银河期货股指期货数据日报-20250729

1. Report Information - Report Name: Stock Index Futures Data Daily Report [1] - Date: July 29, 2025 [2] 2. IM Futures 2.1 Market Summary - The main contract of IM rose 0.8% to close at 6,662 points. The total trading volume of the four IM contracts was 188,549 lots, an increase of 2,292 lots from the previous day, and the total open interest was 329,912 lots, a decrease of 8,839 lots from the previous day [4]. - The main contract of IM was at a discount of 111.88 points, an increase of 16.1 points from the previous day, and the annualized basis rate was -11.57%. The dividend impacts of the four IM contracts were 3.24 points, 4.26 points, 5.07 points, and 5.39 points respectively [5]. 2.2 Key Quotes | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | [4] | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 1000 | 6,773.88 | 0.65% | 25,926 | 3% | 3,837 | 7% | - | - | - | | IM2508 | 6,731.00 | 0.84% | 38,521 | -2% | 514 | -2% | 59,508 | -4,161 | 96 | | IM2509 | 6,662.00 | 0.86% | 116,403 | 0% | 1,537 | 0% | 174,556 | -5,877 | 279 | | IM2512 | 6,471.80 | 0.80% | 26,296 | 9% | 337 | 8% | 78,495 | -546 | 122 | | IM2603 | 6,306.00 | 0.83% | 7,329 | 11% | 92 | 11% | 17,353 | 1,745 | 26 | 2.3 Main Seats - The trading volume, long positions, and short positions of the top five, ten, and twenty seats in each contract showed different changes [20][23][24] 3. IF Futures 3.1 Market Summary - The main contract of IF rose 0.51% to close at 4,141.4 points. The total trading volume of the four IF contracts was 97,663 lots, an increase of 4,670 lots from the previous day, and the total open interest was 259,520 lots, a decrease of 4,319 lots from the previous day [25][26]. - The main contract of IF was at a discount of 10.62 points, an increase of 3.2 points from the previous day, and the annualized basis rate was -1.77%. The dividend impacts of the four IF contracts were 3.44 points, 6.32 points, 6.32 points, and 6.32 points respectively [26]. 3.2 Key Quotes | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | [25] | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 300 | 4,152.02 | 0.39% | 23,081 | 4% | 4,288 | 5% | - | - | - | | IF2508 | 4,152.80 | 0.57% | 24,227 | 4% | 300 | 4% | 41,889 | -2,558 | 63 | | IF2509 | 4,141.40 | 0.54% | 58,516 | 7% | 723 | 7% | 153,577 | -3,158 | 229 | | IF2512 | 4,110.00 | 0.51% | 10,826 | 0% | 133 | 0% | 54,546 | 1,051 | 81 | | IF2603 | 4,078.60 | 0.63% | 4,094 | -4% | 50 | -4% | 9,508 | 346 | 14 | 3.3 Main Seats - The trading volume, long positions, and short positions of the top five, ten, and twenty seats in each contract showed different changes [41][42][43] 4. IC Futures 4.1 Market Summary - The main contract of IC rose 0.51% to close at 6,263 points. The total trading volume of the four IC contracts was 88,093 lots, a decrease of 98 lots from the previous day, and the total open interest was 224,781 lots, a decrease of 3,909 lots from the previous day [45]. - The main contract of IC was at a discount of 93.13 points, an increase of 8.29 points from the previous day, and the annualized basis rate was -10.24%. The dividend impacts of the four IC contracts were 5.27 points, 6.97 points, 13.65 points, and 15.09 points respectively [46]. 4.2 Key Quotes | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | [45] | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 500 | 6,356.13 | 0.52% | 20,176 | -6% | 2,925 | -4% | - | - | - | | IC2508 | 6,317.80 | 0.68% | 23,067 | -3% | 289 | -3% | 48,942 | -1,944 | 74 | | IC2509 | 6,263.00 | 0.66% | 46,670 | 1% | 579 | 1% | 105,314 | -2,825 | 158 | | IC2512 | 6,122.80 | 0.51% | 13,587 | -2% | 165 | -3% | 58,057 | -341 | 85 | | IC2603 | 5,996.40 | 0.43% | 4,769 | 16% | 57 | 16% | 12,468 | 1,201 | 18 | 4.3 Main Seats - The trading volume, long positions, and short positions of the top five, ten, and twenty seats in each contract showed different changes [57][58][60] 5. IH Futures 5.1 Market Summary - The main contract of IH rose 0.35% to close at 2,814 points. The total trading volume of the four IH contracts was 46,147 lots, a decrease of 210 lots from the previous day, and the total open interest was 94,722 lots, a decrease of 725 lots from the previous day [62]. - The main contract of IH was at a premium of 5.41 points, an increase of 2.38 points from the previous day, and the annualized basis rate was 1.32%. The dividend impacts of the four IH contracts were 1.44 points, 2.21 points, 2.21 points, and 2.21 points respectively [63]. 4.2 Key Quotes | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | [62] | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 2,808.59 | 0.21% | 4,705 | -5% | 1,120 | -2% | - | - | - | | IH2508 | 2,812.60 | 0.33% | 11,112 | -13% | 94 | -12% | 17,894 | -550 | 18 | | IH2509 | 2,814.00 | 0.39% | 30,546 | 6% | 257 | 6% | 60,354 | -408 | 61 | | IH2512 | 2,815.00 | 0.35% | 3,574 | -7% | 30 | -6% | 14,387 | 40 | 15 | | IH2603 | 2,816.00 | 0.32% | 915 | -1% | 8 | -1% | 2,087 | 193 | 2 | 4.3 Main Seats - The trading volume, long positions, and short positions of the top five, ten, and twenty seats in each contract showed different changes [74][76][78]