Report Overview - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: August 25, 2025 [2] IM Futures Market Summary - The main contract of IM rose 1.44% to close at 7,412.2 points [4]. - The total trading volume of the four IM contracts was 309,362 lots, an increase of 31,645 lots from the previous day; the total open interest was 399,769 lots, an increase of 8,727 lots from the previous day [5]. - The main contract of IM was at a discount of 65.53 points, a decrease of 51.19 points from the previous day; the annualized basis rate was -12.41% [5]. Contract Details | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 1000 | 7,477.73 | 1.56% | 40,846 | 25% | 66.09 billion | 25% | - | - | - | | IM2509 | 7,412.20 | 1.27% | 202,867 | 9% | 30.12 billion | 11% | 207,228 | -200 | 3.69 billion | | IM2510 | 7,365.00 | 1.27% | 9,039 | 38% | 1.33 billion | 41% | 13,904 | 3,341 | 250 million | | IM2512 | 7,262.00 | 1.44% | 69,077 | 15% | 10.04 billion | 18% | 121,766 | 3,973 | 2.12 billion | | IM2603 | 7,108.00 | 1.40% | 28,379 | 17% | 4.04 billion | 19% | 56,871 | 1,613 | 970 million | [4] Main Seats - The top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients) [18]. - The top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Yide Futures (on behalf of clients), Haitong Futures (on behalf of clients), and Dongzheng Futures (on behalf of clients) [18]. - The top five seats in terms of short positions were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Huatai Futures (on behalf of clients), Guotou Futures (on behalf of clients), and Morgan Stanley (on behalf of clients) [18]. IF Futures Market Summary - The main contract of IF rose 2.39% to close at 4,474.6 points [23]. - The total trading volume of the four IF contracts was 180,751 lots, an increase of 40,615 lots from the previous day; the total open interest was 289,604 lots, an increase of 12,487 lots from the previous day [24]. - The main contract of IF was at a premium of 5.38 points, a decrease of 10.62 points from the previous day; the annualized basis rate was 1.69% [24]. Contract Details | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 300 | 4,469.22 | 2.08% | 35,809 | 23% | 82.37 billion | 22% | - | - | - | | IF2509 | 4,474.60 | 2.29% | 118,828 | 26% | 15.84 billion | 29% | 165,246 | 4,048 | 2.66 billion | | IF2510 | 4,471.60 | 2.34% | 5,520 | 43% | 730 million | 47% | 6,207 | 1,144 | 100 million | | IF2512 | 4,457.40 | 2.39% | 43,108 | 34% | 5.72 billion | 37% | 90,612 | 4,478 | 1.45 billion | | IF2603 | 4,442.60 | 2.50% | 13,295 | 40% | 1.76 billion | 44% | 27,539 | 2,817 | 440 million | [23] Main Seats - The top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and Guoxin Futures (on behalf of clients) [37]. - The top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and Huatai Futures (on behalf of clients) [37]. - The top five seats in terms of short positions were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Dongzheng Futures (on behalf of clients), Guotou Futures (on behalf of clients), and Haitong Futures (on behalf of clients) [37]. IC Futures Market Summary - The main contract of IC rose 1.83% to close at 6,909.6 points [41]. - The total trading volume of the four IC contracts was 148,122 lots, an increase of 19,543 lots from the previous day; the total open interest was 244,555 lots, an increase of 10,952 lots from the previous day [42]. - The main contract of IC was at a discount of 42.3 points, a decrease of 29.85 points from the previous day; the annualized basis rate was -8.59% [42]. Contract Details | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 500 | 6,951.90 | 1.89% | 33,383 | 30% | 57.49 billion | 29% | - | - | - | | IC2509 | 6,909.60 | 1.80% | 93,555 | 14% | 12.89 billion | 17% | 127,766 | 3,746 | 2.12 billion | | IC2510 | 6,876.80 | 1.87% | 4,282 | 37% | 590 million | 40% | 6,410 | 1,340 | 110 million | | IC2512 | 6,785.00 | 1.83% | 36,047 | 12% | 4.88 billion | 14% | 79,235 | 3,453 | 1.29 billion | | IC2603 | 6,668.80 | 2.00% | 14,238 | 26% | 1.89 billion | 29% | 31,144 | 2,413 | 500 million | [41] Main Seats - The top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients) [52]. - The top five seats in terms of long positions were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Dongzheng Futures (on behalf of clients), Huatai Futures (on behalf of clients), and Haitong Futures (on behalf of clients) [52]. - The top five seats in terms of short positions were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Huatai Futures (on behalf of clients), Guotou Futures (on behalf of clients), and Haitong Futures (on behalf of clients) [52]. IH Futures Market Summary - The main contract of IH rose 2.13% to close at 2,993 points [57]. - The total trading volume of the four IH contracts was 89,047 lots, an increase of 15,585 lots from the previous day; the total open interest was 120,186 lots, an increase of 6,671 lots from the previous day [57]. - The main contract of IH was at a premium of 3.15 points, a decrease of 6.24 points from the previous day; the annualized basis rate was 0.71% [58]. Contract Details | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 2,989.85 | 2.09% | 8,636 | 27% | 23.13 billion | 28% | - | - | - | | IH2509 | 2,992.00 | 2.14% | 61,498 | 18% | 5.48 billion | 21% | 78,193 | 2,017 | 840 million | | IH2510 | 2,993.00 | 2.22% | 2,675 | 20% | 240 million | 23% | 2,784 | 601 | 30 million | | IH2512 | 2,993.40 | 2.13% | 19,314 | 24% | 1.72 billion | 27% | 30,851 | 2,989 | 330 million | | IH2603 | 2,997.80 | 2.22% | 5,560 | 48% | 500 million | 51% | 8,358 | 1,064 | 90 million | [57] Main Seats - The top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and Guoxin Futures (on behalf of clients) [69]. - The top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), Galaxy Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients) [69]. - The top five seats in terms of short positions were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), GF Futures (on behalf of clients), Haitong Futures (on behalf of clients), and Huatai Futures (on behalf of clients) [69].
银河期货股指期货数据日报-20250825
Yin He Qi Huo·2025-08-25 15:02