股指期货持仓
Search documents
股指期货持仓日度跟踪-20250714
Guang Fa Qi Huo· 2025-07-14 08:35
Report Industry Investment Rating - No information provided Core View of the Report - The report provides a daily tracking and brief review of the positions of stock index futures, including the total positions and the important changes of the top 20 seats of IF, IH, IC, and IM [1][2] Summary by Relevant Catalogs IF - Total position significantly increased, with the total position rising by 24,608 lots on July 11, and the position of the main contract 2509 rising by 14,069 lots [1][5] - Among the top 20 long seats, CITIC Futures had the largest increase in long positions, adding 5,284 lots, while Guotou Futures had the largest decrease, reducing 443 lots [6] - Among the top 20 short seats, CITIC Futures also had the largest increase in short positions, adding 6,278 lots, and only China Merchants Futures reduced its short positions, by 19 lots [8] IH - Total position clearly increased, with the total position rising by 15,151 lots on July 11, and the position of the main contract 2509 rising by 7,229 lots [1][11] - Among the top 20 long seats, CITIC Futures had the largest increase in long positions, adding 3,223 lots, while Everbright Futures had the largest decrease, reducing 7 lots [12] - Among the top 20 short seats, CITIC Futures had the largest increase in short positions, adding 3,397 lots, and Bank of China Futures had the largest decrease, reducing 124 lots [13] IC - Total position clearly increased, with the total position rising by 14,504 lots on July 11, and the position of the main contract 2507 rising by 396 lots [1][18][19] - Among the top 20 long seats, Guotai Junan Futures had the largest increase in long positions, adding 3,431 lots, while J.P. Morgan had the largest decrease, reducing 742 lots [20] - Among the top 20 short seats, CITIC Futures had the largest increase in short positions, adding 3,889 lots, and Baocheng Futures had the largest decrease, reducing 146 lots [21] IM - Total position significantly increased, with the total position rising by 21,864 lots on July 11, and the position of the main contract 2509 rising by 12,240 lots [1][25] - Among the top 20 long seats, Guotai Junan Futures had the largest increase in long positions, adding 5,136 lots, while Yong'an Futures had the largest decrease, reducing 82 lots [25] - Among the top 20 short seats, Guotai Junan Futures had the largest increase in short positions, adding 4,795 lots, and Ping An Futures had the largest decrease, reducing 195 lots [26]
股指期货持仓日度跟踪-20250711
Guang Fa Qi Huo· 2025-07-11 03:34
Report Summary 1. Report Industry Investment Rating - Not provided in the given content 2. Core View of the Report - The total positions of IF, IH, IC, and IM in stock index futures all increased on July 10, 2025, with significant position - adding by the top twenty seats, especially by CITIC Futures in multiple varieties [1][5][11][17][23] 3. Summary by Related Catalogs IF - **Total and Main Contract Position Changes**: On July 10, the total position of the IF variety increased by 11,835 lots, and the position of the main contract 2509 increased by 7,140 lots [5] - **Top Twenty Long - position Seats**: Guotai Junan Futures ranked first with a total position of 44,252 lots. Guotai Junan Futures added the most long positions, with an intraday increase of 1,885 lots, while Yong'an Futures reduced the most long positions, with an intraday decrease of 162 lots [6] - **Top Twenty Short - position Seats**: CITIC Futures ranked first with a total position of 45,977 lots. Guotai Junan Futures added the most short positions, with an intraday increase of 2,373 lots, while J.P. Morgan Futures reduced the most short positions, with an intraday decrease of 256 lots [8] IH - **Total and Main Contract Position Changes**: On July 10, the total position of the IH variety increased by 9,632 lots, and the position of the main contract 2509 increased by 7,001 lots [11] - **Top Twenty Long - position Seats**: Guotai Junan Futures ranked first with a total position of 10,900 lots. CITIC Futures added the most long positions, with an intraday increase of 1,849 lots, while Guoxin Futures reduced the most long positions, with an intraday decrease of 34 lots [12] - **Top Twenty Short - position Seats**: CITIC Futures ranked first with a total position of 13,763 lots. CITIC Futures added the most short positions, with an intraday increase of 1,992 lots, while Shenyin Wanguo Futures reduced the most short positions, with an intraday decrease of 30 lots [13] IC - **Total and Main Contract Position Changes**: On July 10, the total position of the IC variety increased by 5,291 lots, but the position of the main contract 2507 decreased by 617 lots [17] - **Top Twenty Long - position Seats**: CITIC Futures ranked first with a total position of 37,074 lots. CITIC Futures added the most long positions, with an intraday increase of 2,108 lots, while Guotou Futures reduced the most long positions, with an intraday decrease of 225 lots [18] - **Top Twenty Short - position Seats**: CITIC Futures ranked first with a total position of 43,371 lots. CITIC Futures added the most short positions, with an intraday increase of 2,446 lots, while Dongzheng Futures reduced the most short positions, with an intraday decrease of 410 lots [19] IM - **Total and Main Contract Position Changes**: On July 10, the total position of the IM variety increased by 11,313 lots, and the position of the main contract 2509 increased by 7,366 lots [23] - **Top Twenty Long - position Seats**: Guotai Junan Futures ranked first with a total position of 42,104 lots. CITIC Futures added the most long positions, with an intraday increase of 4,628 lots, while Zheshang Futures reduced the most long positions, with an intraday decrease of 383 lots [24] - **Top Twenty Short - position Seats**: CITIC Futures ranked first with a total position of 65,057 lots. CITIC Futures added the most short positions, with an intraday increase of 4,728 lots, while China Merchants Futures reduced the most short positions, with an intraday decrease of 443 lots [26]
股指期货持仓日度跟踪-20250710
Guang Fa Qi Huo· 2025-07-10 02:12
Report Summary 1. Report Industry Investment Rating - No information provided in the given content. 2. Core View of the Report - The report provides a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM. Overall, the total positions of these futures varieties showed a downward trend on July 9, 2025, with different changes in the top 20 seats [1][5][11][17][23]. 3. Summary by Related Catalogs IF (CSI 300) - **Total Position and Main Contract Position Changes**: On July 9, the total position of the IF variety decreased by 10,708 lots, and the position of the main contract 2509 decreased by 5,214 lots [5]. - **Top 20 Long - Position Seats**: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 42,367 lots. Zheshang Futures had the largest increase in long positions, adding 103 lots, while Haitong Futures had the largest decrease, reducing 2,082 lots [6]. - **Top 20 Short - Position Seats**: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 44,975 lots. GF Futures had the largest increase in short positions, adding 202 lots, while Guotai Junan Futures had the largest decrease, reducing 2,101 lots [8]. IH (SSE 50) - **Total Position and Main Contract Position Changes**: On July 9, the total position of the IH variety decreased by 2,240 lots, and the position of the main contract 2509 decreased by 1,701 lots [11]. - **Top 20 Long - Position Seats**: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 9,126 lots. CITIC Futures had the largest increase in long positions, adding 365 lots, while Guotai Junan Futures had the largest decrease, reducing 1,006 lots [12]. - **Top 20 Short - Position Seats**: Among the top 20 short - position seats, Guotai Junan Futures ranked first with a total position of 12,090 lots. GF Futures had the largest increase in short positions, adding 907 lots, while Guotai Junan Futures had the largest decrease, reducing 1,058 lots [13]. IC (CSI 500) - **Total Position and Main Contract Position Changes**: On July 9, the total position of the IC variety decreased by 12,047 lots, and the position of the main contract 2507 decreased by 6,557 lots [17]. - **Top 20 Long - Position Seats**: Among the top 20 long - position seats, CITIC Futures ranked first with a total position of 34,966 lots. CITIC Construction Investment Futures had the largest increase in long positions, adding 291 lots, while Guotai Junan Futures had the largest decrease, reducing 3,075 lots [18]. - **Top 20 Short - Position Seats**: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 40,925 lots. China Merchants Futures had the largest increase in short positions, adding 207 lots, while CITIC Futures had the largest decrease, reducing 3,222 lots [19]. IM (CSI 1000) - **Total Position and Main Contract Position Changes**: On July 9, the total position of the IM variety decreased by 25,645 lots, and the position of the main contract 2509 decreased by 14,409 lots [23]. - **Top 20 Long - Position Seats**: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 39,276 lots. Yong'an Futures had the largest increase in long positions, adding 618 lots, while CITIC Futures had the largest decrease, reducing 8,336 lots [24]. - **Top 20 Short - Position Seats**: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 60,329 lots. CICC Wealth had the largest increase in short positions, adding 55 lots, while CITIC Futures had the largest decrease, reducing 7,617 lots [26].
股指期货持仓日度跟踪-20250709
Guang Fa Qi Huo· 2025-07-09 01:48
Report Summary 1. Report Industry Investment Rating - Not provided in the given content 2. Core View - 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 and the top 20 seats' positions [1][5][11] 3. Summary by Related Catalogs IF (CSI 300) - Total position significantly increased, with the top 20 seats mainly increasing positions. On July 8, the total position of the IF variety increased by 13,588 hands, and the position of the main contract 2509 increased by 6,572 hands [1][5] - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 43,747 hands. CITIC Futures had the most long - position increase (1,425 hands), and Shenyin Wanguo Futures had the most long - position decrease (286 hands) [6] - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 46,429 hands. Haitong Futures had the most short - position increase (2,179 hands), and CICC Wealth had the most short - position decrease (19 hands) [8] IH (SSE 50) - Total position slightly increased, and the positions of the top 20 seats changed little. On July 8, the total position of the IH variety increased by 2,249 hands, and the position of the main contract 2509 increased by 2,097 hands [1][11] - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 10,132 hands. Guotou Futures had the most long - position increase (352 hands), and GF Futures had the most long - position decrease (228 hands) [12] - Among the top 20 short - position seats, Guotai Junan Futures ranked first with a total position of 12,033 hands. GF Futures had the most short - position increase (440 hands), and Huawen Futures had the most short - position decrease (143 hands) [13] IC (CSI 500) - Total position significantly increased, and both Guotai Junan and CITIC increased their long and short positions by more than 2,000 hands. On July 8, the total position of the IC variety increased by 13,286 hands, and the position of the main contract 2507 increased by 4,008 hands [1][17] - Among the top 20 long - position seats, CITIC Futures ranked first with a total position of 35,866 hands. Guotai Junan Futures had the most long - position increase (2,439 hands), and Shenyin Wanguo Futures had the most long - position decrease (208 hands) [18] - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 40,930 hands. CITIC Futures had the most short - position increase (2,807 hands), and Shan Jin Futures had the most short - position decrease (223 hands) [19] IM (CSI 1000) - Total position significantly increased, and CITIC increased its long and short positions by more than 8,000 hands. On July 8, the total position of the IM variety increased by 26,607 hands, and the position of the main contract 2509 increased by 15,443 hands [1][23] - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 45,750 hands. CITIC Futures had the most long - position increase (8,512 hands), and Yong'an Futures had the most long - position decrease (401 hands) [24] - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 67,946 hands. CITIC Futures had the most short - position increase (9,100 hands), and CICC Wealth had the most short - position decrease (265 hands) [26]
股指期货持仓日度跟踪-20250707
Guang Fa Qi Huo· 2025-07-07 02:00
Report Industry Investment Rating - Not provided in the content Core Viewpoints of the Report - The total positions of IF, IH, IC, and IM in stock index futures all significantly increased on July 4, 2025 [1][5][11][17][23] Summary by Relevant Catalog IF (CSI 300) - **Total Position and Main Contract Position Changes**: On July 4, the total position of the IF variety increased by 27,059 lots, and the position of the main contract 2509 increased by 14,488 lots [5] - **Top Twenty Long Position Seats**: Among the top twenty long position seats of the IF variety on the day, Guotai Junan Futures ranked first with a total position of 48,550 lots. The most long - position increase was Guotai Junan Futures, with an intraday increase of 6,323 lots; the most long - position decrease was CITIC Construction Investment Futures, with an intraday decrease of 205 lots [6] - **Top Twenty Short Position Seats**: Among the top twenty short position seats of the IF variety on the day, CITIC Futures ranked first with a total position of 49,339 lots. The most short - position increase was Guotai Junan Futures, with an intraday increase of 5,442 lots; the most short - position decrease was Shenyin Wanguo Futures, with an intraday decrease of 69 lots [8] IH (SSE 50) - **Total Position and Main Contract Position Changes**: On July 4, the total position of the IH variety increased by 17,098 lots, and the position of the main contract 2509 increased by 9,229 lots [11] - **Top Twenty Long Position Seats**: Among the top twenty long position seats of the IH variety on the day, Guotai Junan Futures ranked first with a total position of 11,766 lots. The most long - position increase was CITIC Futures, with an intraday increase of 3,434 lots; the most long - position decrease was Shenyin Wanguo Futures, with an intraday decrease of 164 lots [12] - **Top Twenty Short Position Seats**: Among the top twenty short position seats of the IH variety on the day, Guotai Junan Futures ranked first with a total position of 13,900 lots. The most short - position increase was CITIC Futures, with an intraday increase of 3,396 lots; the most short - position decrease was CICC Wealth, with an intraday decrease of 118 lots [13] IC (CSI 500) - **Total Position and Main Contract Position Changes**: On July 4, the total position of the IC variety increased by 16,077 lots, and the position of the main contract 2507 increased by 6,820 lots [17] - **Top Twenty Long Position Seats**: Among the top twenty long position seats of the IC variety on the day, CITIC Futures ranked first with a total position of 37,060 lots. The most long - position increase was CITIC Futures, with an intraday increase of 3,274 lots; the most long - position decrease was Guotou Futures, with an intraday decrease of 199 lots [18] - **Top Twenty Short Position Seats**: Among the top twenty short position seats of the IC variety on the day, CITIC Futures ranked first with a total position of 41,716 lots. The most short - position increase was Guotai Junan Futures, with an intraday increase of 2,765 lots; the most short - position decrease was Shan Jin Futures, with an intraday decrease of 105 lots [19] IM (CSI 1000) - **Total Position and Main Contract Position Changes**: On July 4, the total position of the IM variety increased by 29,436 lots, and the position of the main contract 2509 increased by 16,019 lots [23] - **Top Twenty Long Position Seats**: Among the top twenty long position seats of the IM variety on the day, Guotai Junan Futures ranked first with a total position of 47,492 lots. The most long - position increase was Guotai Junan Futures, with an intraday increase of 6,059 lots; the most long - position decrease was Xingzheng Futures, with an intraday decrease of 124 lots [23] - **Top Twenty Short Position Seats**: Among the top twenty short position seats of the IM variety on the day, CITIC Futures ranked first with a total position of 66,504 lots. The most short - position increase was CITIC Futures, with an intraday increase of 6,914 lots; the most short - position decrease was Ping An Futures, with an intraday decrease of 109 lots [25]
股指期货持仓日度跟踪-20250702
Guang Fa Qi Huo· 2025-07-02 01:19
Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report provides a daily tracking and analysis of the positions of stock index futures, including the total position changes and the important changes in the top 20 seats of IF, IH, IC, and IM [1] Summary by Related Catalogs Overall Situation of Stock Index Futures - The total position of IF decreased, with the top 20 seats mainly reducing positions; the total position of IH decreased, and CITIC reduced both long and short positions by nearly 1,000 lots; the total position of IC changed little, and Guojun reduced both long and short positions by nearly 1,000 lots; the total position of IM increased, and CITIC significantly increased both long and short positions [1] IF - **Total Position and Main Contract Position Changes**: On July 1st, the total position of the IF variety decreased by 5,835 lots, and the position of the main contract 2509 decreased by 2,451 lots [6] - **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 41,839 lots. Ping An Futures had the largest increase in long positions, with an intraday increase of 197 lots; CITIC Futures had the largest decrease in long positions, with an intraday decrease of 927 lots [7] - **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 44,647 lots. Haitong Futures had the largest increase in short positions, with an intraday increase of 458 lots; Guotou Futures had the largest decrease in short positions, with an intraday decrease of 1,038 lots [9] IH - **Total Position and Main Contract Position Changes**: On July 1st, the total position of the IH variety decreased by 2,668 lots, and the position of the main contract 2509 decreased by 1,034 lots [12] - **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 9,518 lots. Guoxin Futures had the largest increase in long positions, with an intraday increase of 269 lots; CITIC Futures had the largest decrease in long positions, with an intraday decrease of 789 lots [13] - **Top 20 Short Seats Position Changes**: Among the top 20 short seats of the IH variety on that day, Guotai Junan Futures ranked first with a total position of 11,567 lots. CITIC and Shenyin Wanguo Futures had the largest increase in short positions, with an intraday increase of 259 lots; CITIC Futures had the largest decrease in short positions, with an intraday decrease of 1,063 lots [14] IC - **Total Position and Main Contract Position Changes**: On July 1st, the total position of the IC variety decreased by 540 lots, and the position of the main contract 2507 decreased by 3,404 lots [19] - **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 34,229 lots. CITIC Futures had the largest increase in long positions, with an intraday increase of 891 lots; Guotai Junan Futures had the largest decrease in long positions, with an intraday decrease of 823 lots [19] - **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 39,311 lots. Haitong Futures had the largest increase in short positions, with an intraday increase of 224 lots; Guotai Junan Futures had the largest decrease in short positions, with an intraday decrease of 869 lots [21] IM - **Total Position and Main Contract Position Changes**: On July 1st, the total position of the IM variety increased by 10,329 lots, and the position of the main contract 2509 increased by 6,227 lots [24] - **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 41,991 lots. CITIC Futures had the largest increase in long positions, with an intraday increase of 4,177 lots; Guoxin Futures had the largest decrease in long positions, with an intraday decrease of 841 lots [24] - **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 61,040 lots. CITIC Futures had the largest increase in short positions, with an intraday increase of 2,459 lots; Guoxin Futures had the largest decrease in short positions, with an intraday decrease of 951 lots [25]
股指期货持仓日度跟踪-20250630
Guang Fa Qi Huo· 2025-06-30 02:19
1. Report Industry Investment Rating - No information provided regarding the report industry investment rating 2. Core View of the Report - On June 30, 2025, the total positions of IF, IH, IC, and IM in the stock index futures market all increased. Specifically, for IF, Guojun (Guotai Junan Futures) increased both long and short positions by over 2000 lots; for IH, Guojun increased both long and short positions by over 1000 lots; for IC, CITIC increased short positions by over 1000 lots; and for IM, CITIC increased both long and short positions by over 1000 lots [1][4][10][16][21] 3. Summary by Relevant Catalogs IF - **Total Position and Main Contract Position Changes**: On June 27, the total position of the IF variety increased by 10,216 lots, and the position of the main contract 2509 increased by 3,684 lots [4] - **Top Twenty Long Position Seats' Position Changes**: Among the top twenty long position seats of the IF variety on that day, Guotai Junan Futures ranked first with a total position of 45,292 lots. Guotai Junan Futures had the largest increase in long positions, adding 2,998 lots during the day, while Huatai Futures had the largest decrease, reducing 912 lots [5] - **Top Twenty Short Position Seats' Position Changes**: Among the top twenty short position seats of the IF variety on that day, CITIC Futures ranked first with a total position of 47,234 lots. Guotai Junan Futures had the largest increase in short positions, adding 2,658 lots during the day, while Guotou Futures had the largest decrease, reducing 782 lots [7] IH - **Total Position and Main Contract Position Changes**: On June 27, the total position of the IH variety increased by 8,622 lots, and the position of the main contract 2509 increased by 4,634 lots [10] - **Top Twenty Long Position Seats' Position Changes**: Among the top twenty long position seats of the IH variety on that day, Guotai Junan Futures ranked first with a total position of 11,830 lots. Guotai Junan Futures had the largest increase in long positions, adding 1,724 lots during the day, while Rongda Futures had the largest decrease, reducing 201 lots [11] - **Top Twenty Short Position Seats' Position Changes**: Among the top twenty short position seats of the IH variety on that day, Guotai Junan Futures ranked first with a total position of 14,470 lots. Guotai Junan Futures had the largest increase in short positions, adding 1,857 lots during the day, while Huatai Futures had the largest decrease, reducing 342 lots [12] IC - **Total Position and Main Contract Position Changes**: On June 27, the total position of the IC variety increased by 5,734 lots, and the position of the main contract 2507 increased by 1,525 lots [16] - **Top Twenty Long Position Seats' Position Changes**: Among the top twenty long position seats of the IC variety on that day, CITIC Futures ranked first with a total position of 36,042 lots. Guotai Junan Futures had the largest increase in long positions, adding 946 lots during the day, while Guotou Futures had the largest decrease, reducing 206 lots [16] - **Top Twenty Short Position Seats' Position Changes**: Among the top twenty short position seats of the IC variety on that day, CITIC Futures ranked first with a total position of 43,297 lots. CITIC Futures had the largest increase in short positions, adding 1,141 lots during the day, while GF Futures had the largest decrease, reducing 289 lots [18] IM - **Total Position and Main Contract Position Changes**: On June 27, the total position of the IM variety increased by 7,771 lots, and the position of the main contract 2509 increased by 6,063 lots [21] - **Top Twenty Long Position Seats' Position Changes**: Among the top twenty long position seats of the IM variety on that day, Guotai Junan Futures ranked first with a total position of 43,876 lots. CITIC Futures had the largest increase in long positions, adding 1,615 lots during the day, while GF Futures had the largest decrease, reducing 569 lots [21] - **Top Twenty Short Position Seats' Position Changes**: Among the top twenty short position seats of the IM variety on that day, CITIC Futures ranked first with a total position of 64,977 lots. CITIC Futures had the largest increase in short positions, adding 1,846 lots during the day, while GF Futures had the largest decrease, reducing 475 lots [22]
股指期货持仓日度跟踪-20250627
Guang Fa Qi Huo· 2025-06-27 02:10
目录: 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 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 | IF2506 | 持仓有所下降 | 前二十席位以减仓为主 | | 上证 | 50 | IH2506 | 持仓有所下降 | 中信多空头减仓 1000 手以上 | | 中证 | 500 | IC2506 | 总持仓明显下降 | 国君、中信多空头均减仓 2000 手 以上 | | 中证 | 1000 | IM2506 | 总持仓明显下降 | 中信多空头减仓逾 4000 手 | 股指期货持仓日度变动简评 -3,562.0 -4,343.0 -5,170.0 -8,357.0 -10,070.0 -7,525.0 -11,072.0 -16,038.0 -18,000 -16,000 -14,000 -12,000 -10,000 -8,000 -6,000 -4,000 ...
股指期货持仓日度跟踪-20250624
Guang Fa Qi Huo· 2025-06-24 03:04
Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoints - The overall positions of IF, IH, IC, and IM futures contracts showed an upward trend on June 23, 2025, with significant increases in some cases [6][12][18][23]. - In the top twenty positions, major institutions such as Citic Futures and Guotai Junan Futures significantly increased their long and short positions in multiple varieties [6][7][9]. 3. Summary by Related Catalogs IF (CSI 300) - **Total and Main Contract Positions**: On June 23, the total positions of the IF variety increased by 18,334 lots, and the positions of the main contract 2509 increased by 9,751 lots [6]. - **Top Twenty Long - Position Seats**: Guotai Junan Futures ranked first with a total position of 41,606 lots. Citic Futures had the largest increase in long positions, adding 3,455 lots, while Shenyin Wanguo Futures had the largest decrease, reducing 67 lots [7]. - **Top Twenty Short - Position Seats**: Citic Futures ranked first with a total position of 44,977 lots. Citic Futures also had the largest increase in short positions, adding 3,521 lots, and Citic Construction Investment Futures had the largest decrease, reducing 410 lots [9]. IH (SSE 50) - **Total and Main Contract Positions**: On June 23, the total positions of the IH variety increased by 12,339 lots, and the positions of the main contract 2509 increased by 7,115 lots [12]. - **Top Twenty Long - Position Seats**: Guotai Junan Futures ranked first with a total position of 11,319 lots. Guotai Junan Futures had the largest increase in long positions, adding 3,018 lots, and Guotou Futures had the largest decrease, reducing 102 lots [13]. - **Top Twenty Short - Position Seats**: Citic Futures ranked first with a total position of 13,059 lots. Citic Futures had the largest increase in short positions, adding 3,095 lots, and China Merchants Futures had the largest decrease, reducing 34 lots [14]. IC (CSI 500) - **Total and Main Contract Positions**: On June 23, the total positions of the IC variety increased by 6,879 lots, and the positions of the main contract 2507 increased by 1,059 lots [18]. - **Top Twenty Long - Position Seats**: Citic Futures ranked first with a total position of 36,297 lots. Guotai Junan Futures had the largest increase in long positions, adding 1,141 lots, and Zheshang Futures had the largest decrease, reducing 157 lots [18]. - **Top Twenty Short - Position Seats**: Citic Futures ranked first with a total position of 42,688 lots. Guotai Junan Futures had the largest increase in short positions, adding 1,398 lots, and CICC Wealth had the largest decrease, reducing 556 lots [19]. IM (CSI 1000) - **Total and Main Contract Positions**: On June 23, the total positions of the IM variety increased by 12,238 lots, and the positions of the main contract 2509 increased by 6,910 lots [23]. - **Top Twenty Long - Position Seats**: Guotai Junan Futures ranked first with a total position of 42,878 lots. Citic Futures had the largest increase in long positions, adding 2,932 lots, and Guotou Futures had the largest decrease, reducing 1,120 lots [23]. - **Top Twenty Short - Position Seats**: Citic Futures ranked first with a total position of 64,072 lots. Citic Futures had the largest increase in short positions, adding 3,858 lots, and Everbright Futures had the largest decrease, reducing 553 lots [24].
股指期货持仓日度跟踪-20250623
Guang Fa Qi Huo· 2025-06-23 02:26
Report Summary 1. Report Industry Investment Rating - Not provided in the given content 2. Core View of the Report - The report provides a daily tracking of stock index futures positions, including the overall position changes and key changes in the top 20 seats of IF, IH, IC, and IM futures contracts [1]. 3. Summary by Related Catalog IF Futures - **Total Position and Main Contract Position Changes**: On June 20, the total position of the IF variety decreased by 29,611 lots, while the position of the main contract switched to 2509, increasing by 81,541 lots [4]. - **Top 20 Long - Position Seats**: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 38,254 lots. Guoxin Futures had the most long - position increase, adding 861 lots, and CITIC Futures had the most long - position decrease, reducing 4,003 lots [5]. - **Top 20 Short - Position Seats**: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 41,456 lots. Shenyin Wanguo Futures had the most short - position increase, adding 1,098 lots, and Guotai Junan Futures had the most short - position decrease, reducing 2,686 lots [7]. IH Futures - **Total Position and Main Contract Position Changes**: On June 20, the total position of the IH variety decreased by 11,156 lots, while the position of the main contract switched to 2509, increasing by 25,313 lots [10]. - **Top 20 Long - Position Seats**: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 8,301 lots. Orient Futures had the most long - position increase, adding 731 lots, and Guotai Junan Futures had the most long - position decrease, reducing 2,371 lots [11]. - **Top 20 Short - Position Seats**: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 9,964 lots. Haitong Futures had the most short - position increase, adding 731 lots, and CITIC Futures had the most short - position decrease, reducing 2,877 lots [12]. IC Futures - **Total Position and Main Contract Position Changes**: On June 20, the total position of the IC variety decreased by 19,814 lots, while the position of the main contract switched to 2507, increasing by 37,469 lots [17]. - **Top 20 Long - Position Seats**: Among the top 20 long - position seats, CITIC Futures ranked first with a total position of 36,042 lots. Orient Futures had the most long - position increase, adding 939 lots, and CITIC Futures had the most long - position decrease, reducing 6,371 lots [18]. - **Top 20 Short - Position Seats**: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 41,675 lots. Orient Futures had the most short - position increase, adding 1,282 lots, and Guotai Junan Futures had the most short - position decrease, reducing 2,072 lots [19]. IM Futures - **Total Position and Main Contract Position Changes**: On June 20, the total position of the IM variety decreased by 28,914 lots, while the position of the main contract switched to 2509, increasing by 89,544 lots [23]. - **Top 20 Long - Position Seats**: Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 40,109 lots. Guoxin Futures had the most long - position increase, adding 1,706 lots, and CITIC Futures had the most long - position decrease, reducing 7,154 lots [23]. - **Top 20 Short - Position Seats**: Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 60,214 lots. Guoxin Futures had the most short - position increase, adding 1,875 lots, and Guotai Junan Futures had the most short - position decrease, reducing 2,236 lots [25].