银河期货股指期货数据日报-20250827

1. Report Title and Date - Report title: "Stock Index Futures Data Daily Report" [1] - Date: August 27, 2025 [2] 2. IM (CSI 1000 Index Futures) 2.1 Daily Quotes - The CSI 1000 index closed at 7336.50, down 1.87%. The total trading volume was 41,676 lots, up 15%, and the turnover was 67.28 billion yuan, up 17% [3]. - The IM2509 contract (the main contract) closed at 7287.20, down 2.22%. The trading volume was 213,890 lots, up 34%, and the turnover was 31.77 billion yuan, up 33%. The open interest was 202,540 lots, an increase of 6,736 lots [3]. 2.2 Summary - The main contract of IM decreased by 2.22% to close at 7287.2 points. The total trading volume of the four contracts was 333,544 lots, an increase of 92,377 lots compared with the previous day; the total open interest was 397,971 lots, an increase of 17,455 lots [4]. - The main contract of IM was at a discount of 49.3 points, an increase of 11.77 points compared with the previous day; the annualized basis rate was -10.29% [4]. 2.3 Basis and Other Data - The dividend impacts of the four IM contracts were 1.46 points, 3.21 points, 4.35 points, and 6.8 points respectively [4]. - Details of basis, expiration date, remaining days, etc. for each contract are provided in the report [14]. 2.4 Main Seats' Positions - Data on the trading volume, long positions, and short positions of the top members for each contract (IM2509, IM2512, IM2603) are presented, including changes compared with the previous day [18][20][22]. 3. IF (CSI 300 Index Futures) 3.1 Daily Quotes - The CSI 300 index closed at 4386.13, down 1.49%. The total trading volume was 333,130 lots, up 23%, and the turnover was 78.51 billion yuan, up 25% [23]. - The IF2509 contract (the main contract) closed at 4384.00, down 1.71%. The trading volume was 113,283 lots, up 30%, and the turnover was 15.12 billion yuan, up 30%. The open interest was 155,760 lots, an increase of 4,042 lots [23]. 3.2 Summary - The main contract of IF decreased by 1.77% to close at 4384 points. The total trading volume of the four contracts was 176,860 lots, an increase of 43,644 lots compared with the previous day; the total open interest was 286,101 lots, an increase of 13,045 lots [24]. - The main contract of IF was at a discount of 2.13 points, an increase of 1.46 points compared with the previous day; the annualized basis rate was -0.74% [24]. 3.3 Basis and Other Data - The dividend impacts of the four IF contracts were 3.97 points, 7.71 points, 8.39 points, and 11.29 points respectively [24]. - Details of basis, expiration date, remaining days, etc. for each contract are provided in the report [33]. 3.4 Main Seats' Positions - Data on the trading volume, long positions, and short positions of the top members for each contract (IF2509, IF2512, IF2603) are presented, including changes compared with the previous day [37][38][40]. 4. IC (CSI 500 Index Futures) 4.1 Daily Quotes - The CSI 500 index closed at 6862.56, down 1.46%. The total trading volume was 32,806 lots, up 17%, and the turnover was 58.39 billion yuan, up 19% [42]. - The IC2509 contract (the main contract) closed at 6837.80, down 1.76%. The trading volume was 109,151 lots, up 44%, and the turnover was 15.19 billion yuan, up 45%. The open interest was 130,217 lots, an increase of 12,748 lots [42]. 4.2 Summary - The main contract of IC decreased by 1.76% to close at 6837.8 points. The total trading volume of the four contracts was 176,441 lots, an increase of 57,059 lots compared with the previous day; the total open interest was 253,897 lots, an increase of 24,398 lots [43]. - The main contract of IC was at a discount of 24.76 points, an increase of 22.91 points compared with the previous day; the annualized basis rate was -5.51% [43]. 4.3 Basis and Other Data - The dividend impacts of the four IC contracts were 1.3 points, 5.09 points, 7.73 points, and 11.39 points respectively [43]. - Details of basis, expiration date, remaining days, etc. for each contract are provided in the report [50]. 4.4 Main Seats' Positions - Data on the trading volume, long positions, and short positions of the top members for each contract (IC2509, IC2512, IC2603) are presented, including changes compared with the previous day [55][56][58]. 5. IH (SSE 50 Index Futures) 5.1 Daily Quotes - The SSE 50 index closed at 2918.38, down 1.73%. The total trading volume was 7,101 lots, up 30%, and the turnover was 19.77 billion yuan, up 32% [60]. - The IH2509 contract (the main contract) closed at 2918.20, down 1.81%. The trading volume was 51,558 lots, up 24%, and the turnover was 4.57 billion yuan, up 23%. The open interest was 69,611 lots, a decrease of 955 lots [60]. 5.2 Summary - The main contract of IH decreased by 1.81% to close at 2918.2 points. The total trading volume of the four contracts was 77,499 lots, an increase of 16,891 lots compared with the previous day; the total open interest was 112,063 lots, an increase of 3,677 lots [60]. - The main contract of IH was at a discount of 0.18 points, a decrease of 2.4 points compared with the previous day; the annualized basis rate was -0.04% [61]. 5.3 Basis and Other Data - The dividend impacts of the four IH contracts were 3.74 points, 7.71 points, 8.22 points, and 9.44 points respectively [61]. - Details of basis, expiration date, remaining days, etc. for each contract are provided in the report [69]. 5.4 Main Seats' Positions - Data on the trading volume, long positions, and short positions of the top members for each contract (IH2509, IH2512) are presented, including changes compared with the previous day [73][75].