银河期货股指期货数据日报-20250715

1. Report Title and Date - Report title: Stock Index Futures Data Daily Report [1] - Date: July 15, 2025 [2] 2. IM Futures 2.1 Market Quotes - The closing price of CSI 1000 was 6,442.83, down 0.30%. The main contract IM2509 fell 0.55% to close at 6,277.4 points [3]. - The total trading volume of the four IM contracts was 210,590 lots, an increase of 77,808 lots from the previous day. The total open interest was 344,784 lots, an increase of 18,183 lots from the previous day [4]. 2.2 Basis and Other Information - The main contract was at a discount of 165.43 points, a decrease of 5.32 points from the previous day. The annualized basis rate was -14.36% [4]. - The dividend impacts of the four IM contracts were 2.9 points, 7.49 points, 8.69 points, and 9.48 points respectively [4]. 2.3 Main Seats - Different seats had varying trading volumes, long - positions, and short - positions, with corresponding changes from the previous day. For example, in IM2507, the top five seats in terms of trading volume had a total of 100,424 lots, an increase of 38,640 lots from the previous day [17]. 3. IF Futures 3.1 Market Quotes - The closing price of CSI 300 was 4,019.06, up 0.03%. The main contract IF2509 fell 0.24% to close at 3,980.6 points [22]. - The total trading volume of the four IF contracts was 124,297 lots, an increase of 44,249 lots from the previous day. The total open interest was 267,331 lots, an increase of 3,863 lots from the previous day [23]. 3.2 Basis and Other Information - The main contract was at a discount of 38.46 points, a decrease of 6.59 points from the previous day. The annualized basis rate was -5.26% [23]. - The dividend impacts of the four IF contracts were 8.06 points, 16.05 points, 18.9 points, and 18.9 points respectively [23]. 3.3 Main Seats - Different seats had different trading volumes, long - positions, and short - positions, with corresponding changes from the previous day. For example, in IF2507, the top five seats in terms of trading volume had a total of 44,155 lots, an increase of 14,182 lots from the previous day [39]. 4. IC Futures 4.1 Market Quotes - The closing price of CSI 500 was 6,018.76, down 0.03%. The main contract IC2509 fell 0.26% to close at 5,893.4 points [44]. - The total trading volume of the four IC contracts was 100,711 lots, an increase of 34,305 lots from the previous day. The total open interest was 231,202 lots, an increase of 3,901 lots from the previous day [45]. 4.2 Basis and Other Information - The main contract was at a discount of 125.36 points, a decrease of 2.1 points from the previous day. The annualized basis rate was -11.59% [45]. - The dividend impacts of the four IC contracts were 1.81 points, 9.75 points, 11.47 points, and 17.98 points respectively [45]. 4.3 Main Seats - Different seats had different trading volumes, long - positions, and short - positions, with corresponding changes from the previous day. For example, in IC2507, the top five seats in terms of trading volume had a total of 38,303 lots, an increase of 15,084 lots from the previous day [57]. 5. IH Futures 5.1 Market Quotes - The closing price of SSE 50 was 2,747.23, down 0.38%. The main contract IH2509 fell 0.64% to close at 2,734.2 points [62]. - The total trading volume of the four IH contracts was 61,294 lots, an increase of 19,958 lots from the previous day. The total open interest was 97,479 lots, an increase of 1,424 lots from the previous day [62]. 5.2 Basis and Other Information - The main contract was at a discount of 13.03 points, a decrease of 2.62 points from the previous day. The annualized basis rate was -2.6% [63]. - The dividend impacts of the four IH contracts were 6.82 points, 10.26 points, 11.06 points, and 11.06 points respectively [63]. 5.3 Main Seats - Different seats had different trading volumes, long - positions, and short - positions, with corresponding changes from the previous day. For example, in IH2507, the top five seats in terms of trading volume had a total of 32,939 lots, an increase of 11,751 lots from the previous day [73].