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股指期货持仓日度跟踪-20250821
Guang Fa Qi Huo· 2025-08-21 03:48
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 | IF2509 | 总持仓明显上升 | 国君多空头均加仓超 3000 手 | | 上证 | 50 | IH2509 | 总持仓小幅上升 | 国君多空头加仓超 1000 手 | | 中证 | 500 | IC2509 | 总持仓明显上升 | 前二十席位以加仓为主 | | 中证 | 1000 | IM2509 | 总持仓大幅上升 | 中信多空头均加仓超 6000 手 | 股指期货持仓日度变动简评 2025 年 8 月 21 日星期四 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 4,297.0 3,148.0 3,902.0 7,958.0 8,7 ...
股指期货持仓日度跟踪-20250819
Guang Fa Qi Huo· 2025-08-19 02:14
Group 1: Report's Investment Rating - No information about the industry investment rating is provided in the report. Group 2: Core Views - The report provides 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 August 18, 2025 [1]. Group 3: Summary According to the Directory IF (CSI 300) - Total position significantly increased, with a rise of 15,159 hands on August 18, and the position of the main contract 2509 increased by 1,852 hands. Guojun (Guotai Junan Futures) added more than 2,000 hands to both long and short positions [1][4]. - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 46,087 hands. Guotai Junan Futures had the most long - position increase (2,686 hands), and Shenyin Wanguo Futures had the most long - position decrease (445 hands) [5]. - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 46,929 hands. Guotai Junan Futures had the most short - position increase (3,430 hands), and CITIC Construction Investment Futures had the most short - position decrease (663 hands) [7]. IH (SSE 50) - Total position slightly increased, rising by 7,111 hands on August 18, and the position of the main contract 2509 increased by 3,527 hands. CITIC added more than 1,000 hands to short positions [1][10]. - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 12,884 hands. Guotai Junan Futures had the most long - position increase (767 hands), and Huatai Futures had the most long - position decrease (293 hands) [10]. - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 19,231 hands. CITIC Futures had the most short - position increase (1,785 hands), and Hongyuan Futures had the most short - position decrease (162 hands) [11]. IC (CSI 500) - Total position slightly increased, rising by 3,557 hands on August 18, while the position of the main contract 2509 decreased by 4,302 hands. Guojun and CITIC respectively increased and decreased short positions by more than 1,000 hands [1][15]. - Among the top 20 long - position seats, CITIC Futures ranked first with a total position of 36,776 hands. Huatai Futures had the most long - position increase (788 hands), and Guotai Junan Futures had the most long - position decrease (789 hands) [16]. - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 40,599 hands. Guotai Junan Futures had the most short - position increase (1,196 hands), and CITIC Futures had the most short - position decrease (1,602 hands) [17]. IM (CSI 1000) - Total position significantly increased, rising by 26,482 hands on August 18, and the position of the main contract 2509 increased by 2,215 hands. CITIC added more than 6,000 hands to both long and short positions [1][22]. - Among the top 20 long - position seats, Guotai Junan Futures ranked first with a total position of 49,842 hands. CITIC Futures had the most long - position increase (7,100 hands), and Guotou Futures had the most long - position decrease (258 hands) [22][23]. - Among the top 20 short - position seats, CITIC Futures ranked first with a total position of 81,498 hands. CITIC Futures had the most short - position increase (7,336 hands), and Bank of China Futures had the most short - position decrease (666 hands) [25].
股指期货持仓日度跟踪-20250814
Guang Fa Qi Huo· 2025-08-14 01:40
Report Industry Investment Rating - Not mentioned in the provided content Core Viewpoints - On August 14, 2025, the report analyzed the daily changes in the positions of four types of stock index futures (IF, IH, IC, IM) on August 13, 2025, including total position changes, main contract position changes, and position changes of the top 20 long and short positions [1][4][10][15][21] Summary by Directory IF (CSI 300) - Total position significantly increased, with the main contract IF2509 seeing a position increase of 11,069 hands, and the total position of the IF variety rising by 10,150 hands [1][4] - Among the top 20 long positions, CITIC Futures had the largest increase of 1,952 hands, while Everbright Futures had the largest decrease of 935 hands. Guotai Junan Futures ranked first with a total position of 45,042 hands [5] - Among the top 20 short positions, Dongzheng Futures had the largest increase of 1,558 hands, while Yong'an Futures had the largest decrease of 65 hands. CITIC Futures ranked first with a total position of 48,441 hands [7] IH (SSE 50) - Total position slightly increased, with the main contract IH2509 seeing a position increase of 5,144 hands, and the total position of the IH variety rising by 6,610 hands [1][10] - Among the top 20 long positions, Guotai Junan Futures had the largest increase of 1,100 hands, while Everbright Futures had the largest decrease of 271 hands. Guotai Junan Futures ranked first with a total position of 13,428 hands [10] - Among the top 20 short positions, Guotai Junan Futures had the largest increase of 1,305 hands, while Haitong Futures had the largest decrease of 172 hands. CITIC Futures ranked first with a total position of 19,227 hands [11] IC (CSI 500) - Total position significantly increased, with the main contract IC2509 seeing a position increase of 12,228 hands, and the total position of the IC variety rising by 11,324 hands [1][15] - Among the top 20 long positions, CITIC Futures had the largest increase of 2,812 hands, while Guotou Futures had the largest decrease of 562 hands. CITIC Futures ranked first with a total position of 34,666 hands [16] - Among the top 20 short positions, CITIC Futures had the largest increase of 3,478 hands, while Yong'an Futures had the largest decrease of 288 hands. CITIC Futures ranked first with a total position of 40,461 hands [17] IM (CSI 1000) - Total position significantly increased, with the main contract IM2509 seeing a position increase of 22,230 hands, and the total position of the IM variety rising by 32,273 hands [1][21] - Among the top 20 long positions, CITIC Futures had the largest increase of 6,947 hands, while Guotou Futures had the largest decrease of 827 hands. Guotai Junan Futures ranked first with a total position of 49,662 hands [21] - Among the top 20 short positions, CITIC Futures had the largest increase of 8,556 hands, while Shenyin Wanguo Futures had the largest decrease of 183 hands. CITIC Futures ranked first with a total position of 75,681 hands [23]
股指期货持仓日度跟踪-20250813
Guang Fa Qi Huo· 2025-08-13 01:59
1. Report Industry Investment Rating - No relevant information provided 2. Core View of the Report - On August 12, 2025, the total positions of IF, IH, IC, and IM varieties all decreased, with IM experiencing a significant decline, IC an obvious decline, IF an obvious decline, and IH a slight decline. The top 20 seats mainly reduced their positions, with Guojun reducing both long and short positions by over 5,000 lots in IM, CITIC reducing both long and short positions by around 3,000 lots in IC, and Guojun reducing both long and short positions by nearly 1,000 lots in IH [1][4][10][16][22] 3. Summary by Relevant Catalogs IF - **Total Position and Main Contract Position Changes**: On August 12, the total position of the IF variety decreased by 8,595 lots, and the position of the main contract 2509 decreased by 2,536 lots [4] - **Top 20 Long Position Seats**: Guotai Junan Futures ranked first with a total position of 44,257 lots. Yong'an Futures had the most long - position increase, adding 526 lots, while Haitong Futures had the most long - position decrease, reducing 1,869 lots [5] - **Top 20 Short Position Seats**: CITIC Futures ranked first with a total position of 47,282 lots. CITIC Construction Investment Futures had the most short - position increase, adding 656 lots, while CITIC Futures had the most short - position decrease, reducing 2,089 lots [7] IH - **Total Position and Main Contract Position Changes**: On August 12, the total position of the IH variety decreased by 8,595 lots, and the position of the main contract 2509 decreased by 2,556 lots [10] - **Top 20 Long Position Seats**: Guotai Junan Futures ranked first with a total position of 12,328 lots. Huawen Futures had the most long - position increase, adding 266 lots, while Guotai Junan Futures had the most long - position decrease, reducing 749 lots [11] - **Top 20 Short Position Seats**: CITIC Futures ranked first with a total position of 18,378 lots. Bank of China Futures had the most short - position increase, adding 303 lots, while Guotai Junan Futures had the most short - position decrease, reducing 1,088 lots [12] IC - **Total Position and Main Contract Position Changes**: On August 12, the total position of the IC variety decreased by 9,999 lots, and the position of the main contract 2509 decreased by 6,804 lots [16] - **Top 20 Long Position Seats**: CITIC Futures ranked first with a total position of 34,666 lots. J.P. Morgan had the most long - position increase, adding 102 lots, while CITIC Futures had the most long - position decrease, reducing 2,921 lots [17] - **Top 20 Short Position Seats**: CITIC Futures ranked first with a total position of 36,983 lots. Shanjin Futures had the most short - position increase, adding 201 lots, while CITIC Futures had the most short - position decrease, reducing 3,078 lots [18] IM - **Total Position and Main Contract Position Changes**: On August 12, the total position of the IM variety decreased by 20,490 lots, and the position of the main contract 2509 decreased by 6,804 lots [22] - **Top 20 Long Position Seats**: Guotai Junan Futures ranked first with a total position of 42,877 lots. Yong'an Futures had the most long - position increase, adding 309 lots, while Guotai Junan Futures had the most long - position decrease, reducing 5,384 lots [23] - **Top 20 Short Position Seats**: CITIC Futures ranked first with a total position of 67,125 lots. Shenyin Wanguo Futures had the most short - position increase, adding 205 lots, while Guotai Junan Futures had the most short - position decrease, reducing 5,390 lots [25]
股指期货持仓日度跟踪-20250730
Guang Fa Qi Huo· 2025-07-30 02:12
Report Summary 1. Investment Rating No investment rating for the industry is provided in the report. 2. Core View The report presents 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 for IF, IH, IC, and IM futures on July 29, 2025 [1][5][12]. 3. Summary by Related Catalogs IF Futures - Total position: The total position of the IF variety decreased by 4,319 contracts on July 29, with the position of the main contract 2509 decreasing by 3,158 contracts [5]. - Top 20 long seats: Guotai Junan Futures ranked first with a total position of 43,469 contracts. Huatai Futures had the largest increase in long positions, adding 518 contracts, while Guotou Futures had the largest decrease, reducing 1,197 contracts [6]. - Top 20 short seats: CITIC Futures ranked first with a total position of 48,016 contracts. Guoxin Futures had the largest increase in short positions, adding 335 contracts, while CITIC Futures had the largest decrease, reducing 1,370 contracts [8]. IH Futures - Total position: The total position of the IH variety decreased by 1,993 contracts on July 29, with the position of the main contract 2509 decreasing by 403 contracts. The total position remained relatively stable overall [13]. - Top 20 long seats: Guotai Junan Futures ranked first with a total position of 11,110 contracts. Guotou Futures had the largest increase in long positions, adding 162 contracts, while CITIC Futures had the largest decrease, reducing 707 contracts [14]. - Top 20 short seats: CITIC Futures ranked first with a total position of 19,561 contracts. Shenyin Wanguo Futures had the largest increase in short positions, adding 233 contracts, while CITIC Futures had the largest decrease, reducing 781 contracts [15]. IC Futures - Total position: The total position of the IC variety decreased by 3,909 contracts on July 29, with the position of the main contract 2509 decreasing by 2,825 contracts [20]. - Top 20 long seats: Guotai Junan Futures ranked first with a total position of 34,825 contracts. Guotai Junan Futures had the largest increase in long positions, adding 576 contracts, while Dongzheng Futures had the largest decrease, reducing 1,277 contracts [21]. - Top 20 short seats: CITIC Futures ranked first with a total position of 39,535 contracts. Guotai Junan Futures had the largest increase in short positions, adding 694 contracts, while Dongzheng Futures had the largest decrease, reducing 1,525 contracts [22]. IM Futures - Total position: The total position of the IM variety decreased by 8,839 contracts on July 29, with the position of the main contract 2509 decreasing by 5,877 contracts. The total position decreased significantly [26]. - Top 20 long seats: Guotai Junan Futures ranked first with a total position of 44,516 contracts. Guotai Junan Futures had the largest increase in long positions, adding 401 contracts, while Zhongtai Futures had the largest decrease, reducing 1,127 contracts [26]. - Top 20 short seats: CITIC Futures ranked first with a total position of 64,606 contracts. Yong'an Futures had the largest increase in short positions, adding 145 contracts, while CITIC Futures had the largest decrease, reducing 1,789 contracts [28].
股指期货持仓日度跟踪-20250729
Guang Fa Qi Huo· 2025-07-29 02:03
Report Summary 1. Report Industry Investment Rating - No information provided in the given content. 2. Core View of the Report - The report presents a daily tracking and evaluation of the positions of four major stock index futures contracts (IF, IH, IC, IM) on July 28, 2025, including changes in total positions, positions of the main contracts, and significant changes in the top 20 seats [1][5][11]. 3. Summary by Related Catalogs IF (CSI 300) - **Total Position and Main Contract Position Changes**: On July 28, the total position of the IF variety increased by 3,663 lots, and the position of the main contract 2509 increased by 1,331 lots [5]. - **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 44,543 lots. Haitong Futures had the most long - position increase, adding 1,488 lots, while GF Futures had the most long - position decrease, reducing 745 lots [6]. - **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 49,386 lots. CITIC Futures had the most short - position increase, adding 908 lots, while GF Futures had the most short - position decrease, reducing 1,354 lots [8]. IH (SSE 50) - **Total Position and Main Contract Position Changes**: On July 28, the total position of the IH variety decreased by 1,993 lots, and the position of the main contract 2509 decreased by 403 lots [11]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats of the IH variety on that day, CITIC Futures ranked first with a total position of 11,226 lots. Orient Futures had the most long - position increase, adding 367 lots, while Haitong Futures had the most long - position decrease, reducing 983 lots [11]. - **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 20,342 lots. CITIC Futures had the most short - position increase, adding 702 lots, while GF Futures had the most short - position decrease, reducing 1,102 lots [12]. IC (CSI 500) - **Total Position and Main Contract Position Changes**: On July 28, the total position of the IC variety increased by 3,134 lots, and the position of the main contract 2509 increased by 1,256 lots [16]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats of the IC variety on that day, Guotai Junan Futures ranked first with a total position of 34,249 lots. Orient Futures had the most long - position increase, adding 1,064 lots, while Guotou Futures had the most long - position decrease, reducing 741 lots [17]. - **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 40,763 lots. Orient Futures had the most short - position increase, adding 1,250 lots, while CITIC Futures had the most short - position decrease, reducing 821 lots [18]. IM (CSI 1000) - **Total Position and Main Contract Position Changes**: On July 28, the total position of the IM variety increased significantly by 11,728 lots, and the position of the main contract 2509 increased by 7,522 lots [22]. - **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 44,115 lots. Haitong Futures had the most long - position increase, adding 2,661 lots, while Huatai Futures had the most long - position decrease, reducing 459 lots [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 66,395 lots. Guotai Junan had the most short - position increase, adding 3,355 lots, while Guotou Futures had the most short - position decrease, reducing 571 lots [25].
股指期货持仓日度跟踪-20250728
Guang Fa Qi Huo· 2025-07-28 11:53
Report Summary 1. Report Industry Investment Rating - Not provided 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, showing that on July 25, 2025, the total positions of IF and IM decreased significantly, while those of IH and IC decreased slightly [1][5][11][17][22] 3. Summary by Related Catalogs IF - **Total Position and Main Contract Position Changes**: On July 25, the total position of the IF variety decreased by 11,192 hands, and the position of the main contract 2509 decreased by 7,721 hands [5] - **Top Twenty Long Position Seats**: Among the top twenty long position seats of the IF variety on that day, Guotai Junan Futures ranked first with a total position of 43,899 hands. Everbright Futures had the most long - position increase, with an intraday increase of 373 hands, while CITIC Futures had the most long - position decrease, with an intraday decrease of 2,766 hands [6] - **Top Twenty Short Position Seats**: Among the top twenty short position seats of the IF variety on that day, CITIC Futures ranked first with a total position of 48,478 hands. Shenyin Wanguo Futures had the most short - position increase, with an intraday increase of 99 hands, and CITIC Futures had the most short - position decrease, with an intraday decrease of 2,118 hands [8] IH - **Total Position and Main Contract Position Changes**: On July 25, the total position of the IH variety decreased by 3,451 hands, and the position of the main contract 2509 decreased by 2,625 hands [11] - **Top Twenty Long Position Seats**: Among the top twenty long position seats of the IH variety on that day, Guotai Junan Futures ranked first with a total position of 11,273 hands. Everbright Futures had the most long - position increase, with an intraday increase of 340 hands, and CITIC Futures had the most long - position decrease, with an intraday decrease of 1,001 hands [12] - **Top Twenty Short Position Seats**: Among the top twenty short position seats of the IH variety on that day, CITIC Futures ranked first with a total position of 19,640 hands. Everbright Futures had the most short - position increase, with an intraday increase of 940 hands, and CITIC Futures had the most short - position decrease, with an intraday decrease of 1,231 hands [13] IC - **Total Position and Main Contract Position Changes**: On July 25, the total position of the IC variety decreased by 4,233 hands, and the position of the main contract 2509 decreased by 2,797 hands [17] - **Top Twenty Long Position Seats**: Among the top twenty long position seats of the IC variety on that day, Guotai Junan Futures ranked first with a total position of 33,265 hands. Guotou Futures had the most long - position increase, with an intraday increase of 392 hands, and CITIC Futures had the most long - position decrease, with an intraday decrease of 1,211 hands [17] - **Top Twenty Short Position Seats**: Among the top twenty short position seats of the IC variety on that day, CITIC Futures ranked first with a total position of 41,584 hands. Haitong Futures had the most short - position increase, with an intraday increase of 456 hands, and Dongzheng Futures had the most short - position decrease, with an intraday decrease of 1,416 hands [18] IM - **Total Position and Main Contract Position Changes**: On July 25, the total position of the IM variety decreased by 11,290 hands, and the position of the main contract 2509 decreased by 8,546 hands [22] - **Top Twenty Long Position Seats**: Among the top twenty long position seats of the IM variety on that day, Guotai Junan Futures ranked first with a total position of 42,332 hands. Shenyin Wanguo Futures had the most long - position increase, with an intraday increase of 1,056 hands, and Guotai Junan Futures had the most long - position decrease, with an intraday decrease of 4,057 hands [22] - **Top Twenty Short Position Seats**: Among the top twenty short position seats of the IM variety on that day, CITIC Futures ranked first with a total position of 64,643 hands. J.P. Morgan had the most short - position increase, with an intraday increase of 536 hands, and Guotai Junan Futures had the most short - position decrease, with an intraday decrease of 4,459 hands [24]
股指期货持仓日度跟踪-20250716
Guang Fa Qi Huo· 2025-07-16 01:11
Report Summary 1. Report Industry Investment Rating - No information provided on the industry investment rating in the given content. 2. Core Viewpoints - 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, positions of the main contracts, and the significant changes in the top 20 seats for each type of futures on July 15, 2025 [1][5][12][18][23]. 3. Summary by Related Catalogs IF (CSI 300) - **Total Position and Main Contract Position Changes**: On July 15, the total position of the IF variety increased by 3,863 lots, and the position of the main contract 2509 increased by 2,640 lots [5]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats, CITIC Futures had the largest increase in long positions, adding 1,950 lots, while Guotou Futures had the largest decrease, reducing 752 lots. Guotai Junan Futures ranked first with a total long - position of 47,614 lots [6]. - **Top 20 Short Seats Position Changes**: Among the top 20 short seats, Guotai Junan Futures had the largest increase in short positions, adding 1,693 lots, while Guotou Futures had the largest decrease, reducing 1,355 lots. CITIC Futures ranked first with a total short - position of 51,919 lots [8]. IH (SSE 50) - **Total Position and Main Contract Position Changes**: On July 15, the total position of the IH variety increased by 1,424 lots, and the position of the main contract 2509 increased by 1,546 lots [12]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats, Guotai Junan Futures had the largest increase in long positions, adding 1,360 lots, while CITIC Futures had the largest decrease, reducing 502 lots. Guotai Junan Futures ranked first with a total long - position of 13,206 lots [13]. - **Top 20 Short Seats Position Changes**: Among the top 20 short seats, CITIC Futures had the largest increase in short positions, adding 880 lots, while Baocheng Futures had the largest decrease, reducing 407 lots. CITIC Futures ranked first with a total short - position of 17,190 lots [14]. IC (CSI 500) - **Total Position and Main Contract Position Changes**: On July 15, the total position of the IC variety increased by 3,901 lots, while the position of the main contract 2507 decreased by 5,099 lots [18]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats, Guotai Junan Futures had the largest increase in long positions, adding 1,222 lots, while Dongzheng Futures had the largest decrease, reducing 482 lots. CITIC Futures ranked first with a total long - position of 36,494 lots [18]. - **Top 20 Short Seats Position Changes**: Among the top 20 short seats, Haitong Futures had the largest increase in short positions, adding 1,210 lots, while Dongzheng Futures had the largest decrease, reducing 473 lots. CITIC Futures ranked first with a total short - position of 44,182 lots [19]. IM (CSI 1000) - **Total Position and Main Contract Position Changes**: On July 15, the total position of the IM variety increased by 18,183 lots, and the position of the main contract 2509 increased by 13,659 lots [23]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats, CITIC Futures had the largest increase in long positions, adding 5,142 lots, while GF Futures had the largest decrease, reducing 900 lots. Guotai Junan Futures ranked first with a total long - position of 44,584 lots [24]. - **Top 20 Short Seats Position Changes**: Among the top 20 short seats, CITIC Futures had the largest increase in short positions, adding 4,962 lots, while Yong'an Futures had the largest decrease, reducing 229 lots. CITIC Futures ranked first with a total short - position of 67,026 lots [26].
股指期货持仓日度跟踪-20250704
Guang Fa Qi Huo· 2025-07-04 07:47
1. Report Industry Investment Rating - There is no information provided regarding the report industry investment rating in the given content. 2. Core View of the Report - The report presents a daily tracking and analysis of the positions of stock index futures, including IF, IH, IC, and IM. It details the changes in total positions, positions of the main contracts, and the significant changes in the top 20 seats for each type of futures [1]. 3. Summary According to the Directory IF (CSI 300) - **Total Position and Main Contract Position Changes**: On July 3, the total position of the IF variety decreased by 481 lots, and the position of the main contract 2509 decreased by 663 lots [5]. - **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 42,227 lots. Haitong Futures had the largest increase in long positions, with an intraday increase of 361 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 1,216 lots [6]. - **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 44,160 lots. Haitong Futures had the largest increase in short positions, with an intraday increase of 421 lots, while Guotai Junan Futures had the largest decrease, with an intraday decrease of 1,246 lots [8]. IH (SSE 50) - **Total Position and Main Contract Position Changes**: On July 3, the total position of the IH variety decreased by 1,877 lots, and the position of the main contract 2509 decreased by 921 lots [11]. - **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 9,076 lots. Shenyin Wanguo Futures had the largest increase in long positions, with an intraday increase of 146 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 730 lots [12]. - **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 10,715 lots. GF Futures had the largest increase in short positions, with an intraday increase of 289 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 674 lots [13]. IC (CSI 500) - **Total Position and Main Contract Position Changes**: On July 3, the total position of the IC variety increased by 1,566 lots, and the position of the main contract 2507 decreased by 153 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 33,786 lots. Haitong Futures had the largest increase in long positions, with an intraday increase of 572 lots, while Huatai Futures had the largest decrease, with an intraday decrease of 1,010 lots [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 39,153 lots. Haitong Futures had the largest increase in short positions, with an intraday increase of 403 lots, while Dongzheng Futures had the largest decrease, with an intraday decrease of 251 lots [19]. IM (CSI 1000) - **Total Position and Main Contract Position Changes**: On July 3, the total position of the IM variety increased by 2,566 lots, and the position of the main contract 2509 increased by 2,343 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 40,357 lots. CITIC Futures had the largest increase in long positions, with an intraday increase of 870 lots, while Guoxin Futures had the largest decrease, with an intraday decrease of 397 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 57,260 lots. Haitong Futures had the largest increase in short positions, with an intraday increase of 817 lots, while CITIC Futures had the largest decrease, with an intraday decrease of 1,067 lots [26].
股指期货持仓日度跟踪-20250703
Guang Fa Qi Huo· 2025-07-03 01:37
Group 1: Report Core View - The report provides a daily tracking and brief review of the positions of stock index futures, including IF, IH, IC, and IM, with details on total positions, main - contract positions, and changes in the top 20 long and short positions [1][2] Group 2: IF Index Futures Total and Main - Contract Positions - On July 2, the total position of the IF variety increased by 676 lots, and the position of the main contract 2509 increased by 61 lots [5] Top 20 Long - Position Changes - Among the top 20 long - position seats of the IF variety, Guotai Junan Futures ranked first with a total position of 43,443 lots. Guotai Junan Futures had the largest long - position increase, adding 1,604 lots, while Everbright Futures had the largest long - position decrease, cutting 287 lots [6] Top 20 Short - Position Changes - Among the top 20 short - position seats of the IF variety, CITIC Futures ranked first with a total position of 44,199 lots. Guotai Junan Futures had the largest short - position increase, adding 723 lots, while CITIC Futures had the largest short - position decrease, cutting 448 lots [8] Group 3: IH Index Futures Total and Main - Contract Positions - On July 2, the total position of the IH variety decreased by 656 lots, and the position of the main contract 2509 decreased by 400 lots [11] Top 20 Long - Position Changes - Among the top 20 long - position seats of the IH variety, Guotai Junan Futures ranked first with a total position of 9,722 lots. Haitong Futures had the largest long - position increase, adding 301 lots, while Galaxy Futures had the largest long - position decrease, cutting 198 lots [12] Top 20 Short - Position Changes - Among the top 20 short - position seats of the IH variety, Guotai Junan Futures ranked first with a total position of 11,327 lots. CITIC Futures had the largest short - position increase, adding 343 lots, while GF Futures had the largest short - position decrease, cutting 477 lots [13] Group 4: IC Index Futures Total and Main - Contract Positions - On July 2, the total position of the IC variety decreased by 1,936 lots, and the position of the main contract 2507 decreased by 108 lots [17] Top 20 Long - Position Changes - Among the top 20 long - position seats of the IC variety, CITIC Futures ranked first with a total position of 33,243 lots. Haitong Futures had the largest long - position increase, adding 1,050 lots, while Guotai Junan Futures had the largest long - position decrease, cutting 1,004 lots [18] Top 20 Short - Position Changes - Among the top 20 short - position seats of the IC variety, CITIC Futures ranked first with a total position of 38,833 lots. Haitong Futures had the largest short - position increase, adding 479 lots, while Guotai Junan Futures had the largest short - position decrease, cutting 1,373 lots [19] Group 5: IM Index Futures Total and Main - Contract Positions - On July 2, the total position of the IM variety decreased by 8,772 lots, and the position of the main contract 2509 decreased by 5,718 lots [23] Top 20 Long - Position Changes - Among the top 20 long - position seats of the IM variety, Guotai Junan Futures ranked first with a total position of 40,430 lots. Guoxin Futures had the largest long - position increase, adding 268 lots, while CITIC Futures had the largest long - position decrease, cutting 3,155 lots [23] Top 20 Short - Position Changes - Among the top 20 short - position seats of the IM variety, CITIC Futures ranked first with a total position of 58,327 lots. Guoxin Futures had the largest short - position increase, adding 455 lots, while CITIC Futures had the largest short - position decrease, cutting 2,713 lots [24]