Report Summary 1. Report Information - Report Title: "Stock Index Futures Data Daily Report" [1] - Report Date: July 1, 2025 [2] 2. IM (CSI 1000 Index Futures) 2.1 Market Quotes - The closing price of CSI 1000 was 6,373.77, up 0.28%. The total trading volume of the four IM contracts was 181,858 lots, an increase of 9,846 lots from the previous day; the total open interest was 327,974 lots, an increase of 10,329 lots from the previous day [4][5]. - The main contract of IM (IM2509) fell 0.36% to close at 6,133.4 points. The main contract was at a discount of 240.37 points, a decrease of 32.79 points from the previous day; the annualized basis rate was -17.66% [4][5]. 2.2 Key Data of Each Contract | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 1000 | 6,373.77 | 0.28% | 24,354 | 3% | 3,343 | -1% | - | - | - | | IM2507 | 6,286.80 | -0.04% | 52,561 | -1% | 659 | -1% | 84,569 | 1,694 | 128 | | IM2508 | 6,210.40 | -0.22% | 5,612 | 33% | 70 | 33% | 8,638 | 1,368 | 13 | | IM2509 | 6,133.40 | -0.36% | 103,226 | 9% | 1,263 | 9% | 164,955 | 6,227 | 243 | | IM2512 | 5,951.40 | -0.47% | 20,459 | 2% | 243 | 1% | 69,812 | 1,040 | 100 | [4] 2.3 Dividend Impact and Basis Information - The dividend impacts of the four IM contracts were 13.64 points, 16.17 points, 18.13 points, and 18.91 points respectively [5]. 2.4 Main Seats' Information - The information of the top five, ten, and twenty seats in terms of trading volume, long positions, and short positions for each contract (IM2507, IM2508, IM2509, IM2512) is detailed in the report, showing changes compared to the previous day [18][20][22] 3. IF (CSI 300 Index Futures) 3.1 Market Quotes - The closing price of CSI 300 was 3,942.76, up 0.17%. The total trading volume of the four IF contracts was 70,001 lots, a decrease of 8,991 lots from the previous day; the total open interest was 238,772 lots, a decrease of 5,835 lots from the previous day [23][26]. - The main contract of IF (IF2509) fell 0.03% to close at 3,886 points. The main contract was at a discount of 56.76 points, a decrease of 6.48 points from the previous day; the annualized basis rate was -6.58% [23][26]. 3.2 Key Data of Each Contract | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 300 | 3,942.76 | 0.17% | 12,896 | -11% | 2,361 | -18% | - | - | - | | IF2507 | 3,911.60 | 0.10% | 28,002 | -9% | 328 | -9% | 60,998 | -4,473 | 86 | | IF2508 | 3,895.00 | 0.01% | 1,906 | -6% | 22 | -6% | 4,228 | 546 | 6 | | IF2509 | 3,886.00 | -0.03% | 34,558 | -14% | 403 | -14% | 132,977 | -2,451 | 186 | | IF2512 | 3,850.20 | -0.17% | 5,535 | -8% | 64 | -9% | 40,569 | 543 | 56 | [23] 3.3 Dividend Impact and Basis Information - The dividend impacts of the four IF contracts were 22.14 points, 28.03 points, 30.97 points, and 30.97 points respectively [32]. 3.4 Main Seats' Information - The information of the top five, ten, and twenty seats in terms of trading volume, long positions, and short positions for each contract (IF2507, IF2508, IF2509, IF2512) is detailed in the report, showing changes compared to the previous day [36][37][39] 4. IC (CSI 500 Index Futures) 4.1 Market Quotes - The closing price of CSI 500 was 5,934.67, up 0.33%. The total trading volume of the four IC contracts was 68,686 lots, a decrease of 2,617 lots from the previous day; the total open interest was 220,821 lots, a decrease of 540 lots from the previous day [41][42]. - The main contract of IC (IC2509) fell 0.19% to close at 5,764.6 points. The main contract was at a discount of 170.07 points, a decrease of 23.48 points from the previous day; the annualized basis rate was -13.29% [41][42]. 4.2 Key Data of Each Contract | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 500 | 5,934.67 | 0.33% | 15,419 | -7% | 2,136 | -6% | - | - | - | | IC2507 | 5,868.00 | 0.01% | 31,394 | -5% | 368 | -5% | 70,063 | -3,404 | 99 | | IC2508 | 5,817.60 | -0.13% | 3,013 | -1% | 35 | -1% | 5,616 | 796 | 8 | | IC2509 | 5,764.60 | -0.19% | 26,248 | -5% | 302 | -5% | 92,761 | 1,286 | 128 | | IC2512 | 5,639.60 | -0.28% | 8,031 | 3% | 90 | 3% | 52,381 | 782 | 71 | [41] 3.3 Dividend Impact and Basis Information - The dividend impacts of the four IC contracts were 12.64 points, 17.83 points, 19.77 points, and 26.34 points respectively [47]. 3.4 Main Seats' Information - The information of the top five, ten, and twenty seats in terms of trading volume, long positions, and short positions for each contract (IC2507, IC2508, IC2509, IC2512) is detailed in the report, showing changes compared to the previous day [53][55][57] 5. IH (SSE 50 Index Futures) 5.1 Market Quotes - The closing price of SSE 50 was 2,717.71, up 0.21%. The total trading volume of the four IH contracts was 32,102 lots, a decrease of 8,576 lots from the previous day; the total open interest was 83,173 lots, a decrease of 2,668 lots from the previous day [59]. - The main contract of IH (IH2509) rose 0.08% to close at 2,689.8 points. The main contract was at a discount of 27.91 points, a decrease of 4.92 points from the previous day; the annualized basis rate was -4.68% [59][60]. 5.2 Key Data of Each Contract | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 2,717.71 | 0.21% | 3,303 | -14% | 661 | -13% | - | - | - | | IH2507 | 2,696.00 | 0.16% | 11,086 | -22% | 90 | -22% | 24,800 | -1,601 | 24 | | IH2508 | 2,691.00 | 0.12% | 999 | 17% | 8 | 17% | 1,764 | 8 | 2 | | IH2509 | 2,689.80 | 0.08% | 17,755 | -23% | 143 | -23% | 48,099 | -1,034 | 47 | | IH2512 | 2,689.60 | 0.08% | 2,262 | -12% | 18 | -12% | 8,510 | -41 | 8 | [59] 5.3 Dividend Impact and Basis Information - The dividend impacts of the four IH contracts were 20.88 points, 23.44 points, 24.26 points, and 24.26 points respectively [69]. 5.4 Main Seats' Information - The information of the top five, ten, and twenty seats in terms of trading volume, long positions, and short positions for each contract (IH2507, IH2509) is detailed in the report, showing changes compared to the previous day [73][75]
银河期货股指期货数据日报-20250701
Yin He Qi Huo·2025-07-01 13:55