股指期货持仓
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股指期货持仓日度跟踪-20250911
Guang Fa Qi Huo· 2025-09-11 01:38
Report Industry Investment Rating - No information provided in the given content Core Viewpoints - The report provides a daily tracking and evaluation of the positions of four major stock index futures (IF, IH, IC, IM) on September 10, 2025, including changes in total positions, positions of the front - twenty seats, and changes in long and short positions of the front - twenty seats [1][4][10][16][21] Summary by Directory IF (CSI 300 Index Futures) - **Total Position and Main Contract Position Changes**: On September 10, the total position of the IF variety increased by 7,307 lots, and the position of the main contract 2509 increased by 944 lots [4] - **Top Twenty Long - Position Seats**: Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 46,270 lots. Haitong Futures had the most long - position increase (3,110 lots), and CICC Futures had the most long - position decrease (547 lots) [5] - **Top Twenty Short - Position Seats**: Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 49,678 lots. CITIC Futures had the most short - position increase (2,906 lots), and GF Futures had the most short - position decrease (766 lots) [7] IH (SSE 50 Index Futures) - **Total Position and Main Contract Position Changes**: On September 10, the total position of the IH variety decreased by 93 lots, and the position of the main contract 2509 decreased by 159 lots [10] - **Top Twenty Long - Position Seats**: Among the top twenty long - position seats, CITIC Futures ranked first with a total position of 9,756 lots. Haitong Futures had the most long - position increase (764 lots), and Guotai Junan Futures had the most long - position decrease (530 lots) [11] - **Top Twenty Short - Position Seats**: Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 13,259 lots. Haitong Futures had the most short - position increase (1,248 lots), and GF Futures had the most short - position decrease (682 lots) [12] IC (CSI 500 Index Futures) - **Total Position and Main Contract Position Changes**: On September 10, the total position of the IC variety increased by 1,732 lots, and the position of the main contract 2509 increased by 1,013 lots [16] - **Top Twenty Long - Position Seats**: Among the top twenty long - position seats, CITIC Futures ranked first with a total position of 38,909 lots. Haitong Futures had the most long - position increase (720 lots), and Dongzheng Futures had the most long - position decrease (363 lots) [16] - **Top Twenty Short - Position Seats**: Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 40,561 lots. Guotai Junan Futures had the most short - position increase (982 lots), and Huatai Futures had the most short - position decrease (710 lots) [18] IM (CSI 1000 Index Futures) - **Total Position and Main Contract Position Changes**: On September 10, the total position of the IM variety increased by 3,043 lots, and the position of the main contract 2509 decreased by 826 lots [21] - **Top Twenty Long - Position Seats**: Among the top twenty long - position seats, CITIC Futures ranked first with a total position of 50,796 lots. Dongzheng Futures had the most long - position increase (874 lots), and Haitong Futures had the most long - position decrease (1,687 lots) [21] - **Top Twenty Short - Position Seats**: Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 77,351 lots. Galaxy Futures had the most short - position increase (701 lots), and Huatai Futures had the most short - position decrease (1,329 lots) [23]
股指期货持仓日度跟踪-20250904
Guang Fa Qi Huo· 2025-09-04 02:57
Report Summary 1. Report Industry Investment Rating No information provided regarding the report industry investment rating. 2. Core View of the Report The report provides a daily tracking of the positions of stock index futures, including the total position changes and the important changes of the top 20 seats of IF, IH, IC, and IM on September 3, 2025 [1][5][11]. 3. Summary by Related Catalogs IF (CSI 300) - Total position of the IF variety decreased by 11,866 lots on September 3, with the position of the main contract 2509 decreasing by 9,043 lots [5]. - Among the top 20 long - position seats of the IF variety, Guotai Junan Futures ranked first with a total position of 47,400 lots. Haitong Futures had the most long - position increase (1,388 lots), and CITIC Futures had the most long - position decrease (3,950 lots) [6]. - Among the top 20 short - position seats of the IF variety, CITIC Futures ranked first with a total position of 49,527 lots. Guoxin Futures had the most short - position increase (832 lots), and CITIC Futures had the most short - position decrease (4,449 lots) [8]. IH (SSE 50) - Total position of the IH variety decreased by 7,211 lots on September 3, with the position of the main contract 2509 decreasing by 6,581 lots [11]. - Among the top 20 long - position seats of the IH variety, CITIC Futures ranked first with a total position of 10,882 lots. Bank of China Futures had the most long - position increase (694 lots), and CITIC Futures had the most long - position decrease (988 lots) [12]. - Among the top 20 short - position seats of the IH variety, CITIC Futures ranked first with a total position of 15,253 lots. Galaxy Futures had the most short - position increase (294 lots), and CITIC Futures had the most short - position decrease (1,047 lots) [13]. IC (CSI 500) - Total position of the IC variety decreased by 9,914 lots on September 3, with the position of the main contract 2509 decreasing by 8,216 lots [17]. - Among the top 20 long - position seats of the IC variety, CITIC Futures ranked first with a total position of 40,472 lots. China Merchants Futures had the most long - position increase (292 lots), and CITIC Futures had the most long - position decrease (2,425 lots) [18]. - Among the top 20 short - position seats of the IC variety, CITIC Futures ranked first with a total position of 40,164 lots. Everbright Futures had the most short - position increase (264 lots), and Guotai Junan Futures had the most short - position decrease (2,554 lots) [19]. IM (CSI 1000) - Total position of the IM variety decreased by 2,021 lots on September 3, with the position of the main contract 2509 decreasing by 2,519 lots [23]. - Among the top 20 long - position seats of the IM variety, Guotai Junan Futures ranked first with a total position of 54,196 lots. Haitong Futures had the most long - position increase (2,565 lots), and Guotai Junan Futures had the most long - position decrease (895 lots) [24]. - Among the top 20 short - position seats of the IM variety, CITIC Futures ranked first with a total position of 77,456 lots. Haitong Futures had the most short - position increase (3,094 lots), and CITIC Futures had the most short - position decrease (3,176 lots) [25].
股指期货持仓日度跟踪-20250902
Guang Fa Qi Huo· 2025-09-02 02:53
1. Report Industry Investment Rating - Not provided in the given content 2. Core View of the Report - On September 1, 2025, the total positions of IF, IH, IC, and IM in the stock index futures market declined significantly, with notable position - changes among the top twenty seats, especially the large - scale position reduction of CITIC Futures in multiple varieties [6][12][18][24] 3. Summary by Related Catalogs IF - **Total Position and Main Contract Position Changes**: On September 1, the total position of the IF variety decreased by 16,713 lots, and the position of the main contract 2509 decreased by 13,399 lots [6] - **Top Twenty Long - Position Seats**: Guotai Junan Futures ranked first among the top twenty long - position seats, with a total position of 42,488 lots. GF Futures had the largest increase in long positions, adding 979 lots, while CITIC Futures had the largest decrease, reducing 7,156 lots [7] - **Top Twenty Short - Position Seats**: CITIC Futures ranked first among the top twenty short - position seats, with a total position of 46,215 lots. Zhongtai Futures had the largest increase in short positions, adding 568 lots, while CITIC Futures had the largest decrease, reducing 4,821 lots [9] IH - **Total Position and Main Contract Position Changes**: On September 1, the total position of the IH variety decreased by 11,062 lots, and the position of the main contract 2509 decreased by 8,123 lots [12] - **Top Twenty Long - Position Seats**: CITIC Futures ranked first among the top twenty long - position seats, with a total position of 9,399 lots. GF Futures had the largest increase in long positions, adding 27 lots, while CITIC Futures had the largest decrease, reducing 3,263 lots [13] - **Top Twenty Short - Position Seats**: CITIC Futures ranked first among the top twenty short - position seats, with a total position of 13,493 lots. Huatai Futures had the largest increase in short positions, adding 14 lots, while CITIC Futures had the largest decrease, reducing 3,299 lots [14] IC - **Total Position and Main Contract Position Changes**: On September 1, the total position of the IC variety decreased by 12,442 lots, and the position of the main contract 2509 decreased by 11,368 lots [18] - **Top Twenty Long - Position Seats**: CITIC Futures ranked first among the top twenty long - position seats, with a total position of 34,775 lots. Shenyin Wanguo Futures had the largest increase in long positions, adding 584 lots, while Guotai Junan Futures had the largest decrease, reducing 3,052 lots [19] - **Top Twenty Short - Position Seats**: CITIC Futures ranked first among the top twenty short - position seats, with a total position of 36,058 lots. Galaxy Futures had the largest increase in short positions, adding 205 lots, while CITIC Futures had the largest decrease, reducing 3,185 lots [20] IM - **Total Position and Main Contract Position Changes**: On September 1, the total position of the IM variety decreased by 12,786 lots, and the position of the main contract 2509 decreased by 8,518 lots [24] - **Top Twenty Long - Position Seats**: Guotai Junan Futures ranked first among the top twenty long - position seats, with a total position of 48,980 lots. Haitong Futures had the largest increase in long positions, adding 1,165 lots, while Guotai Junan Futures had the largest decrease, reducing 2,868 lots [24] - **Top Twenty Short - Position Seats**: CITIC Futures ranked first among the top twenty short - position seats, with a total position of 74,164 lots. Haitong Futures had the largest increase in short positions, adding 1,186 lots, while CITIC Futures had the largest decrease, reducing 3,601 lots [25]
股指期货持仓日度跟踪-20250828
Guang Fa Qi Huo· 2025-08-28 01:40
Report Summary 1. Report Industry Investment Rating - No information provided on the industry investment rating. 2. Core View of the Report - On August 28, 2025, the report presents a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM. The total positions of these futures showed different degrees of increase, and the top 20 seats had significant position - changing operations, especially the large - scale position - adding operations of CITIC Futures [1]. 3. Summary by Related Catalogs IF (CSI 300) - **Total and Main Contract Position Changes**: On August 27, the total positions of the IF variety increased by 13,045 lots, and the positions of the main contract 2509 increased by 4,042 lots [4]. - **Top 20 Long - Position Seats**: Guotai Junan Futures ranked first with a total long - position of 45,288 lots. CITIC Futures had the largest increase in long - positions, adding 3,364 lots, while Donghai Futures had the largest decrease, reducing 173 lots [5]. - **Top 20 Short - Position Seats**: CITIC Futures ranked first with a total short - position of 46,236 lots. CITIC Futures had the largest increase in short - positions, adding 3,262 lots, while Zhongtai Futures had the largest decrease, reducing 218 lots [7]. IH (SSE 50) - **Total and Main Contract Position Changes**: On August 27, the total positions of the IH variety increased by 3,677 lots, and the positions of the main contract 2509 decreased by 955 lots [10]. - **Top 20 Long - Position Seats**: CITIC Futures ranked first with a total long - position of 12,542 lots. CITIC Futures had the largest increase in long - positions, adding 2,709 lots, while Guotai Junan Futures had the largest decrease, reducing 1,433 lots [10]. - **Top 20 Short - Position Seats**: CITIC Futures ranked first with a total short - position of 17,959 lots. CITIC Futures had the largest increase in short - positions, adding 1,913 lots, while Guotai Junan Futures had the largest decrease, reducing 928 lots [11]. IC (CSI 500) - **Total and Main Contract Position Changes**: On August 27, the total positions of the IC variety increased by 24,398 lots, and the positions of the main contract 2509 increased by 12,748 lots [15]. - **Top 20 Long - Position Seats**: CITIC Futures ranked first with a total long - position of 41,595 lots. CITIC Futures had the largest increase in long - positions, adding 6,600 lots, while Huatai Futures had the largest decrease, reducing 1,366 lots [16]. - **Top 20 Short - Position Seats**: CITIC Futures ranked first with a total short - position of 43,757 lots. CITIC Futures had the largest increase in short - positions, adding 5,061 lots, while Shan Jin Futures had the largest decrease, reducing 67 lots [17]. IM (CSI 1000) - **Total and Main Contract Position Changes**: On August 27, the total positions of the IM variety increased by 17,455 lots, and the positions of the main contract 2509 increased by 6,736 lots [21]. - **Top 20 Long - Position Seats**: Guotai Junan Futures ranked first with a total long - position of 51,380 lots. CITIC Futures had the largest increase in long - positions, adding 4,326 lots, while Nanhua Futures had the largest decrease, reducing 694 lots [21]. - **Top 20 Short - Position Seats**: CITIC Futures ranked first with a total short - position of 80,763 lots. CITIC Futures had the largest increase in short - positions, adding 4,399 lots, while Guotou Futures had the largest decrease, reducing 801 lots [23].
股指期货持仓日度跟踪-20250826
Guang Fa Qi Huo· 2025-08-26 04:01
Report Summary 1. Report Industry Investment Rating No information provided. 2. Core View of the Report 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 on August 25, 2025 [1][5][11]. 3. Summary by Relevant Catalogs IF (CSI 300) - **Total Position and Main Contract Position Change**: On August 25, the total position of the IF variety increased by 12,487 lots, and the position of the main contract 2509 increased by 4,048 lots [5]. - **Top 20 Long Seats Position Change**: Among the top 20 long seats of the IF variety on that day, CITIC Futures had the largest increase in long positions, with an intraday increase of 2,140 lots; Haitong Futures had the largest decrease in long positions, with an intraday decrease of 779 lots [6]. - **Top 20 Short Seats Position Change**: Among the top 20 short seats of the IF variety on that day, CITIC Futures had the largest increase in short positions, with an intraday increase of 3,281 lots; UBS Futures had the largest decrease in short positions, with an intraday decrease of 198 lots [8]. IH (SSE 50) - **Total Position and Main Contract Position Change**: On August 25, the total position of the IH variety increased by 6,671 lots, and the position of the main contract 2509 increased by 2,017 lots [11]. - **Top 20 Long Seats Position Change**: Among the top 20 long seats of the IH variety on that day, CITIC Futures had the largest increase in long positions, with an intraday increase of 1,107 lots; Guosen Futures had the largest decrease in long positions, with an intraday decrease of 198 lots [12]. - **Top 20 Short Seats Position Change**: Among the top 20 short seats of the IH variety on that day, Guotai Junan Futures had the largest increase in short positions, with an intraday increase of 1,401 lots; Galaxy Futures had the largest decrease in short positions, with an intraday decrease of 119 lots [13]. IC (CSI 500) - **Total Position and Main Contract Position Change**: On August 25, the total position of the IC variety increased by 10,952 lots, and the position of the main contract 2509 increased by 3,746 lots [17]. - **Top 20 Long Seats Position Change**: Among the top 20 long seats of the IC variety on that day, CITIC Futures had the largest increase in long positions, with an intraday increase of 3,334 lots; China Merchants Futures had the largest decrease in long positions, with an intraday decrease of 140 lots [18]. - **Top 20 Short Seats Position Change**: Among the top 20 short seats of the IC variety on that day, CITIC Futures had the largest increase in short positions, with an intraday increase of 2,701 lots; Everbright Futures had the largest decrease in short positions, with an intraday decrease of 228 lots [19]. IM (CSI 1000) - **Total Position and Main Contract Position Change**: On August 25, the total position of the IM variety increased by 8,727 lots, and the position of the main contract 2509 decreased by 200 lots [23]. - **Top 20 Long Seats Position Change**: Among the top 20 long seats of the IM variety on that day, Guotai Junan Futures had the largest increase in long positions, with an intraday increase of 3,133 lots; CITIC Futures had the largest decrease in long positions, with an intraday decrease of 1,038 lots [23]. - **Top 20 Short Seats Position Change**: Among the top 20 short seats of the IM variety on that day, Guotai Junan Futures had the largest increase in short positions, with an intraday increase of 2,161 lots; CITIC Futures had the largest decrease in short positions, with an intraday decrease of 551 lots [24].
股指期货持仓日度跟踪-20250820
Guang Fa Qi Huo· 2025-08-20 02:22
Report Summary 1. Report Industry Investment Rating - Not provided in the given content 2. Core Viewpoints - On August 20, 2025, the report shows that for different股指期货 contracts, their total positions generally decreased on August 19, with significant declines in IF and IM, and slight declines in IH and IC. Some major institutions also made large - scale position reductions [1][4][10][15][21] 3. Summary by Related Catalogs IF (CSI 300) - **Total Position and Main Contract Position Changes**: On August 19, the total position of the IF variety decreased by 15,341 hands, and the position of the main contract 2509 decreased by 13,944 hands [4] - **Top Twenty Long - Position Seats**: Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 42,569 hands. Dayue Futures had the most long - position increase (477 hands), and Guotai Junan Futures had the most long - position decrease (3,518 hands) [5] - **Top Twenty Short - Position Seats**: Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 44,064 hands. CITIC Construction Investment Futures had the most short - position increase (375 hands), and Guotai Junan Futures had the most short - position decrease (3,254 hands) [7] IH (SSE 50) - **Total Position and Main Contract Position Changes**: On August 19, the total position of the IH variety decreased by 3,500 hands, and the position of the main contract 2509 decreased by 5,621 hands [10] - **Top Twenty Long - Position Seats**: Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 10,922 hands. Everbright Futures had the most long - position increase (372 hands), and Guotai Junan Futures had the most long - position decrease (1,962 hands) [10] - **Top Twenty Short - Position Seats**: Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 18,240 hands. GF Futures had the most short - position increase (584 hands), and Guotai Junan Futures had the most short - position decrease (1,390 hands) [11] IC (CSI 500) - **Total Position and Main Contract Position Changes**: On August 19, the total position of the IC variety decreased by 5,253 hands, and the position of the main contract 2509 decreased by 5,726 hands [15] - **Top Twenty Long - Position Seats**: Among the top twenty long - position seats, CITIC Futures ranked first with a total position of 36,026 hands. Shenyin Wanguo Futures had the most long - position increase (400 hands), and Guotai Junan Futures had the most long - position decrease (1,785 hands) [16] - **Top Twenty Short - Position Seats**: Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 39,651 hands. J.P. Morgan had the most short - position increase (546 hands), and Guotai Junan Futures had the most short - position decrease (1,415 hands) [17] IM (CSI 1000) - **Total Position and Main Contract Position Changes**: On August 19, the total position of the IM variety decreased by 15,574 hands, and the position of the main contract 2509 decreased by 11,245 hands [21] - **Top Twenty Long - Position Seats**: Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 47,886 hands. Baocheng Futures had the most long - position increase (354 hands), and CITIC Futures had the most long - position decrease (7,991 hands) [21] - **Top Twenty Short - Position Seats**: Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 74,078 hands. Zhongtai Futures had the most short - position increase (562 hands), and CITIC Futures had the most short - position decrease (7,420 hands) [23]
股指期货持仓日度跟踪-20250815
Guang Fa Qi Huo· 2025-08-15 05:59
Report Summary 1. Report Industry Investment Rating - No information provided about the industry investment rating in the given content. 2. Core View of the Report - The report provides a daily tracking of the positions of stock index futures, including the overall position changes and the important position changes of the top 20 seats for IF, IH, IC, and IM on August 14, 2025 [1]. 3. Summary by Related Catalogs IF (CSI 300) - **Total Position and Main Contract Position Changes**: On August 14, the total position of the IF variety increased by 5,578 lots, and the position of the main contract 2509 increased by 3,248 lots [3]. - **Top 20 Long - Position Seats**: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 46,538 lots. Dongzheng Futures had the most long - position increase with 1,965 lots, while Guotou Futures had the most long - position decrease with 708 lots [4]. - **Top 20 Short - Position Seats**: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 48,806 lots. Guotai Junan Futures had the most short - position increase with 1,363 lots, while GF Futures had the most short - position decrease with 371 lots [6]. IH (SSE 50) - **Total Position and Main Contract Position Changes**: On August 14, the total position of the IH variety increased by 3,248 lots, and the position of the main contract 2509 increased by 7,053 lots [9]. - **Top 20 Long - Position Seats**: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 13,908 lots. CITIC Futures had the most long - position increase with 975 lots, while Hongyuan Futures had the most long - position decrease with 157 lots [10]. - **Top 20 Short - Position Seats**: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 18,455 lots. Guotai Junan had the most short - position increase with 622 lots, while CITIC Futures had the most short - position decrease with 772 lots [11]. IC (CSI 500) - **Total Position and Main Contract Position Changes**: On August 14, the total position of the IC variety decreased by 9,652 lots, and the position of the main contract 2509 increased by 1,022 lots [15]. - **Top 20 Long - Position Seats**: Among the top 20 long - position seats, CITIC Futures ranked first with a total position of 35,003 lots. Huatai Futures had the most long - position increase with 419 lots, while CITIC Futures had the most long - position decrease with 2,475 lots [16]. - **Top 20 Short - Position Seats**: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 37,682 lots. Ping An Futures had the most short - position increase with 76 lots, while CITIC Futures had the most short - position decrease with 2,779 lots [17]. IM (CSI 1000) - **Total Position and Main Contract Position Changes**: On August 14, the total position of the IM variety decreased by 6,229 lots, and the position of the main contract 2509 decreased by 1,004 lots [22]. - **Top 20 Long - Position Seats**: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 46,670 lots. Yide Futures had the most long - position increase with 1,671 lots, while Guotai Junan Futures had the most long - position decrease with 2,992 lots [22]. - **Top 20 Short - Position Seats**: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 75,769 lots. JPMorgan Chase had the most short - position increase with 587 lots, while Guotai Junan Futures had the most short - position decrease with 2,586 lots [24].
股指期货持仓日度跟踪-20250812
Guang Fa Qi Huo· 2025-08-12 01:16
Report Summary Industry Investment Rating - No information about the industry investment rating is provided in the report. Core Viewpoints - The report provides a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM, and analyzes the changes in total positions, main contract positions, and the positions of the top 20 long and short seats for each variety on August 11, 2025 [1][4][10]. Summary by Directory IF (CSI 300) - Total position significantly increased, with an increase of 14,212 hands on August 11, and the main contract IF2509 position increased by 9,530 hands [1][4]. - Among the top 20 long seats, Guotai Junan Futures ranked first with a total position of 45,084 hands, and increased positions by 3,836 hands; CITIC Construction Investment Futures decreased positions by 845 hands [5]. - Among the top 20 short seats, CITIC Futures ranked first with a total position of 49,371 hands, and increased positions by 2,863 hands; CITIC Construction Investment Futures decreased positions by 645 hands [7]. IH (SSE 50) - Total position slightly increased, with an increase of 6,800 hands on August 11, and the main contract IH2509 position increased by 4,943 hands [1][10]. - Among the top 20 long seats, Guotai Junan Futures ranked first with a total position of 13,077 hands, and increased positions by 1,998 hands; GF Futures decreased positions by 131 hands [10]. - Among the top 20 short seats, CITIC Futures ranked first with a total position of 18,502 hands, and Guotai Junan Futures increased positions by 2,073 hands; China Merchants Futures decreased positions by 108 hands [11]. IC (CSI 500) - Total position significantly increased, with an increase of 9,202 hands on August 11, and the main contract IC2509 position increased by 6,798 hands [1][15]. - Among the top 20 long seats, CITIC Futures ranked first with a total position of 37,587 hands, and CITIC Construction Investment Futures increased positions by 3,835 hands; JPMorgan Chase decreased positions by 278 hands [16]. - Among the top 20 short seats, CITIC Futures ranked first with a total position of 40,061 hands, and increased positions by 3,275 hands; JPMorgan Chase decreased positions by 269 hands [17]. IM (CSI 1000) - Total position significantly increased, with an increase of 25,544 hands on August 11, and the main contract IM2509 position increased by 16,125 hands [1][21]. - Among the top 20 long seats, Guotai Junan Futures ranked first with a total position of 48,261 hands, and increased positions by 6,720 hands; SDIC Futures decreased positions by 734 hands [21]. - Among the top 20 short seats, CITIC Futures ranked first with a total position of 70,758 hands, and Guotai Junan Futures increased positions by 6,852 hands; CITIC Construction Investment Futures decreased positions by 196 hands [23].
股指期货持仓日度跟踪-20250811
Guang Fa Qi Huo· 2025-08-11 07:47
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, including IF, IH, IC, and IM. It shows that on August 8, 2025, the total positions of these futures varieties generally decreased, with significant decreases in IF, IC, and IM, and a slight decrease in IH. The top twenty seats mainly reduced their positions [1][5][11]. 3. Summary by Related Catalogs IF (CSI 300) - **Total Position and Main Contract Position Changes**: On August 8, the total position of the IF variety decreased by 9,906 lots, and the position of the main contract 2509 decreased by 6,974 lots [5]. - **Top Twenty Long Seats Position Changes**: Among the top twenty long seats of the IF variety on that day, CITIC Construction Investment Futures had the largest increase in long positions, with an intraday increase of 360 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 2,105 lots. Guotai Junan Futures ranked first in total long positions, with 41,248 lots [6]. - **Top Twenty Short Seats Position Changes**: Among the top twenty short seats of the IF variety on that day, CITIC Construction Investment Futures had the largest increase in short positions, with an intraday increase of 481 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 2,473 lots. CITIC Futures ranked first in total short positions, with 46,508 lots [8]. IH (SSE 50) - **Total Position and Main Contract Position Changes**: On August 8, the total position of the IH variety decreased by 3,451 lots, and the position of the main contract 2509 decreased by 2,263 lots [11]. - **Top Twenty Long Seats Position Changes**: Among the top twenty long seats of the IH variety on that day, Dongwu Futures had the largest increase in long positions, with an intraday increase of 241 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 1,055 lots. Guotai Junan Futures ranked first in total long positions, with 11,079 lots [12]. - **Top Twenty Short Seats Position Changes**: Among the top twenty short seats of the IH variety on that day, China Merchants Futures had the largest increase in short positions, with an intraday increase of 56 lots, while Haitong Futures had the largest decrease, with an intraday decrease of 1,035 lots. CITIC Futures ranked first in total short positions, with 18,019 lots [13]. IC (CSI 500) - **Total Position and Main Contract Position Changes**: On August 8, the total position of the IC variety decreased by 8,103 lots, and the position of the main contract 2509 decreased by 4,096 lots [17]. - **Top Twenty Long Seats Position Changes**: Among the top twenty long seats of the IC variety on that day, CITIC Construction Investment Futures had the largest increase in long positions, with an intraday increase of 300 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 2,262 lots. CITIC Futures ranked first in total long positions, with 33,752 lots [18]. - **Top Twenty Short Seats Position Changes**: Among the top twenty short seats of the IC variety on that day, CITIC Construction Investment Futures had the largest increase in short positions, with an intraday increase of 99 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 2,455 lots. CITIC Futures ranked first in total short positions, with 36,786 lots [19]. IM (CSI 1000) - **Total Position and Main Contract Position Changes**: On August 8, the total position of the IM variety decreased by 11,229 lots, and the position of the main contract 2509 decreased by 6,608 lots [23]. - **Top Twenty Long Seats Position Changes**: Among the top twenty long seats of the IM variety on that day, Zheshang Futures had the largest increase in long positions, with an intraday increase of 394 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 3,609 lots. Guotai Junan Futures ranked first in total long positions, with 41,541 lots [24]. - **Top Twenty Short Seats Position Changes**: Among the top twenty short seats of the IM variety on that day, J.P. Morgan had the largest increase in short positions, with an intraday increase of 53 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 4,023 lots. CITIC Futures ranked first in total short positions, with 66,784 lots [26].
股指期货持仓日度跟踪-20250731
Guang Fa Qi Huo· 2025-07-31 01:27
Report Summary 1. Report Industry Investment Rating - No information provided in the given content. 2. Core View of the Report - On July 30, 2025, the total positions of IF, IH, IC, and IM in the stock index futures market all showed an upward trend, with significant increases in IF and IM, and obvious increases in IH and IC. The top 20 positions mainly increased, especially in the positions of CITIC Futures [1][5][11][17][23]. 3. Summary by Related Catalogs IF (CSI 300) - **Total Position and Main Contract Position Changes**: On July 30, the total position of the IF variety increased by 15,183 lots, and the position of the main contract 2509 increased by 9,027 lots [5]. - **Top 20 Long Position Changes**: Guotai Junan Futures ranked first among the top 20 long positions of the IF variety, with a total position of 46,822 lots. CITIC Futures had the largest increase in long positions, adding 4,653 lots during the day, while Shenyin Wanguo Futures had the largest decrease, reducing 205 lots [6]. - **Top 20 Short Position Changes**: CITIC Futures ranked first among the top 20 short positions of the IF variety, with a total position of 51,706 lots. Guotai Junan Futures had the largest increase in short positions, adding 2,669 lots during the day, while GF Futures had the largest decrease, reducing 337 lots [8]. IH (SSE 50) - **Total Position and Main Contract Position Changes**: On July 30, the total position of the IH variety increased by 8,559 lots, and the position of the main contract 2509 increased by 4,265 lots [11]. - **Top 20 Long Position Changes**: CITIC Futures ranked first among the top 20 long positions of the IH variety, with a total position of 43,473 lots. CITIC Futures had the largest increase in long positions, adding 2,954 lots during the day, while Everbright Futures had the largest decrease, reducing 302 lots [12]. - **Top 20 Short Position Changes**: CITIC Futures ranked first among the top 20 short positions of the IH variety, with a total position of 21,772 lots. CITIC Futures had the largest increase in short positions, adding 2,211 lots during the day, while GF Futures had the largest decrease, reducing 594 lots [13]. IC (CSI 500) - **Total Position and Main Contract Position Changes**: On July 30, the total position of the IC variety increased by 5,142 lots, and the position of the main contract 2509 increased by 3,193 lots [17]. - **Top 20 Long Position Changes**: CITIC Futures ranked first among the top 20 long positions of the IC variety, with a total position of 36,146 lots. CITIC Futures had the largest increase in long positions, adding 2,490 lots during the day, while Haitong Futures had the largest decrease, reducing 547 lots [18]. - **Top 20 Short Position Changes**: CITIC Futures ranked first among the top 20 short positions of the IC variety, with a total position of 41,539 lots. CITIC Futures had the largest increase in short positions, adding 2,004 lots during the day, while SDIC Futures had the largest decrease, reducing 378 lots [19]. IM (CSI 1000) - **Total Position and Main Contract Position Changes**: On July 30, the total position of the IM variety increased by 16,585 lots, and the position of the main contract 2509 increased by 10,446 lots [23]. - **Top 20 Long Position Changes**: Guotai Junan Futures ranked first among the top 20 long positions of the IM variety, with a total position of 46,903 lots. CITIC Futures had the largest increase in long positions, adding 3,296 lots during the day, while Baocheng Futures had the largest decrease, reducing 60 lots [24]. - **Top 20 Short Position Changes**: CITIC Futures ranked first among the top 20 short positions of the IM variety, with a total position of 68,920 lots. CITIC Futures had the largest increase in short positions, adding 4,314 lots during the day, while UBS Futures had the largest decrease, reducing 2,118 lots [26].