2603, T2606, and T2609 decreased by 0.10%, 0.06%, and 0.03% respectively; the trading volumes increased by 58%, 69%, and 280% respectively; the turnovers increased by 58%, 69%, and 280% respectively; the open interests of T2603 decreased by 40,918, while T2606 increased by 23,718, and T2609 had 7,646 open positions; the margin for open positions was 31.1 billion, 39.7 billion, and 1.7 billion respectively [3] - TF Contracts: The closing prices of TF2603, TF2606, and TF2609 decreased by 0.09%, 0.04%, and 0.02% respectively; the trading volumes increased by 26%, 116%, and 6% respectively; the turnovers increased by 26%, 116%, and 6% respectively; the open interests of TF2603 decreased by 22,141, while TF2606 increased by 21,660, and TF2609 had 9,030 open positions; the margin for open positions was 6.7 billion, 16.3 billion, and 1.1 billion respectively [3] - TL Contracts: The closing prices of TL2603, TL2606, and TL2609 increased by 0.04%, 0.06%, and 0.08% respectively; the trading volumes increased by 55%, 96%, and 79% respectively; the turnovers increased by 55%, 96%, and 78% respectively; the open interests of TL2603 decreased by 15,702, while TL2606 increased by 8,103, and TL2609 had 8,194 open positions; the margin for open positions was 28.3 billion, 40.2 billion, and 3.2 billion respectively [3] - TS Contracts: The closing prices of TS2603, TS2606, and TS2609 decreased by 0.03%, 0.02%, and 0.01% respectively; the trading volumes of TS2603 decreased by 25%, TS2606 increased by 31%, and TS2609 decreased by 13%; the turnovers decreased by 25%, increased by 31%, and decreased by 13% respectively; the open interests of TS2603 decreased by 7,354, while TS2606 increased by 6,904, and TS2609 had 1,310 open positions; the margin for open positions was 2.8 billion, 4.4 billion, and 0.1 billion respectively; the total trading volume decreased by 8%, the turnover decreased by 8%, the open interest decreased by 426, and the margin for open positions was 7.4 billion [3] Bond Futures Net Open Interest - The report presents the net open interest trends of two - year, five - year, ten - year, and thirty - year bond futures, including the net open interest changes of the top five, top ten, and top twenty positions over time, but specific data mainly shows the percentage range and time points [5][7][8] Bond Futures Open Interest Positions Two - Year Bond Futures - 2603 Contract: In terms of trading volume, Dongzheng Futures (on behalf of clients) had 12,054 contracts with a decrease of 2,364; in terms of long positions, Ping'an Futures (on behalf of clients) had 4,275 contracts with an increase of 2,105; in terms of short positions, CITIC Futures (on behalf of clients) had 6,643 contracts with a decrease of 1,326 [10] - 2606 Contract: CITIC Futures (on behalf of clients) had the highest trading volume of 12,428 contracts with an increase of 7,024; CITIC Futures (on behalf of clients) had the highest long positions of 7,372 contracts with an increase of 901; Guotai Jun'an (on behalf of clients) had the highest short positions of 11,516 contracts with an increase of 1,457 [12] Five - Year Bond Futures - 2603 Contract: CITIC Futures (on behalf of clients) had the highest trading volume of 32,446 contracts with an increase of 6,174; CITIC Futures (on behalf of clients) had the highest long positions of 9,118 contracts with a decrease of 2,336; Guotai Jun'an (on behalf of clients) had the highest short positions of 11,904 contracts with a decrease of 3,088 [13] - 2606 Contract: CITIC Futures (on behalf of clients) had a trading volume of 31,735 contracts with an increase of 16,320; Dongzheng Futures (on behalf of clients) had the highest long positions (in the table's ranking logic) of 27,608 contracts with an increase of 1,231; CITIC Futures (on behalf of clients) had the highest short positions of 22,797 contracts with an increase of 2,144 [16] Ten - Year Bond Futures - 2603 Contract: CITIC Futures (on behalf of clients) had the highest trading volume of 62,002 contracts with an increase of 22,265; CITIC Futures (on behalf of clients) had long positions of 24,772 contracts with a decrease of 7,533; Dongzheng Futures (on behalf of clients) had the highest short positions of 19,215 contracts with a decrease of 6,417 [17] - 2606 Contract: CITIC Futures (on behalf of clients) had a trading volume of 38,484 contracts with an increase of 11,527; CITIC Futures (on behalf of clients) had the highest long positions of 40,782 contracts with an increase of 6,077; CITIC Futures (on behalf of clients) also had relatively high short positions of 27,944 contracts with an increase of 3,071 [20] Thirty - Year Bond Futures - 2603 Contract: CITIC Futures (on behalf of clients) had the highest trading volume of 43,495 contracts with an increase of 19,652; Guotai Jun'an (on behalf of clients) had the highest long positions of 13,808 contracts with a decrease of 2,622; Guotai Jun'an (on behalf of clients) also had the highest short positions of 13,662 contracts with a decrease of 1,636 [22] - 2606 Contract: CITIC Futures (on behalf of clients) had a trading volume of 27,528 contracts with an increase of 13,548; CITIC Futures (on behalf of clients) had the highest long positions of 18,524 contracts; Dongzheng Futures (on behalf of clients) had the highest short positions of 16,346 contracts with an increase of 710 [24]
银河期货国债期货持仓日报-20260213
Yin He Qi Huo·2026-02-13 13:36