Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: July 14, 2025 [2] IM Futures Market Summary - IM main contract dropped 0.3% to close at 6302.2 points [5] - Total trading volume of four IM contracts was 132,782 lots, down 134,671 lots from the previous day; total open interest was 326,601 lots, down 28,320 lots [5] - IM main contract was at a discount of 160.11 points, down 18.81 points from the previous day; annualized basis rate was -13.64% [5] Daily Quotes | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 1000 | 6462.31 | 0.02% | 24,206 | -14% | 302.6 billion | -14% | - | - | - | | IM2507 | 6442.20 | -0.20% | 37,369 | -46% | 48.2 billion | -46% | 58,996 | -14,229 | 91 | | IM2508 | 6373.40 | -0.29% | 10,738 | -36% | 13.7 billion | -36% | 24,530 | 2,724 | 38 | | IM2509 | 6302.20 | -0.30% | 71,184 | -52% | 89.8 billion | -51% | 168,013 | -13,493 | 254 | | IM2512 | 6120.80 | -0.28% | 13,491 | -60% | 16.5 billion | -60% | 75,062 | -3,322 | 110 | [3] Basis and Premium/Discount | Contract | Closing Price | Maturity Date | Remaining Days | Dividend Value | Premium/Discount Points | Premium/Discount Rate | Annualized Premium/Discount Rate | | --- | --- | --- | --- | --- | --- | --- | --- | | Spot | 6462.31 | - | - | - | - | - | - | | Current Month | 6442.20 | 2025-07-18 | 4 | 4.00 | -20.11 | -0.3% | -22.8% | | Next Month | 6373.40 | 2025-08-15 | 32 | 8.58 | -88.91 | -1.5% | -15.4% | | First Quarter | 6302.20 | 2025-09-19 | 67 | 9.78 | -160.11 | -2.7% | -13.6% | | Second Quarter | 6120.80 | 2025-12-19 | 158 | 10.58 | -341.51 | -5.7% | -12.8% | [14] IF Futures Market Summary - IF main contract dropped 0.33% to close at 3985.8 points [24] - Total trading volume of four IF contracts was 80,048 lots, down 83,463 lots from the previous day; total open interest was 263,468 lots, down 19,160 lots [24] - IF main contract was at a discount of 31.87 points, down 10.46 points from the previous day; annualized basis rate was -4.29% [24] Daily Quotes | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 300 | 4017.67 | 0.07% | 20,792 | -21% | 32.14 billion | -28% | - | - | - | | IF2507 | 4009.00 | -0.29% | 28,382 | -47% | 34.2 billion | -47% | 49,850 | -12,573 | 72 | | IF2508 | 3995.40 | -0.30% | 6,951 | -23% | 8.3 billion | -23% | 15,737 | 2,405 | 23 | | IF2509 | 3985.80 | -0.33% | 37,589 | -56% | 45.0 billion | -56% | 150,188 | -8,205 | 216 | | IF2512 | 3955.20 | -0.41% | 7,126 | -56% | 8.5 billion | -56% | 47,693 | -787 | 68 | [23] Basis and Premium/Discount | Contract | Closing Price | Maturity Date | Remaining Days | Dividend Impact | Premium/Discount Points | Premium/Discount Rate | Annualized Premium/Discount Rate | | --- | --- | --- | --- | --- | --- | --- | --- | | Spot | 4017.67 | - | - | - | - | - | - | | Current Month | 4009.00 | 2025-07-18 | 4 | 8.71 | -8.67 | -0.2% | -15.8% | | Next Month | 3995.40 | 2025-08-15 | 32 | 16.71 | -22.27 | -0.6% | -6.2% | | First Quarter | 3985.80 | 2025-09-19 | 67 | 19.57 | -31.87 | -0.8% | -4.3% | | Second Quarter | 3955.20 | 2025-12-19 | 158 | 19.57 | -62.47 | -1.6% | -3.6% | [32] IC Futures Market Summary - IC main contract dropped 0.39% to close at 5897.6 points [41] - Total trading volume of four IC contracts was 66,406 lots, down 57,299 lots from the previous day; total open interest was 227,301 lots, down 14,672 lots [41] - IC main contract was at a discount of 123.26 points, down 16.58 points from the previous day; annualized basis rate was -11.22% [42] Daily Quotes | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 500 | 6020.86 | -0.10% | 18,928 | -15% | 22.63 billion | -14% | - | - | - | | IC2507 | 6008.40 | -0.30% | 28,123 | -42% | 3.38 billion | -42% | 52,714 | -13,063 | 76 | | IC2508 | 5951.40 | -0.36% | 9,438 | -16% | 1.13 billion | -16% | 22,340 | 3,845 | 32 | | IC2509 | 5897.60 | -0.39% | 22,467 | -53% | 2.66 billion | -53% | 94,404 | -4,713 | 134 | | IC2512 | 5774.60 | -0.43% | 6,378 | -61% | 0.74 billion | -61% | 57,843 | -741 | 80 | [41] Basis and Premium/Discount | Contract | Closing Price | Maturity Date | Remaining Days | Dividend Value | Premium/Discount Points | Premium/Discount Rate | Annualized Premium/Discount Rate | | --- | --- | --- | --- | --- | --- | --- | --- | | Spot | 6020.86 | - | - | - | - | - | - | | Current Month | 6008.40 | 2025-07-18 | 4 | 2.37 | -12.46 | -0.2% | - | | Next Month | 5951.40 | 2025-08-15 | 32 | 10.36 | -69.46 | -1.2% | - | | First Quarter | 5897.60 | 2025-09-19 | 67 | 12.06 | -123.26 | -2.0% | -11.2% | | Second Quarter | 5774.60 | 2025-12-19 | 158 | 18.61 | -246.26 | -4.1% | - | [45] IH Futures Market Summary - IH main contract dropped 0.5% to close at 2747.4 points [56] - Total trading volume of four IH contracts was 41,336 lots, down 49,239 lots from the previous day; total open interest was 96,055 lots, down 14,582 lots [56] - IH main contract was at a discount of 10.41 points, down 5.24 points from the previous day; annualized basis rate was -2.03% [57] Daily Quotes | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 2757.81 | 0.04% | 5,149 | -33% | 9.00 billion | -38% | - | - | - | | IH2507 | 2751.80 | -0.46% | 14,360 | -49% | 1.19 billion | -49% | 24,607 | -6,696 | 24 | | IH2508 | 2748.60 | -0.53% | 2,702 | -28% | 0.22 billion | -28% | 4,169 | 221 | 4 | | IH2509 | 2747.40 | -0.50% | 21,777 | -58% | 1.80 billion | -58% | 56,656 | -7,554 | 56 | | IH2512 | 2750.00 | -0.48% | 2,497 | -61% | 0.21 billion | -61% | 10,623 | -553 | 11 | [56] Basis and Premium/Discount | Contract | Closing Price | Maturity Date | Remaining Days | Dividend Value | Premium/Discount Points | Premium/Discount Rate | Annualized Premium/Discount Rate | | --- | --- | --- | --- | --- | --- | --- | --- | | Spot | 2757.81 | - | - | - | - | - | - | | Current Month | 2751.80 | 2025-07-18 | 4 | 7.91 | -6.01 | -0.2% | -15.9% | | Next Month | 2748.60 | 2025-08-15 | 32 | 11.36 | -9.21 | -0.3% | -3.7% | | First Quarter | 2747.40 | 2025-09-19 | 67 | 12.15 | -10.41 | -0.4% | -2.0% | | Second Quarter | 2750.00 | 2025-12-19 | 158 | 12.15 | -7.81 | -0.3% | -0.7% | [64]
银河期货股指期货数据日报-20250714
Yin He Qi Huo·2025-07-14 14:05