银河期货股指期货数据日报-20250710

1. Report Industry Investment Rating - Not provided in the given content 2. Report Core View - The report presents the daily data of stock index futures including IM, IF, IC, and IH on July 10, 2025, covering their market quotes, trading volume, open interest, basis, and positions of major seats [4][21][39][53] 3. Summary by Relevant Catalogs 3.1 IM Index Futures - Market Quotes: The closing price of the CSI 1000 index was 6406.57, up 0.25%. The main contract IM2509 rose 0.19% to 6231.6 points. The total trading volume of the four contracts was 168,165 lots, an increase of 5,777 lots from the previous day, and the total open interest was 333,057 lots, an increase of 11,313 lots [4][5] - Basis: The main contract was at a discount of 174.97 points, up 1.5 points from the previous day, with an annualized basis rate of -14.23% [5] - Positions of Major Seats: In IM2507, the top five trading volume seats were led by CITIC Futures (on behalf of clients) with 29,040 lots. For long positions, Guotai Junan (on behalf of clients) held 21,994 lots, and for short positions, CITIC Futures (on behalf of clients) held 34,821 lots [17] 3.2 IF Index Futures - Market Quotes: The closing price of the SSE 300 index was 4010.02, up 0.47%. The main contract IF2509 rose 0.38% to 3972 points. The total trading volume of the four contracts was 97,027 lots, an increase of 14,938 lots from the previous day, and the total open interest was 258,020 lots, an increase of 11,835 lots [21][22] - Basis: The main contract was at a discount of 38.02 points, up 0.58 points from the previous day, with an annualized basis rate of -4.85% [22] - Positions of Major Seats: In IF2507, the top five trading volume seats were led by CITIC Futures (on behalf of clients) with 11,334 lots. For long positions, Guotai Junan (on behalf of clients) held 9,457 lots, and for short positions, CITIC Futures (on behalf of clients) held 13,611 lots [35] 3.3 IC Index Futures - Market Quotes: The closing price of the CSI 500 index was 5983.05, up 0.50%. The main contract IC2509 rose 0.42% to 5854.2 points. The total trading volume of the four contracts was 73,407 lots, an increase of 2,623 lots from the previous day, and the total open interest was 227,469 lots, an increase of 5,291 lots [39][40] - Basis: The main contract was at a discount of 128.85 points, up 1.24 points from the previous day, with an annualized basis rate of -11.16% [40] - Positions of Major Seats: In IC2507, the top five trading volume seats were led by Guotai Junan (on behalf of clients) with 9,878 lots. For long positions, CITIC Futures (on behalf of clients) held 15,111 lots, and for short positions, CITIC Futures (on behalf of clients) held 16,422 lots [48] 3.4 IH Index Futures - Market Quotes: The closing price of the SSE 50 index was 2756.93, up 0.62%. The main contract IH2509 rose 0.49% to 2740.4 points. The total trading volume of the four contracts was 56,248 lots, an increase of 13,869 lots from the previous day, and the total open interest was 95,486 lots, an increase of 9,632 lots [53] - Basis: The main contract was at a discount of 16.53 points, down 0.61 points from the previous day, with an annualized basis rate of -3.06% [54] - Positions of Major Seats: In IH2507, the top five trading volume seats were led by CITIC Futures (on behalf of clients) with 6,558 lots. For long positions, CITIC Futures (on behalf of clients) held 4,506 lots, and for short positions, Guotai Junan (on behalf of clients) held 5,852 lots [64]