股指期货持仓日度跟踪 投资咨询业务资格： 电 话：020-88830760 E-Mail：zhaoliang@gf.com.cn 目录： 股指期货： IF、IH、IC、IM | 品种 | | 主力合 约 | 总持仓点评 | 前二十席位重要变动 | | --- | --- | --- | --- | --- | | 沪深 | 300 | IF2512 | 总持仓小幅下降 | 中信多空头各减仓近 2000 手 | | 上证 | 50 | IH2512 | 总持仓小幅下降 | 前二十席位减仓为主 | | 中证 | 500 | IC2512 | 总持仓明显下降 | 国君多空头各减仓近 3000 手 | | 中证 | 1000 | IM2512 | 总持仓大幅下降 | 国君多空头均减仓 3000 手左右 | 股指期货持仓日度变动简评 -5,723.0 -2,692.0 -10,513.0 -11,986.0 -3,942.0 -3,020.0 -8,576.0 -13,768.0 -16,000 -14,000 -12,000 -10,000 -8,000 -6,000 -4,000 -2,000 0 IF IH IC ...

股指期货持仓日度跟踪 投资咨询业务资格： 广发期货研究所 电 话：020-88830760 E-Mail：zhaoliang@gf.com.cn 目录： 股指期货： IF、IH、IC、IM | 品种 | | 主力合 约 | 总持仓点评 | 前二十席位重要变动 | | --- | --- | --- | --- | --- | | 沪深 | 300 | IF2512 | 总持仓明显上升 | 中信多空头各增仓超 2000 手 | | 上证 | 50 | IH2512 | 总持仓小幅上升 | 国君多空头各增仓近千手 | | 中证 | 500 | IC2512 | 总持仓明显上升 | 国君多空头各增仓近 2000 手 | | 中证 | 1000 | IM2512 | 总持仓大幅上升 | 国君中信均明显增仓 | 股指期货持仓日度变动简评 3,766.0 2,099.0 6,171.0 11,621.0 10,409.0 3,910.0 10,653.0 23,105.0 0 5,000 10,000 15,000 20,000 25,000 IF IH IC IM 主力合约持仓变动 总持仓变动 数据来源：Wind 广发 ...

股指期货持仓日度跟踪 投资咨询业务资格： 广发期货研究所 电 话：020-88830760 E-Mail：zhaoliang@gf.com.cn 目录： 股指期货： IF、IH、IC、IM | 品种 | | 主力合 约 | 总持仓点评 | 前二十席位重要变动 | | --- | --- | --- | --- | --- | | 沪深 | 300 | IF2512 | 总持仓小幅下降 | 中信多空头各减仓超 2000 手 | | 上证 | 50 | IH2512 | 总持仓小幅下降 | 海通空头减仓超千手 | | 中证 | 500 | IC2512 | 总持仓小幅下降 | 国君多空头各减仓 1000 手以上 | | 中证 | 1000 | IM2512 | 总持仓小幅下降 | 国君中信均减仓为主 | 股指期货持仓日度变动简评 -7,168.0 -5,275.0 -6,889.0 -7,566.0 -5,611.0 -5,305.0 -3,458.0 -5,286.0 -8,000 -7,000 -6,000 -5,000 -4,000 -3,000 -2,000 -1,000 0 IF IH IC IM 主力 ...

股指期货持仓日度跟踪 投资咨询业务资格： 2025 年 12 月 2 日星期二 证监许可【2011】1292 号 联系信息： 广发期货研究所 电 话：020-88830760 E-Mail：zhaoliang@gf.com.cn 目录： 股指期货： IF、IH、IC、IM | 品种 | | 主力合 约 | 总持仓点评 | 前二十席位重要变动 | | --- | --- | --- | --- | --- | | 沪深 | 300 | IF2509 | 总持仓小幅上升 | 国君多头增仓超 1000 手 | | 上证 | 50 | IH2509 | 总持仓小幅上升 | 中信多空头各增仓超千手 | | 中证 | 500 | IC2509 | 总持仓小幅下降 | 中信多空头各减仓 2000 手以上 | | 中证 | 1000 | IM2509 | 总持仓小幅下降 | 中信多空头各减仓超 3000 手 | -3,201.0 1,252.0 -4,945.0 -10,392.0 2,426.0 2,830.0 -3,110.0 -6,814.0 -12,000 -10,000 -8,000 -6,000 -4,000 - ...

股指期货持仓日度跟踪 投资咨询业务资格： 广发期货研究所 电 话：020-88830760 E-Mail：zhaoliang@gf.com.cn 目录： 股指期货： IF、IH、IC、IM | 品种 | | 主力合 约 | 总持仓点评 | 前二十席位重要变动 | | --- | --- | --- | --- | --- | | 沪深 | 300 | IF2509 | 总持仓小幅下降 | 前二十席位减仓为主 | | 上证 | 50 | IH2509 | 总持仓小幅下降 | 前二十席位增减仓不一 | | 中证 | 500 | IC2509 | 总持仓小幅下降 | 国君多空头各减仓 1000 手以上 | | 中证 | 1000 | IM2509 | 总持仓小幅下降 | 前二十席位变化不大 | 股指期货持仓日度变动简评 -6,878.0 -3,281.0 -6,350.0 -4,215.0 -5,574.0 -3,106.0 -5,890.0 -4,064.0 -8,000 -7,000 -6,000 -5,000 -4,000 -3,000 -2,000 -1,000 0 IF IH IC IM 主力合约持仓变动 ...

股指期货数据日报 2025年11月20日 IM每日行情 IM行情概要 IM成交持仓 | 单位：手 | | --- | | 单位：点、手、亿元 | | | 收盘价 | +/- | 成交量 | +/- | 成交额 | +/- | | 持仓量 | +/- | 持仓保证金 | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 中证1000 | 7340.41 | -0.63% | 22,754 | -5% | 3,567 | | -3% | | | | | | IM2511 | 7347.60 | -0.56% | 31,494 | -15% | 465 | | -15% | 23,903 | -10,769 | | 4 2 | | IM2512 | 7263.60 | -0.48% | 140,822 | -6% | 2,054 | | -6% | 205,865 | 4,785 | | 359 | | IM2603 | 7035.20 | -0.47% | 27,245 | -2% | 385 | | -2% ...

Report Industry Investment Rating - No information provided Core Viewpoint - This report is a daily tracking of stock index futures positions, presenting the total position changes and key position adjustments of the top 20 seats of IF, IH, IC, and IM on November 11, 2025 [1][4][10] Summary by Related Catalogs IF (CSI 300) - **Total Position and Main Contract Position Changes**: On November 11, the total position of the IF variety decreased by 5,129 contracts, with the main contract 2512's position decreasing by 4,735 contracts [4] - **Changes in Long Positions of the Top 20 Seats**: Guotai Junan Futures ranked first among the top 20 long seats, with a total position of 38,305 contracts. Dayue Futures had the most long - position increase, adding 812 contracts, while Guotai Junan Futures had the most long - position decrease, reducing 2,005 contracts [5] - **Changes in Short Positions of the Top 20 Seats**: CITIC Futures ranked first among the top 20 short seats, with a total position of 43,386 contracts. CITIC Construction Investment Futures had the most short - position increase, adding 579 contracts, while CITIC Futures had the most short - position decrease, reducing 1,659 contracts [7] IH (SSE 50) - **Total Position and Main Contract Position Changes**: On November 11, the total position of the IH variety decreased by 1,967 contracts, with the main contract 2512's position decreasing by 712 contracts [10] - **Changes in Long Positions of the Top 20 Seats**: Guotai Junan Futures ranked first among the top 20 long seats, with a total position of 12,137 contracts. Yong'an Futures had the most long - position increase, adding 186 contracts, while Guotai Junan Futures had the most long - position decrease, reducing 1,060 contracts [11] - **Changes in Short Positions of the Top 20 Seats**: CITIC Futures ranked first among the top 20 short seats, with a total position of 14,133 contracts. CITIC Construction Investment Futures had the most short - position increase, adding 83 contracts, while Guotai Junan Futures had the most short - position decrease, reducing 446 contracts [12] IC (CSI 500) - **Total Position and Main Contract Position Changes**: On November 11, the total position of the IC variety decreased by 8,077 contracts, with the main contract 2512's position decreasing by 5,885 contracts [16] - **Changes in Long Positions of the Top 20 Seats**: CITIC Futures ranked first among the top 20 long seats, with a total position of 33,102 contracts. CITIC Construction Investment Futures had the most long - position increase, adding 212 contracts, while CITIC Futures had the most long - position decrease, reducing 2,628 contracts [17] - **Changes in Short Positions of the Top 20 Seats**: CITIC Futures ranked first among the top 20 short seats, with a total position of 39,034 contracts. Bank of China Futures had the most short - position increase, adding 147 contracts, while CITIC Futures had the most short - position decrease, reducing 2,943 contracts [19] IM (CSI 1000) - **Total Position and Main Contract Position Changes**: On November 11, the total position of the IM variety decreased by 582 contracts, with the main contract 2509's position decreasing by 6 contracts [22] - **Changes in Long Positions of the Top 20 Seats**: Guotai Junan Futures ranked first among the top 20 long seats, with a total position of 50,008 contracts. CITIC Futures had the most long - position increase, adding 711 contracts, while Dongzheng Futures had the most long - position decrease, reducing 822 contracts [23] - **Changes in Short Positions of the Top 20 Seats**: CITIC Futures ranked first among the top 20 short seats, with a total position of 71,577 contracts. Haitong Futures had the most short - position increase, adding 772 contracts, while Guotai Junan Futures had the most short - position decrease, reducing 1,389 contracts [25]

Report Summary 1. Report Industry Investment Rating - No investment rating information is provided in the report. 2. Core View - The report provides a daily tracking of the positions of stock index futures on November 10, 2025, including the overall position changes and the position changes of the top 20 long and short positions of IF, IH, IC, and IM [1][4][10][15][21]. 3. Summary by Directory IF (CSI 300 Index Futures) - **Total Position and Main Contract Position Changes**: On November 10, the total position of the IF variety increased by 10,827 lots, and the position of the main contract 2512 increased by 6,246 lots [4]. - **Top 20 Long Position Changes**: Among the top 20 long positions of the IF variety on that day, Guotai Junan Futures ranked first with a total position of 40,310 lots. Guotai Junan Futures had the largest increase in long positions, adding 2,320 lots during the day, while CITIC Construction Investment Futures had the largest decrease, reducing 196 lots [5]. - **Top 20 Short Position Changes**: Among the top 20 short positions of the IF variety on that day, CITIC Futures ranked first with a total position of 45,045 lots. CITIC Futures had the largest increase in short positions, adding 2,409 lots during the day, while CITIC Construction Investment Futures had the largest decrease, reducing 498 lots [7]. IH (SSE 50 Index Futures) - **Total Position and Main Contract Position Changes**: On November 10, the total position of the IH variety increased by 5,768 lots, and the position of the main contract 2512 increased by 3,798 lots [10]. - **Top 20 Long Position Changes**: Among the top 20 long positions of the IH variety on that day, Guotai Junan Futures ranked first with a total position of 13,197 lots. Guotai Junan Futures had the largest increase in long positions, adding 1,792 lots during the day, while Guotou Futures had the largest decrease, reducing 154 lots [10]. - **Top 20 Short Position Changes**: Among the top 20 short positions of the IH variety on that day, CITIC Futures ranked first with a total position of 14,519 lots. Guotai Junan Futures had the largest increase in short positions among the top 20 seats, adding 1,986 lots during the day, while China Merchants Futures had the largest decrease, reducing 153 lots [11]. IC (CSI 500 Index Futures) - **Total Position and Main Contract Position Changes**: On November 10, the total position of the IC variety increased by 8,841 lots, and the position of the main contract 2512 increased by 5,781 lots [15]. - **Top 20 Long Position Changes**: Among the top 20 long positions of the IC variety on that day, CITIC Futures ranked first with a total position of 35,730 lots. Guotai Junan Futures had the largest increase in long positions, adding 1,316 lots during the day, while Shenyin Wanguo Futures had the largest decrease, reducing 128 lots [16]. - **Top 20 Short Position Changes**: Among the top 20 short positions of the IC variety on that day, CITIC Futures ranked first with a total position of 41,977 lots. Guotai Junan Futures had the largest increase in short positions, adding 2,132 lots during the day, while GF Futures had the largest decrease, reducing 198 lots [18]. IM (CSI 1000 Index Futures) - **Total Position and Main Contract Position Changes**: On November 10, the total position of the IM variety decreased by 1,747 lots, and the position of the main contract 2509 decreased by 1,349 lots [21]. - **Top 20 Long Position Changes**: Among the top 20 long positions of the IM variety on that day, Guotai Junan Futures ranked first with a total position of 50,214 lots. Guotai Junan Futures had the largest increase in long positions, adding 1,608 lots during the day, while CITIC Futures had the largest decrease, reducing 1,081 lots [21]. - **Top 20 Short Position Changes**: Among the top 20 short positions of the IM variety on that day, CITIC Futures ranked first with a total position of 71,136 lots. Guotai Junan Futures had the largest increase in short positions among the top 20 seats, adding 1,328 lots during the day, while CITIC Futures had the largest decrease, reducing 1,759 lots [22].

Report Summary 1. Report Industry Investment Rating - Not mentioned in the provided content 2. Core View of the Report - On November 10, 2025, the report presents the daily tracking and analysis of the positions of four major stock index futures (IF, IH, IC, IM). IF, IH, and IC show a significant decline in total positions, while IM shows a significant increase [1][4][10][16][22]. 3. Summary by Related Catalogs IF (CSI 300 Index Futures) - **Total Position and Main Contract Position Changes**: On November 7, the total position of the IF variety decreased by 7,165 lots, and the position of the main contract 2512 decreased by 4,817 lots [4]. - **Top Twenty Long - Position Seats**: Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 37,990 lots. Guotou Futures had the most long - position increase with 365 lots, and Haitong Futures had the most long - position decrease with 1,855 lots [5]. - **Top Twenty Short - Position Seats**: Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 42,636 lots. CITIC Construction Investment Futures had the most short - position increase with 550 lots, and Haitong Futures had the most short - position decrease with 1,809 lots [7]. IH (SSE 50 Index Futures) - **Total Position and Main Contract Position Changes**: On November 7, the total position of the IH variety decreased by 5,291 lots, and the position of the main contract 2512 decreased by 3,893 lots [10]. - **Top Twenty Long - Position Seats**: Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 11,405 lots. Guotou Futures had the most long - position increase with 261 lots, and Guotai Junan Futures had the most long - position decrease with 1,861 lots [11]. - **Top Twenty Short - Position Seats**: Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 13,323 lots. Guotou Futures had the most short - position increase with 237 lots, and Guotai Junan Futures had the most short - position decrease with 2,158 lots [12]. IC (CSI 500 Index Futures) - **Total Position and Main Contract Position Changes**: On November 7, the total position of the IC variety decreased by 9,003 lots, and the position of the main contract 2512 decreased by 6,993 lots [16]. - **Top Twenty Long - Position Seats**: Among the top twenty long - position seats, CITIC Futures ranked first with a total position of 34,424 lots. Dongzheng Futures had the most long - position increase with 278 lots, and CITIC Futures had the most long - position decrease with 1,857 lots [17]. - **Top Twenty Short - Position Seats**: Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 40,170 lots. CITIC Construction Investment Futures had the most short - position increase with 33 lots, and Guotai Junan Futures had the most short - position decrease with 1,717 lots [19]. IM (CSI 1000 Index Futures) - **Total Position and Main Contract Position Changes**: On November 7, the total position of the IM variety increased by 6,568 lots, and the position of the main contract 2509 increased by 3,536 lots [22]. - **Top Twenty Long - Position Seats**: Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 48,606 lots. CITIC Construction Investment Futures had the most long - position increase with 1,863 lots, and Huawen Futures had the most long - position decrease with 488 lots [23]. - **Top Twenty Short - Position Seats**: Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 72,895 lots. CITIC Futures had the most short - position increase with 3,080 lots, and Guotou Futures had the most short - position decrease with 439 lots [25].

1. Report Industry Investment Rating - No relevant information provided 2. Core View of the Report - On November 7, 2025, the report presents a daily tracking of stock index futures positions, including the overall position changes and the position changes of the top 20 seats of IF, IH, IC, and IM [1][4][10][16][23] 3. Summary by Related Catalogs IF - **Overall Position and Main Contract Position Changes**: On November 6, the total position of the IF variety decreased by 5,389 lots, and the position of the main contract 2512 decreased by 1,516 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 39,706 lots. Haitong Futures had the most long - position increase, adding 583 lots intraday; CITIC Futures had the most long - position decrease, reducing 1,063 lots intraday [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 43,488 lots. Zhongtai Futures had the most short - position increase, adding 502 lots intraday; Dongzheng Futures had the most short - position decrease, reducing 1,084 lots intraday [7] IH - **Overall Position and Main Contract Position Changes**: On November 6, the total position of the IH variety decreased by 744 lots, and the position of the main contract 2512 decreased by 181 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 13,266 lots. Guotai Junan Futures had the most long - position increase, adding 1,222 lots intraday; CITIC Futures had the most long - position decrease, reducing 679 lots intraday [10] - **Top 20 Short Seats Position Changes**: Among the top 20 short seats of the IH variety on that day, CITIC Futures ranked first with a total position of 14,091 lots. Guotai Junan Futures had the most short - position increase, adding 1,276 lots intraday; CITIC Futures had the most short - position decrease, reducing 788 lots intraday [11] IC - **Overall Position and Main Contract Position Changes**: On November 6, the total position of the IC variety decreased by 6,940 lots, and the position of the main contract 2512 decreased by 2,634 lots [17] - **Top 20 Long Seats Position Changes**: Among the top 20 long seats of the IC variety on that day, CITIC Futures ranked first with a total position of 36,281 lots. Huatai Futures had the most long - position increase, adding 121 lots intraday; CITIC Futures had the most long - position decrease, reducing 1,650 lots intraday [18] - **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 41,279 lots. Guotou Futures had the most short - position increase, adding 424 lots intraday; CITIC Futures had the most short - position decrease, reducing 1,304 lots intraday [20] IM - **Overall Position and Main Contract Position Changes**: On November 6, the total position of the IM variety decreased by 16,297 lots, and the position of the main contract 2509 decreased by 12,668 lots [23] - **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 48,278 lots. GF Futures had the most long - position increase, adding 76 lots intraday; CITIC Futures had the most long - position decrease, reducing 4,735 lots intraday [23] - **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 69,815 lots. J.P. Morgan had the most short - position increase, adding 302 lots intraday; CITIC Futures had the most short - position decrease, reducing 4,298 lots intraday [25]