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银河期货股指期货数据日报-20251120
Yin He Qi Huo· 2025-11-20 10:08
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% ...
股指期货持仓日度跟踪-20251112
Guang Fa Qi Huo· 2025-11-12 05:11
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]
股指期货持仓日度跟踪-20251111
Guang Fa Qi Huo· 2025-11-11 01:57
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].
股指期货持仓日度跟踪-20251110
Guang Fa Qi Huo· 2025-11-10 05:01
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].
股指期货持仓日度跟踪-20251107
Guang Fa Qi Huo· 2025-11-07 02:21
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]
股指期货持仓日度跟踪-20251104
Guang Fa Qi Huo· 2025-11-04 02:51
Report Overview - Date: November 4, 2025 [4][6][12][17][25] - Source: GF Futures Research Institute [1] - Contact: Ye Qianning, Tel: 020 - 88818051, Email: yeqianning@gf.com.cn [4] Investment Rating - No investment rating for the industry is provided in the report. Core Views - The report provides a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM. The total positions of IF and IH decreased slightly, IC remained stable, and IM increased slightly. The top 20 seats had mixed changes in positions for IF and IH, while for IC, CITIC increased long positions by over 1000 lots, and for IM, Zhongtai increased both long and short positions by over 1000 lots [1]. Summary by Variety IF (CSI 300) - **Total Positions and Main Contract Positions**: On November 3, the total positions of the IF variety decreased by 1034 lots, and the positions of the main contract 2512 decreased by 2684 lots [6]. - **Top 20 Long Seats**: Guotai Junan Futures ranked first with a total of 39049 lots. Yide Futures had the most long - position increase (1626 lots), and CITIC Construction Investment Futures had the most long - position decrease (1006 lots) [7]. - **Top 20 Short Seats**: CITIC Futures ranked first with a total of 44731 lots. Guotou Futures had the most short - position increase (635 lots), and CITIC Construction Investment Futures had the most short - position decrease (781 lots) [9]. IH (SSE 50) - **Total Positions and Main Contract Positions**: On November 3, the total positions of the IH variety decreased by 2629 lots, and the positions of the main contract 2512 decreased by 2422 lots [12]. - **Top 20 Long Seats**: Guotai Junan Futures ranked first with a total of 12621 lots. CITIC Futures had the most long - position increase (343 lots), and Dongzheng Futures had the most long - position decrease (706 lots) [12]. - **Top 20 Short Seats**: CITIC Futures ranked first with a total of 15049 lots. CITIC Futures had the most short - position increase (868 lots), and Guotai Junan Futures had the most short - position decrease (945 lots) [13]. IC (CSI 500) - **Total Positions and Main Contract Positions**: On November 3, the total positions of the IC variety decreased by 5746 lots, and the positions of the main contract 2512 decreased by 2520 lots [19]. - **Top 20 Long Seats**: Guotai Junan Futures ranked first with a total of 37755 lots. CITIC Futures had the most long - position increase (1656 lots), and Haitong Futures had the most long - position decrease (590 lots) [20]. - **Top 20 Short Seats**: CITIC Futures ranked first with a total of 42722 lots. Dongzheng Futures had the most short - position increase (575 lots), and Everbright Futures had the most short - position decrease (422 lots) [22]. IM (CSI 1000) - **Total Positions and Main Contract Positions**: On November 3, the total positions of the IM variety increased by 556 lots, and the positions of the main contract 2509 decreased by 1656 lots [25]. - **Top 20 Long Seats**: Guotai Junan Futures ranked first with a total of 52586 lots. Zhongtai Futures had the most long - position increase (1400 lots), and CITIC Futures had the most long - position decrease (714 lots) [25]. - **Top 20 Short Seats**: CITIC Futures ranked first with a total of 73192 lots. Zhongtai Futures had the most short - position increase (1081 lots), and CITIC Futures had the most short - position decrease (439 lots) [27].
股指期货持仓日度跟踪-20251103
Guang Fa Qi Huo· 2025-11-03 05:23
Report Summary 1. Report Industry Investment Rating No relevant information provided in the report. 2. Core Viewpoints - The report provides a daily tracking 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 top 20 seats [1]. 3. Summary by Variety IF (CSI 300) - **Total Position and Main Contract Position Change**: On October 31, the total position of the IF variety increased by 397 hands, while the position of the main contract 2512 decreased by 390 hands [5]. - **Top 20 Long - Position Seats**: Guotai Junan Futures ranked first with a total long - position of 39,908 hands. CITIC Construction Investment Futures had the most long - position increase (1,063 hands), and Guotai Junan Futures had the most long - position decrease (1,674 hands) [6]. - **Top 20 Short - Position Seats**: CITIC Futures ranked first with a total short - position of 44,636 hands. GF Futures had the most short - position increase (979 hands), and CITIC Futures had the most short - position decrease (1,383 hands) [8]. IH (SSE 50) - **Total Position and Main Contract Position Change**: On October 31, the total position of the IH variety decreased by 2,436 hands, and the position of the main contract 2512 decreased by 2,898 hands [11]. - **Top 20 Long - Position Seats**: Guotai Junan Futures ranked first with a total long - position of 13,239 hands. Everbright Futures had the most long - position increase (371 hands), and CITIC Futures had the most long - position decrease (1,366 hands) [12]. - **Top 20 Short - Position Seats**: CITIC Futures ranked first with a total short - position of 14,181 hands. Everbright Futures had the most short - position increase (1,006 hands), and CITIC Futures had the most short - position decrease (1,668 hands) [13]. IC (CSI 500) - **Total Position and Main Contract Position Change**: On October 31, the total position of the IC variety decreased by 5,746 hands, and the position of the main contract 2512 decreased by 2,520 hands [18]. - **Top 20 Long - Position Seats**: Guotai Junan Futures ranked first with a total long - position of 37,447 hands. SDIC Futures had the most long - position increase (300 hands), and Guotai Junan Futures had the most long - position decrease (3,710 hands) [19]. - **Top 20 Short - Position Seats**: CITIC Futures ranked first with a total short - position of 42,869 hands. Bank of China Futures had the most short - position increase (555 hands), and Guotai Junan Futures had the most short - position decrease (2,668 hands) [21]. IM (CSI 1000) - **Total Position and Main Contract Position Change**: On October 31, the total position of the IM variety decreased by 6,696 hands, and the position of the main contract 2509 decreased by 3,849 hands [24]. - **Top 20 Long - Position Seats**: Guotai Junan Futures ranked first with a total long - position of 52,305 hands. Galaxy Futures had the most long - position increase (757 hands), and Guotai Junan Futures had the most long - position decrease (1,726 hands) [24]. - **Top 20 Short - Position Seats**: CITIC Futures ranked first with a total short - position of 73,631 hands. UBS Futures had the most short - position increase (1,578 hands), and Guotai Junan Futures had the most short - position decrease (1,443 hands) [25].
股指期货持仓日度跟踪-20251031
Guang Fa Qi Huo· 2025-10-31 02:04
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 the positions of stock index futures, including IF, IH, IC, and IM. It shows that on October 30, 2025, the total positions of all four types of stock - index futures increased, with significant increases in IF and IM, and obvious increases in IH and IC. There were also notable position - adding actions by major institutions such as Citic and Guotai Junan in different varieties [1][4][10][15][21] 3. Summary by Related Catalogs IF (CSI 300) - **Total Position and Main Contract Position Changes**: On October 30, the total position of the IF variety increased by 12,176 lots, and the position of the main contract 2512 increased by 4,614 lots [4] - **Top Twenty Long - Position Seats**: Guotai Junan Futures ranked first with a total long - position of 40,839 lots. Guotai Junan Futures added the most long - positions, with an intraday increase of 2,779 lots, while CITIC Construction Investment Futures reduced the most long - positions, with an intraday decrease of 739 lots [5] - **Top Twenty Short - Position Seats**: CITIC Futures ranked first with a total short - position of 45,042 lots. CITIC Futures added the most short - positions, with an intraday increase of 2,795 lots, while CITIC Construction Investment Futures reduced the most short - positions, with an intraday decrease of 787 lots [7] IH (SSE 50) - **Total Position and Main Contract Position Changes**: On October 30, the total position of the IH variety increased by 7,069 lots, and the position of the main contract 2512 increased by 4,259 lots [10] - **Top Twenty Long - Position Seats**: Guotai Junan Futures ranked first with a total long - position of 13,861 lots. Guotai Junan Futures added the most long - positions, with an intraday increase of 1,810 lots, while Nanhua Futures reduced the most long - positions, with an intraday decrease of 168 lots [10] - **Top Twenty Short - Position Seats**: CITIC Futures ranked first with a total short - position of 15,849 lots. CITIC Futures added the most short - positions, with an intraday increase of 1,845 lots, while Bank of China Futures reduced the most short - positions, with an intraday decrease of 35 lots [11] IC (CSI 500) - **Total Position and Main Contract Position Changes**: On October 30, the total position of the IC variety increased by 7,396 lots, and the position of the main contract 2512 increased by 1,201 lots [15] - **Top Twenty Long - Position Seats**: Guotai Junan Futures ranked first with a total long - position of 41,157 lots. CITIC Futures added the most long - positions, with an intraday increase of 2,426 lots, while Shenyin & Wanguo Futures reduced the most long - positions, with an intraday decrease of 497 lots [16] - **Top Twenty Short - Position Seats**: CITIC Futures ranked first with a total short - position of 44,615 lots. Guotai Junan Futures added the most short - positions, with an intraday increase of 2,297 lots, while SDIC Futures reduced the most short - positions, with an intraday decrease of 249 lots [18] IM (CSI 1000) - **Total Position and Main Contract Position Changes**: On October 30, the total position of the IM variety increased by 20,311 lots, and the position of the main contract 2509 increased by 10,104 lots [21] - **Top Twenty Long - Position Seats**: Guotai Junan Futures ranked first with a total long - position of 54,031 lots. Guotai Junan Futures added the most long - positions, with an intraday increase of 5,288 lots, while Zheshang Futures reduced the most long - positions, with an intraday decrease of 551 lots [21] - **Top Twenty Short - Position Seats**: CITIC Futures ranked first with a total short - position of 74,945 lots. Guotai Junan Futures added the most short - positions, with an intraday increase of 4,318 lots, while SDIC Futures reduced the most short - positions, with an intraday decrease of 335 lots [22]
股指期货持仓日度跟踪-20251029
Guang Fa Qi Huo· 2025-10-29 02:12
Report Summary 1) Report Industry Investment Rating No information provided. 2) Core View of the Report The report presents a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM. It shows that on October 28, 2025, the total positions of these futures varieties generally decreased, with different changes in the top 20 seats [1][5][11][17][21]. 3) Summary by Related Catalogs IF (CSI 300) - **Total Position and Main Contract Position Changes**: On October 28, the total position of the IF variety decreased by 4,125 lots, of which the position of the main contract 2512 decreased by 2,675 lots [5]. - **Top 20 Long - Position Seats**: The top long - position seat was Guotai Junan Futures with a total position of 38,038 lots. Guotou Futures had the most long - position increase (836 lots), and Haitong Futures had the most long - position decrease (1,367 lots) [6]. - **Top 20 Short - Position Seats**: The top short - position seat was CITIC Futures with a total position of 42,240 lots. Guotou Futures had the most short - position increase (1,754 lots), and Haitong Futures had the most short - position decrease (3,530 lots) [8]. IH (SSE 50) - **Total Position and Main Contract Position Changes**: On October 28, the total position of the IH variety decreased by 2,425 lots, of which the position of the main contract 2512 decreased by 1,601 lots [11]. - **Top 20 Long - Position Seats**: The top long - position seat was Guotai Junan Futures with a total position of 12,711 lots. China Merchants Futures had the most long - position increase (202 lots), and CITIC Futures had the most long - position decrease (514 lots) [11]. - **Top 20 Short - Position Seats**: The top short - position seat was CITIC Futures with a total position of 14,571 lots. CITIC Construction Investment Futures had the most short - position increase (383 lots), and Guotou Futures had the most short - position decrease (658 lots) [12]. IC (CSI 500) - **Total Position and Main Contract Position Changes**: On October 28, the total position of the IC variety decreased by 9,433 lots, and the position of the main contract 2512 decreased by 1,434 lots [17]. - **Top 20 Long - Position Seats**: The top long - position seat was Guotai Junan Futures with a total position of 37,424 lots. Zhongtai 231 Futures had the most long - position increase (231 lots), and CITIC Futures had the most long - position decrease (3,160 lots) [17]. - **Top 20 Short - Position Seats**: The top short - position seat was CITIC Futures with a total position of 40,929 lots. GF Futures had the most short - position increase (238 lots), and CITIC Futures had the most short - position decrease (2,766 lots) [18]. IM (CSI 1000) - **Total Position and Main Contract Position Changes**: On October 28, the total position of the IM variety decreased by 4,826 lots, of which the position of the main contract 2509 decreased by 1,434 lots [21]. - **Top 20 Long - Position Seats**: The top long - position seat was Guotai Junan Futures with a total position of 50,040 lots. Yide Futures had the most long - position increase (227 lots), and Guotai Junan Futures had the most long - position decrease (2,132 lots) [21][25]. - **Top 20 Short - Position Seats**: The top short - position seat was CITIC Futures with a total position of 72,333 lots. Haitong Futures had the most short - position increase (424 lots), and Guotai Junan Futures had the most short - position decrease (2,592 lots) [23].
股指期货持仓日度跟踪-20251027
Guang Fa Qi Huo· 2025-10-27 01:33
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 the positions of stock index futures, including the total positions and the changes in the positions of the top 20 long and short seats of IF, IH, IC, and IM on October 24, 2025 [1][4][10] 3. Summary According to the Catalog IF (CSI 300) - Total position: The total position decreased significantly, with a decrease of 9252 lots on October 24, and the position of the main contract IF2512 decreased by 6793 lots [4] - Top 20 long seats: Guotai Junan Futures ranked first with a total position of 37145 lots. Guotou Futures had the most long - position increase (751 lots), and Guotai Junan Futures had the most long - position decrease (3056 lots) [5] - Top 20 short seats: CITIC Futures ranked first with a total position of 41528 lots. Guotou Futures had the most short - position increase (687 lots), and Dongzheng Futures had the most short - position decrease (1988 lots) [7] IH (SSE 50) - Total position: The total position increased slightly, with an increase of 1333 lots on October 24, and the position of the main contract IH2512 increased by 1222 lots [10] - Top 20 long seats: Guotai Junan Futures ranked first with a total position of 12560 lots. Haitong Futures had the most long - position increase (251 lots), and Dongzheng Futures had the most long - position decrease (300 lots) [10] - Top 20 short seats: CITIC Futures ranked first with a total position of 14540 lots. Haitong Futures had the most short - position increase (614 lots), and Dongzheng Futures had the most short - position decrease (542 lots) [11] IC (CSI 500) - Total position: The total position decreased significantly, with a decrease of 10733 lots on October 24, and the position of the main contract IC2512 decreased by 6057 lots [16] - Top 20 long seats: Guotai Junan Futures ranked first with a total position of 36448 lots. Shenyin Wanguo Futures had the most long - position increase (452 lots), and Guotai Junan Futures had the most long - position decrease (3246 lots) [17] - Top 20 short seats: CITIC Futures ranked first with a total position of 39788 lots. GF Futures had the most short - position increase (203 lots), and CITIC Futures had the most short - position decrease (2374 lots) [19] IM (CSI 1000) - Total position: The total position decreased significantly, with a decrease of 26392 lots on October 24, and the position of the main contract IM2509 decreased by 18081 lots [22] - Top 20 long seats: Guotai Junan Futures ranked first with a total position of 50602 lots. Galaxy Futures had the most long - position increase (453 lots), and Guotai Junan Futures had the most long - position decrease (5729 lots) [22] - Top 20 short seats: CITIC Futures ranked first with a total position of 70915 lots. Only UBS increased its short position (93 lots), and CITIC Futures had the most short - position decrease (6672 lots) [24]