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 数据来源：Wind 广发期货研究所整理 本报告中所有观点仅供参考，请务必阅读正文之后的免责声明。 2025 年 7 月 2 日星期三广 发期货早评 | 品种 | | 主力合 约 | 总持仓点评 | 前二十席位重要变动 | | --- | --- | --- | --- | --- | | 沪深 | 300 | IF2509 | 总持仓下降 | 前二十席位减仓为主 | | 上证 | 50 | IH2509 | 总持仓下降 | 中信多空头减仓近 1000 手 | | 中证 | 500 | IC2507 | 总持仓变化不大 | 国君多空头减仓近千手 | | 中证 | 1000 | IM2509 | 总持仓上升 | 中信多空头大幅加仓 | 股指期货持仓日度变动简评 2025 年 7 月 2 日星期三 证监许可【2011】1292 号 联系信息： 叶倩宁（投资咨询资格：Z0016628） 电话：020-88818051 邮箱：yeq ...

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： 证监许可【2011】1292 号 联系信息： 叶倩宁（投资咨询资格：Z0016628） 电话：020-88818051 邮箱：yeqianning@gf.com.cn 数据来源：Wind 广发期货研究所整理 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 | 总持仓明显上升 | 国君多空头均加仓超 2000 手 | | 上证 | 50 | IH2506 | 总持仓上升 | 国君多空头加仓 1000 手以上 | | 中证 | 500 | IC2506 | 总持仓上升 | 中信空头加仓 1000 手以上 | | 中证 | 1000 | IM2506 | 总持仓上升 | 中信多空头加仓超 1000 手 | 股指期货持仓日度变动简评 3,684.0 4,634.0 1,525.0 6,063.0 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 ...

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 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 | IF2506 | 总持仓大幅下降 | 国君多空头明显减仓 | | 上证 | 50 | IH2506 | 总持仓下降 | 中信国君多空头均减仓千手以上 | | 中证 | 500 | IC2506 | 总持仓明显下降 | 中信国君多空头均减仓千手以上 | | 中证 | 1000 | IM2506 | 总持仓大幅下降 | 中信多头大幅减仓 7000 手以上 | 股指期货持仓日度变动简评 81,541.0 25,313.0 37,469.0 89,544.0 -29,611.0 -11,156.0 -19,814.0 -28,914.0 -40,000 -20,000 0 20,000 40,000 60,000 80,000 100,000 IF IH IC IM 主 ...

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 | IF2506 | 移仓为主，总持仓 基本持平 | 中金空头减仓超 2000 手 | | 上证 | 50 | IH2506 | 移仓为主，总持仓 基本持平 | 前二十席位多空增减仓不一 | | 中证 | 500 | IC2506 | 移仓为主，总持仓 基本持平 | 前二十席位变动不大 | | 中证 | 1000 | IM2506 | 总持仓小幅上升 | 中信多空头均增持超 3000 手 | 股指期货持仓日度变动简评 -11,929.0 -7,595.0 -9,046.0 -12,027.0 1,165.0 -433.0 333.0 5,515.0 -14,000 -12,000 -10,000 -8,000 -6,000 -4,000 -2,000 0 2,000 ...

Report Industry Investment Rating - Not provided in the content Core Viewpoints of the Report - On June 16, 2025, the total positions of IF, IH, IC, and IM all decreased, with IF and IM showing significant declines and IH and IC showing slight declines. There were also notable changes in the positions of the top 20 seats for each variety [1][6][12][18][24] Summary of Each Variety IF (CSI 300 Index Futures) - **Total Position and Main Contract Position Changes**: On June 16, the total position of the IF variety decreased by 13,714 lots, and the position of the main contract 2506 decreased by 21,031 lots [6] - **Top 20 Long Seats Position Changes**: Among the top 20 long seats of the IF variety on the day, CITIC Futures ranked first with a total position of 39,001 lots. The seat with the most long - position increase was Yong'an Futures, with an intraday increase of 192 lots; the seat with the most long - position decrease was Guotai Junan Futures, with an intraday decrease of 2,816 lots [7] - **Top 20 Short Seats Position Changes**: Among the top 20 short seats of the IF variety on the day, CITIC Futures ranked first with a total position of 43,838 lots. The seat with the most short - position increase was UBS Futures, with an intraday increase of 568 lots; the seat with the most short - position decrease was Guotai Junan Futures, with an intraday decrease of 3,447 lots [9] IH (SSE 50 Index Futures) - **Total Position and Main Contract Position Changes**: On June 16, the total position of the IH variety decreased by 5,088 lots, and the position of the main contract 2506 decreased by 4,808 lots [12] - **Top 20 Long Seats Position Changes**: Among the top 20 long seats of the IH variety on the day, Guotai Junan Futures ranked first with a total position of 8,641 lots. The seat with the most long - position increase was Rongda Futures, with an intraday increase of 165 lots; the seat with the most long - position decrease was Guotai Junan Futures, with an intraday decrease of 1,087 lots [13] - **Top 20 Short Seats Position Changes**: Among the top 20 short seats of the IH variety on the day, Guotai Junan Futures ranked first with a total position of 10,130 lots. The seat with the most short - position increase was Guoxin Futures, with an intraday increase of 171 lots; the seat with the most short - position decrease was Guotai Junan Futures, with an intraday decrease of 2,089 lots [14] IC (CSI 500 Index Futures) - **Total Position and Main Contract Position Changes**: On June 16, the total position of the IC variety decreased by 2,937 lots, and the position of the main contract 2506 decreased by 12,068 lots [18] - **Top 20 Long Seats Position Changes**: Among the top 20 long seats of the IC variety on the day, CITIC Futures ranked first with a total position of 37,157 lots. The seat with the most long - position increase was CITIC Futures, with an intraday increase of 625 lots; the seat with the most long - position decrease was Guotai Junan Futures, with an intraday decrease of 720 lots [19] - **Top 20 Short Seats Position Changes**: Among the top 20 short seats of the IC variety on the day, CITIC Futures ranked first with a total position of 37,405 lots. The seat with the most short - position increase was J.P. Morgan, with an intraday increase of 1,275 lots; the seat with the most short - position decrease was Guotai Junan Futures, with an intraday decrease of 1,611 lots [20] IM (CSI 1000 Index Futures) - **Total Position and Main Contract Position Changes**: On June 16, the total position of the IM variety decreased by 12,803 lots, and the position of the main contract 2506 decreased by 17,679 lots [24] - **Top 20 Long Seats Position Changes**: Among the top 20 long seats of the IM variety on the day, Guotai Junan Futures ranked first with a total position of 41,779 lots. The seat with the most long - position increase was Guotou Futures, with an intraday increase of 324 lots; the seat with the most long - position decrease was Guotai Junan Futures, with an intraday decrease of 2,637 lots [25] - **Top 20 Short Seats Position Changes**: Among the top 20 short seats of the IM variety on the day, CITIC Futures ranked first with a total position of 56,818 lots. The seat with the most short - position increase was J.P. Morgan, with an intraday increase of 750 lots; the seat with the most short - position decrease was CITIC Futures, with an intraday decrease of 3,412 lots [27]

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 | IF2506 | 总持仓明显上升 | 国君多空头增仓超 3000 手 | | 上证 | 50 | IH2506 | 总持仓小幅上升 | 国君多空头增仓 1000 手以上 | | 中证 | 500 | IC2506 | 总持仓小幅上升 | 国君多空头均增仓 | | 中证 | 1000 | IM2506 | 总持仓明显上升 | 中信空头增仓超 3000 手 | 股指期货持仓日度变动简评 1,840.0 1,494.0 -2,695.0 -1,128.0 14,756.0 5,232.0 4,434.0 10,451.0 -4,000 -2,000 0 2,000 4,000 6,000 8,000 10,000 12,000 14,000 16,000 IF IH ...

股指期货持仓日度跟踪 投资咨询业务资格： 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 | 总持仓小幅下降 | 国君多空头均减仓超 1000 手 | | 上证 | 50 | IH2506 | 基本持平 | 国君减仓、中信增仓 | | 中证 | 500 | IC2506 | 总持仓小幅下降 | 国君多空头均减仓千手以上 | | 中证 | 1000 | IM2506 | 总持仓明显上升 | 国君中信多空均增仓近 3000 手 | 股指期货持仓日度变动简评 -7,494.0 -1,337.0 -5,738.0 2,414.0 -3,841.0 45.0 -1,543.0 13,583.0 -10,000 -5,000 0 5,000 10,000 15,000 IF IH IC IM 主力合约持仓变动 总持仓变动 2025 年 6 月 11 日星期三 证监许可【2011】1292 号 联系信息： 广发期货研究所 电 话：020-88830760 E-Mail：z ...

Report Industry Investment Rating - No relevant information provided Core Viewpoints - The report provides a daily tracking and analysis of the positions of stock index futures, including IF, IH, IC, and IM. Each variety shows different trends in total positions and changes in the important positions of the top 20 seats [1] Summary by Directory IF (CSI 300) - On June 9, the total position of the IF variety increased by 15,151 lots, with the position of the main contract 2506 rising by 8,593 lots [5] - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 40,479 lots. Guotai Junan Futures had the most long - position increase, adding 3,139 lots, while Shenyin Wanguo Futures had the most long - position decrease, reducing 469 lots [6] - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 44,956 lots. Guotai Junan Futures had the most short - position increase, adding 2,421 lots, while Huatai Futures had the most short - position decrease, reducing 298 lots [8] IH (SSE 50) - On June 9, the total position of the IH variety increased by 5,976 lots, with the position of the main contract 2506 rising by 2,695 lots [11] - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 10,056 lots. Guotai Junan Futures had the most long - position increase, adding 1,990 lots, while Everbright Futures had the most long - position decrease, reducing 142 lots [12] - Among the top 20 short - position seats, Guotai Junan Futures ranked first with a total position of 11,752 lots. Guotai Junan Futures had the most short - position increase, adding 2,023 lots, while Guotou Futures had the most short - position decrease, reducing 297 lots [13] IC (CSI 500) - On June 9, the total position of the IC variety increased by 12,736 lots, with the position of the main contract 2506 rising by 4,877 lots [17] - Among the top 20 long - position seats, CITIC Futures ranked first with a total position of 34,133 lots. Guotai Junan Futures had the most long - position increase, adding 1,900 lots, while JPMorgan Chase had the most long - position decrease, reducing 568 lots [18] - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 35,691 lots. Guotai Junan Futures had the most short - position increase, adding 2,758 lots, while CICC Wealth had the most short - position decrease, reducing 515 lots [19] IM (CSI 1000) - On June 9, the total position of the IM variety increased by 9,941 lots, with the position of the main contract 2506 rising by 1,955 lots [23] - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 42,551 lots. Haitong Futures had the most long - position increase, adding 1,958 lots, while Yide Futures had the most long - position decrease, reducing 712 lots [23] - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 57,200 lots. CITIC Futures had the most short - position increase, adding 1,806 lots, while Huatai Futures had the most short - position decrease, reducing 337 lots [24]