Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: June 19, 2025 [2] IM Futures Daily Quotes - The closing price of the CSI 1000 was 6048.22, down 1.42%. The total trading volume of the four IM contracts was 228,414 lots, an increase of 40,215 lots from the previous day, and the total open interest was 336,516 lots, an increase of 14,528 lots from the previous day. The main contract of IM (IM2506) fell 1.16% to close at 6050.4 points [3][4]. Basis and Cost - The main contract of IM had a premium of 2.18 points, up 13.37 points from the previous day, and the annualized basis rate was 6.56%. The dividend impacts of the four IM contracts were 2.08 points, 17.29 points, 21.19 points, and 21.8 points respectively [4]. Major Seats - In terms of trading volume, the top five seats were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Guoxin Futures (on behalf of clients). In terms of long positions, the top five seats were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Zhongtai Futures (on behalf of clients), and Galaxy Futures (on behalf of clients). In terms of short positions, the top five seats were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Orient Futures (on behalf of clients), Huatai Futures (on behalf of clients), and UBS Futures (on behalf of clients) [16]. IF Futures Daily Quotes - The closing price of the CSI 300 was 3843.09, down 0.82%. The total trading volume of the four IF contracts was 117,508 lots, an increase of 11,841 lots from the previous day, and the total open interest was 242,993 lots, an increase of 4,729 lots from the previous day. The main contract of IF (IF2506) fell 0.80% to close at 3840.40 points [21][23]. Basis and Cost - The main contract of IF had a discount of 2.69 points, up 0.08 points from the previous day, and the annualized basis rate was -12.79%. The dividend impacts of the four IF contracts were 2.89 points, 34.54 points, 46.76 points, and 46.76 points respectively [23]. Major Seats - In terms of trading volume, the top five seats were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Orient Futures (on behalf of clients), Guoxin Futures (on behalf of clients), and Haitong Futures (on behalf of clients). In terms of long positions, the top five seats were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Guotou Futures (on behalf of clients), Everbright Futures (on behalf of clients), and Guoxin Futures (on behalf of clients). In terms of short positions, the top five seats were CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Guotai Junan (on behalf of clients), Morgan Stanley Futures (on behalf of clients), and GF Futures (on behalf of clients) [35]. IC Futures Daily Quotes - The closing price of the CSI 500 was 5676.83, down 1.20%. The total trading volume of the four IC contracts was 105,878 lots, an increase of 16,933 lots from the previous day, and the total open interest was 227,844 lots, an increase of 8,682 lots from the previous day. The main contract of IC (IC2506) fell 1.03% to close at 5677.80 points [39][40]. Basis and Cost - The main contract of IC had a premium of 0.97 points, up 8.84 points from the previous day, and the annualized basis rate was 3.11%. The dividend impacts of the four IC contracts were 3 points, 21.39 points, 29.36 points, and 35.91 points respectively [40]. Major Seats - In terms of trading volume, the top five seats were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Guoxin Futures (on behalf of clients). In terms of long positions, the top five seats were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Guotou Futures (on behalf of clients). In terms of short positions, the top five seats were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Huatai Futures (on behalf of clients), and Guotou Futures (on behalf of clients) [49]. IH Futures Daily Quotes - The closing price of the SSE 50 was 2665.52, down 0.54%. The total trading volume of the four IH contracts was 56,937 lots, an increase of 8,507 lots from the previous day, and the total open interest was 83,607 lots, an increase of 2,290 lots from the previous day. The main contract of IH (IH2506) fell 0.63% to close at 2659.20 points [55]. Basis and Cost - The main contract of IH had a discount of 6.32 points, down 3.8 points from the previous day, and the annualized basis rate was -43.37%. The dividend impacts of the four IH contracts were 4.76 points, 36.27 points, 44.66 points, and 44.66 points respectively [56]. Major Seats - In terms of trading volume, the top five seats were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Guoxin Futures (on behalf of clients), and Guotou Futures (on behalf of clients). In terms of long positions, the top five seats were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Zhongtai Futures (on behalf of clients), Orient Futures (on behalf of clients), and Guotou Futures (on behalf of clients). In terms of short positions, the top five seats were CITIC Futures (on behalf of clients), GF Futures (on behalf of clients), Guotai Junan (on behalf of clients), Huatai Futures (on behalf of clients), and Haitong Futures (on behalf of clients) [69].
银河期货股指期货数据日报-20250619
Yin He Qi Huo·2025-06-19 13:40