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：020-88818051 E-Mail：yeqianning@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 | IF2603 | 总持仓大幅下降 | 中信多空头各减仓超 4000 手 | | 上证 | 50 | IH2603 | 总持仓小幅下降 | 中信多头减仓超千手 | | 中证 | 500 | IC2603 | 总持仓保持平稳 | 中信空头减仓 1000 手以上 | | 中证 | 1000 | IM2603 | 总持仓小幅上升 | 中信多头、海通空头加仓超 2000 手 | 股指期货持仓日度变动简评 -13,695.0 -4,194.0 -1,199.0 244.0 -18,138.0 -4,127.0 -704.0 3,901.0 -20,000 -15,000 -10,000 -5,000 0 5,000 10,000 IF IH IC IM 主力合约持仓变动 ...

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：020-88818051 E-Mail：yeqianning@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 | IF2603 | 总持仓大幅下降 | 中信多空头各减仓超 3000 手 | | 上证 | 50 | IH2603 | 总持仓明显下降 | 国君多空头各减仓超千手 | | 中证 | 500 | IC2603 | 总持仓明显下降 | 中信空头减仓近 3000 手 | | 中证 | 1000 | IM2603 | 总持仓大幅下降 | 中信国君多空头均大幅减仓 | 股指期货持仓日度变动简评 -8,845.0 -2,067.0 -4,815.0 -9,064.0 -13,642.0 -5,892.0 -9,679.0 -19,793.0 -25,000 -20,000 -15,000 -10,000 -5,000 0 IF IH IC IM 主力合约持仓变动 总持仓变动 ...

Report Summary 1. Report Industry Investment Rating No information provided in the given content. 2. Core View The report provides a daily tracking of the holdings of stock index futures, including IF, IH, IC, and IM. It details the changes in total holdings, main - contract holdings, and the positions of the top 20 long and short seats for each type of futures on January 14, 2026 [1][4][10]. 3. Summary by Variety IF (CSI 300) - **Total and Main - Contract Holdings**: On January 14, the total holdings of the IF variety increased by 12,419 lots, and the holdings of the main contract 2603 increased by 11,113 lots [4]. - **Top 20 Long Seats**: Guotai Junan Futures ranked first with a total of 52,320 lots. Guotai Junan Futures had the largest increase in long positions, with an intraday increase of 1,738 lots, while Haitong Futures had the largest decrease, with an intraday decrease of 1,847 lots [5]. - **Top 20 Short Seats**: CITIC Futures ranked first with a total of 47,468 lots. GF Futures had the largest increase in short positions, with an intraday increase of 2,190 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 260 lots [7]. IH (SSE 50) - **Total and Main - Contract Holdings**: On January 14, the total holdings of the IH variety increased by 3,997 lots, and the holdings of the main contract 2603 increased by 2,663 lots [10]. - **Top 20 Long Seats**: CITIC Futures ranked first with a total of 11,412 lots. GF Futures had the largest increase in long positions, with an intraday increase of 754 lots, while Haitong Futures had the largest decrease, with an intraday decrease of 956 lots [11]. - **Top 20 Short Seats**: CITIC Futures ranked first with a total of 14,899 lots. GF Futures had the largest increase in short positions, with an intraday increase of 1,285 lots, while Haitong Futures had the largest decrease, with an intraday decrease of 1,578 lots [12]. IC (CSI 500) - **Total and Main - Contract Holdings**: On January 14, the total holdings of the IC variety increased by 13,386 lots, and the holdings of the main contract 2603 increased by 4,547 lots [16]. - **Top 20 Long Seats**: Guotai Junan Futures ranked first with a total of 52,809 lots. Guotai Junan Futures had the largest increase in long positions, with an intraday increase of 2,373 lots, while Yong'an Futures had the largest decrease, with an intraday decrease of 674 lots [17]. - **Top 20 Short Seats**: CITIC Futures ranked first with a total of 59,520 lots. CITIC Futures had the largest increase in short positions, with an intraday increase of 3,016 lots, while J.P. Morgan Futures had the largest decrease, with an intraday decrease of 744 lots [19]. IM (CSI 1000) - **Total and Main - Contract Holdings**: On January 14, the total holdings of the IM variety increased by 13,386 lots, and the holdings of the main contract 2603 increased by 4,547 lots [22]. - **Top 20 Long Seats**: Guotai Junan Futures ranked first with a total of 62,629 lots. CITIC Futures had the largest increase in long positions, with an intraday increase of 2,706 lots, while Shenyin Wanguo Futures had the largest decrease, with an intraday decrease of 1,438 lots [23]. - **Top 20 Short Seats**: CITIC Futures ranked first with a total of 80,289 lots. CITIC Futures had the largest increase in short positions, with an intraday increase of 2,579 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 1,430 lots [24].

股指期货持仓日度变动简评 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：020-88818051 E-Mail：yeqianning@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 | IF2603 | 总持仓明显上升 | 中信多空头各加仓超千手 | | 上证 | 50 | IH2603 | 总持仓明显上升 | 国君空头加仓超千手 | | 中证 | 500 | IC2603 | 总持仓明显上升 | 海通多空头各加仓 3000 手以上 | | 中证 | 1000 | IM2603 | 总持仓小幅下降 | 中信多头减仓超 2000 手 | 1,785.0 2,024.0 3,885.0 -632.0 5,440.0 3,136.0 6,136.0 -2,000 -1,419.0 -1,000 0 1,000 2,000 3,000 4,000 5,000 6,000 7,000 IF IH IC IM 主力合约持仓变动 ...

电 话：020-88818051 E-Mail：yeqianning@gf.com.cn 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 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 | IF2603 | 总持仓小幅上升 | 国君多头加仓超 2000 手 | | 上证 | 50 | IH2603 | 总持仓保持平稳 | 前二十席位增减仓不一 | | 中证 | 500 | IC2603 | 总持仓明显下降 | 中信多空头各减仓 2000 手以上 | | 中证 | 1000 | IM2603 | 总持仓明显上升 | 中信多头增仓超 2000 手 | 股指期货持仓日度变动简评 249.0 -303.0 -6,868.0 4,629.0 2,755.0 -1,098.0 -7,660.0 9,639.0 -10,000 -8,000 -6,000 -4,000 -2,000 0 2,000 4,000 6,000 8,000 10,000 12,000 ...

1. Report Industry Investment Rating - There is no information provided about the report industry investment rating in the given content. 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 the changes in total positions and the significant changes in the top 20 seats for each type of futures on January 5, 2026 [1][4][9][15][22]. 3. Summary by Relevant Catalogs 3.1 Overall Summary of Stock Index Futures - For IF, the total position increased significantly, and the top 20 seats had mixed changes in positions [1][4]. - For IH, the total position increased slightly, and the top 20 seats mainly increased their positions [1][9]. - For IC, the total position increased substantially, and Guojun increased both long and short positions by over 3000 lots [1][15]. - For IM, the total position increased substantially, and Guojun increased both long and short positions by over 3000 lots [1][22]. 3.2 IF Details - **Total Position and Main Contract Position Changes**: On January 5, the total position of the IF variety increased by 8201 lots, and the position of the main contract 2603 increased by 6857 lots [4]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats, Guotai Junan Futures ranked first with a total position of 47834 lots. Guotai Junan Futures had the largest increase in long positions, adding 2475 lots, while Haitong Futures had the largest decrease, reducing 1035 lots [4]. - **Top 20 Short Seats Position Changes**: Among the top 20 short seats, CITIC Futures ranked first with a total position of 39606 lots. Guotou Futures had the largest increase in short positions, adding 2597 lots, while Haitong Futures had the largest decrease, reducing 589 lots [6]. 3.3 IH Details - **Total Position and Main Contract Position Changes**: On January 5, the total position of the IH variety increased by 3543 lots, and the position of the main contract 2603 increased by 2964 lots [9]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats, CITIC Futures ranked first with a total position of 11372 lots. Guotai Junan Futures had the largest increase in long positions, adding 800 lots, while Everbright Futures had the largest decrease, reducing 530 lots [10]. - **Top 20 Short Seats Position Changes**: Among the top 20 short seats, CITIC Futures ranked first with a total position of 13441 lots. GF Futures had the largest increase in short positions, adding 802 lots, while CITIC Construction Investment Futures had the largest decrease, reducing 302 lots [11]. 3.4 IC Details - **Total Position and Main Contract Position Changes**: On January 5, the total position of the IC variety increased by 22660 lots, and the position of the main contract 2603 increased by 15069 lots [15]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats, Guotai Junan Futures ranked first with a total position of 49617 lots. Guotai Junan Futures had the largest increase in long positions, adding 4113 lots, while Galaxy Futures had the largest decrease, reducing 276 lots [16]. - **Top 20 Short Seats Position Changes**: Among the top 20 short seats, CITIC Futures ranked first with a total position of 49962 lots. Guotai Junan Futures had the largest increase in short positions, adding 3370 lots, while Shenyin Wanguo Futures had the largest decrease, reducing 41 lots [18]. 3.5 IM Details - **Total Position and Main Contract Position Changes**: On January 5, the total position of the IM variety increased by 13346 lots, and the position of the main contract 2603 increased by 8761 lots [22]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats, Guotai Junan Futures ranked first with a total position of 57895 lots. Guotai Junan Futures had the largest increase in long positions, adding 3330 lots, while Yide Futures had the largest decrease, reducing 2237 lots [23]. - **Top 20 Short Seats Position Changes**: Among the top 20 short seats, CITIC Futures ranked first with a total position of 75339 lots. Guotai Junan Futures had the largest increase in short positions, adding 3370 lots, while China Merchants Futures had the largest decrease, reducing 281 lots [25].

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：020-88818051 E-Mail：yeqianning@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 | IF2603 | 总持仓明显下降 | 海通多空头加仓 1000 手以上 | | 上证 | 50 | IH2603 | 总持仓保持平稳 | 国君多头加仓超千手 | | 中证 | 500 | IC2603 | 总持仓大幅下降 | 国君多空头各减仓 3000 手左右 | | 中证 | 1000 | IM2603 | 总持仓大幅下降 | 中信多空头各减仓超 3000 手 | 股指期货持仓日度变动简评 联系信息： 叶倩宁（投资咨询资格：Z0016628） 电话：020-88818051 邮箱：yeqianning@gf.com.cn 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。 2026 年 1 月 5 日星期一广 发期货早评 [股指期货] ◆ IF：总持仓 ...

Report Industry Investment Rating - Not provided in the content Core Viewpoints - On December 26, 2025, the total positions of IF, IH, IC, and IM all increased significantly or notably, with specific changes in the positions of the top 20 long and short seats [1][4][10][15][21] Summary by Related Catalogs IF - **Total Position and Main Contract Position Changes**: On December 26, the total position of IF increased by 16,208 hands, and the position of the main contract 2603 increased by 10,739 hands [4] - **Top 20 Long Seats Position Changes**: Among the top 20 long seats of IF, Guotai Junan Futures ranked first with a total position of 49,339 hands. Guotai Junan Futures had the most long - position increase, adding 4,325 hands, and Everbright Futures had the most long - position decrease, reducing 350 hands [5] - **Top 20 Short Seats Position Changes**: Among the top 20 short seats of IF, CITIC Futures ranked first with a total position of 40,277 hands. CITIC Futures had the most short - position increase, adding 3,478 hands, and there was no reduction in the top 20 short seats [7] IH - **Total Position and Main Contract Position Changes**: On December 26, the total position of IH increased by 9,590 hands, and the position of the main contract 2603 increased by 5,033 hands [10] - **Top 20 Long Seats Position Changes**: Among the top 20 long seats of IH, CITIC Futures ranked first with a total position of 11,836 hands. CITIC Futures had the most long - position increase, adding 3,093 hands, and CITIC Construction Investment Futures had the most long - position decrease, reducing 27 hands [10] - **Top 20 Short Seats Position Changes**: Among the top 20 short seats of IH, CITIC Futures ranked first with a total position of 14,087 hands. Haitong Futures had the most short - position increase, adding 1,692 hands, and Guoguangfa Futures had the most short - position decrease, reducing 87 hands [11] IC - **Total Position and Main Contract Position Changes**: On December 26, the total position of IC increased by 25,777 hands, and the position of the main contract 2603 increased by 13,072 hands [15] - **Top 20 Long Seats Position Changes**: Among the top 20 long seats of IC, Guotai Junan Futures ranked first with a total position of 47,729 hands. CITIC Futures had the most long - position increase, adding 7,087 hands, and China Merchants Futures had the most long - position decrease, reducing 1,292 hands [16] - **Top 20 Short Seats Position Changes**: Among the top 20 short seats of IC, CITIC Futures ranked first with a total position of 49,974 hands. Guotai Junan Futures had the most short - position increase, adding 5,544 hands, and CITIC Construction Investment Futures had the most short - position decrease, reducing 92 hands [18] IM - **Total Position and Main Contract Position Changes**: On December 26, the total position of IM increased by 21,680 hands, and the position of the main contract 2603 increased by 11,763 hands [21] - **Top 20 Long Seats Position Changes**: Among the top 20 long seats of IM, Guotai Junan Futures ranked first with a total position of 59,039 hands. CITIC Futures had the most long - position increase, adding 5,932 hands, and Guotou Futures had the most long - position decrease, reducing 565 hands [21] - **Top 20 Short Seats Position Changes**: Among the top 20 short seats of IM, CITIC Futures ranked first with a total position of 77,981 hands. CITIC Futures had the most short - position increase, adding 6,357 hands, and Everbright Futures had the most short - position decrease, reducing 9 hands [23]

Report Industry Investment Rating - Not provided in the given content Core Viewpoints - The report provides a daily tracking of stock index futures positions, including the performance of IF, IH, IC, and IM futures, and details the changes in total positions, main contract positions, and the top 20 long and short positions of each variety [1] Summary by Related Catalogs IF Futures - Total position increased slightly, with the main contract IF2603's position rising by 1307 hands on December 24, and the total position of the IF variety increasing by 1836 hands [1][3] - Among the top 20 long positions, CITIC Construction Investment Futures added the most long positions (559 hands), while Guotou Futures reduced the most long positions (811 hands). Guotai Junan Futures ranked first with a total long - position of 44832 hands [3] - Among the top 20 short positions, GF Futures added the most short positions (537 hands), while Dongzheng Futures reduced the most short positions (538 hands). CITIC Futures ranked first with a total short - position of 37597 hands [5] IH Futures - Total position remained stable, with the main contract IH2603's position rising by 539 hands on December 24, and the total position of the IH variety increasing by 229 hands [1][8] - Among the top 20 long positions, Huatai Futures added the most long positions (279 hands), while Bank of China Futures reduced the most long positions (512 hands). CITIC Futures ranked first with a total long - position of 8801 hands [9] - Among the top 20 short positions, CITIC Construction Investment Futures added the most short positions (734 hands), while CITIC Futures reduced the most short positions (618 hands). CITIC Futures ranked first with a total short - position of 13218 hands [10] IC Futures - Total position increased significantly, with the main contract IC2603's position rising by 10888 hands on December 24, and the total position of the IC variety increasing by 15502 hands [1][14] - Among the top 20 long positions, Guotai Junan Futures added the most long positions (3425 hands), while Nanhua Futures reduced the most long positions (714 hands). Guotai Junan Futures ranked first with a total long - position of 43816 hands [15] - Among the top 20 short positions, Guotai Junan Futures added the most short positions (3026 hands), while Baocheng Futures reduced the most short positions (47 hands). CITIC Futures ranked first with a total short - position of 44998 hands [17] IM Futures - Total position increased significantly, with the main contract IM2603's position rising by 9450 hands on December 24, and the total position of the IM variety increasing by 11974 hands [1][20] - Among the top 20 long positions, Guotai Junan Futures added the most long positions (3094 hands), while Guotou Futures reduced the most long positions (1088 hands). Guotai Junan Futures ranked first with a total long - position of 53502 hands [20] - Among the top 20 short positions, Guotai Junan Futures added the most short positions (1777 hands), while Yong'an Futures reduced the most short positions (92 hands). CITIC Futures ranked first with a total short - position of 70919 hands [22]

1. Report Industry Investment Rating - No relevant information provided 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 details the changes in total positions, the performance of the main contracts, and the significant changes in the top twenty seats for each type of futures [1]. 3. Summary by Related Catalogs IF (CSI 300) - Total position significantly increased, with a rise of 7033 hands on December 23, and the main contract 2603's position increased by 5860 hands [1][6]. - Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 45337 hands. Guotai Junan Futures had the largest long - position increase of 2376 hands, while Guoxin Futures had the largest long - position decrease of 511 hands [6]. - Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 37772 hands. Guotou Futures had the largest short - position increase of 2884 hands, and Guoxin Futures had the largest short - position decrease of 417 hands [8]. IH (SSE 50) - Total position remained stable, with a decrease of 1324 hands on December 23, and the main contract 2603's position decreased by 668 hands [1][11]. - Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 9138 hands. Dongzheng Futures had the largest long - position increase of 664 hands, and Everbright Futures had the largest long - position decrease of 453 hands [11]. - Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 13836 hands. Guotou Futures had the largest short - position increase of 468 hands, and Guotai Junan Futures had the largest short - position decrease of 559 hands [12]. IC (CSI 500) - Total position slightly decreased, with a decrease of 1024 hands on December 23, and the main contract 2603's position decreased by 2042 hands [1][17]. - Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 40391 hands. Haitong Futures had the largest long - position increase of 562 hands, and CITIC Futures had the largest long - position decrease of 1355 hands [18]. - Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 42442 hands. JPMorgan Chase Futures had the largest short - position increase of 495 hands, and CITIC Futures had the largest short - position decrease of 1621 hands [20]. IM (CSI 1000) - Total position slightly increased, with a rise of 2002 hands on December 23, and the main contract 2603's position increased by 1396 hands [1][23]. - Among the top twenty long - position seats, Guotai Junan Futures ranked first with a total position of 50408 hands. Guotai Junan Futures had the largest long - position increase of 890 hands, and Everbright Futures had the largest long - position decrease of 323 hands [23]. - Among the top twenty short - position seats, CITIC Futures ranked first with a total position of 70065 hands. Haitong Futures had the largest short - position increase of 953 hands, and CITIC Futures had the largest short - position decrease of 1448 hands [25].