Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: September 18, 2025 [2] IM Futures Market Summary - Total open interest was 405,154 contracts, an increase of 25,806 contracts from the previous day [5] - The main contract was at a discount of 21.6 points, a decrease of 13.79 points from the previous day; the annualized basis rate was -52.88% [5] - The dividend impacts of the four contracts were 0.51 points, 3.27 points, 4.4 points, and 5.94 points respectively [5] Daily Quotes | Contract | Closing Price | Change | Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 1000 | 7,476.40 | -1.04% | 39,860 | 32% | 65.4 billion | 33% | | | | IM2509 | 7,454.80 | -1.19% | 118,769 | -3% | 17.94 billion | -2% | 55,453 | -33,716 | | IM2510 | 7,370.20 | -1.44% | 72,033 | 98% | 10.77 billion | 99% | 80,608 | 22,685 | | IM2512 | 7,213.40 | -1.51% | 197,746 | 95% | 28.93 billion | 96% | 190,972 | 32,009 | | IM2603 | 7,000.00 | -1.68% | 40,425 | 56% | 5.76 billion | 57% | 78,121 | 4,828 | [3] Basis and Other Data - The cash index of CSI 1000 closed at 7,476.40. The current month contract (IM2509) was at a discount of 21.60 points, with an annualized basis rate of -52.9%. The next month contract (IM2510) was at a discount of 106.20 points, with an annualized basis rate of -17.5%. The first quarterly contract (IM2512) was at a discount of 263.00 points, with an annualized basis rate of -14.3%. The second quarterly contract (IM2603) was at a discount of 476.40 points, with an annualized basis rate of -13.5% [17] IF Futures Market Summary - Total trading volume of the four contracts was 220,019 lots, an increase of 57,520 lots from the previous day; total open interest was 288,603 lots, an increase of 14,691 lots from the previous day [27] - The main contract was at a discount of 10.91 points, a decrease of 13.09 points from the previous day; the annualized basis rate was -44.37% [27] - The dividend impacts of the four contracts were 0.05 points, 5.36 points, 8.56 points, and 16.4 points respectively [27] Daily Quotes | Contract | Closing Price | Change | Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 300 | 4,498.11 | -1.16% | 30,986 | 31% | 84 billion | 38% | | | | IF2509 | 4,487.20 | -1.35% | 65,747 | -10% | 8.94 billion | -10% | 39,525 | -22,028 | | IF2510 | 4,476.00 | -1.37% | 41,117 | 99% | 5.57 billion | 99% | 48,286 | 14,444 | | IF2512 | 4,448.20 | -1.47% | 95,637 | 66% | 12.88 billion | 66% | 152,375 | 18,854 | | IF2603 | 4,418.00 | -1.56% | 17,518 | 53% | 2.35 billion | 53% | 48,417 | 3,421 | [26] Basis and Other Data - The cash index of SSE 300 closed at 4,498.11. The current month contract (IF2509) was at a discount of 10.91 points, with an annualized basis rate of -44.4%. The next month contract (IF2510) was at a discount of 22.11 points, with an annualized basis rate of -6.0%. The first quarterly contract (IF2512) was at a discount of 49.91 points, with an annualized basis rate of -4.4%. The second quarterly contract (IF2603) was at a discount of 80.11 points, with an annualized basis rate of -3.6% [39] IC Futures Market Summary - Total trading volume of the four contracts was 236,268 lots, an increase of 72,444 lots from the previous day; total open interest was 271,127 lots, an increase of 19,056 lots from the previous day [49] - The main contract was at a discount of 28.28 points, a decrease of 20.64 points from the previous day; the annualized basis rate was -71.97% [49] - The dividend impacts of the four contracts were 0.31 points, 3.92 points, 5.8 points, and 10.55 points respectively [49] Daily Quotes | Contract | Closing Price | Change | Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 500 | 7,199.88 | -0.83% | 34,859 | 35% | 60.42 billion | 36% | | | | IC2509 | 7,171.60 | -1.00% | 63,994 | -5% | 9.29 billion | -4% | 35,612 | -20,830 | | IC2510 | 7,114.40 | -1.00% | 46,677 | 94% | 6.71 billion | 96% | 57,570 | 17,427 | | IC2512 | 6,985.40 | -1.18% | 101,129 | 79% | 14.29 billion | 80% | 130,507 | 19,424 | | IC2603 | 6,819.60 | -1.23% | 24,468 | 50% | 3.38 billion | 51% | 47,438 | 3,035 | [48] Basis and Other Data - The cash index of CSI 500 closed at 7,199.88. The current month contract (IC2509) was at a discount of 28.28 points, with an annualized basis rate of -72.0%. The next month contract (IC2510) was at a discount of 85.48 points, with an annualized basis rate of -14.6%. The first quarterly contract (IC2512) was at a discount of 214.48 points, with an annualized basis rate of -12.1%. The second quarterly contract (IC2603) was at a discount of 380.28 points, with an annualized basis rate of -11.1% [55] IH Futures Market Summary - Total trading volume of the four contracts was 100,595 lots, an increase of 35,836 lots from the previous day; total open interest was 114,842 lots, an increase of 10,071 lots from the previous day [64] - The main contract was at a discount of 1.03 points, a decrease of 3.85 points from the previous day; the annualized basis rate was -0.43% [65] - The dividend impacts of the four contracts were 0 points, 5.25 points, 7.5 points, and 15.3 points respectively [65] Daily Quotes | Contract | Closing Price | Change | Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 2,912.83 | -1.35% | 7,486 | 32% | 22.58 billion | 46% | | | | IH2509 | 2,910.80 | -1.45% | 31,314 | 6% | 2.76 billion | 5% | 18,625 | -9,707 | | IH2510 | 2,911.80 | -1.36% | 18,385 | 118% | 1.62 billion | 117% | 20,104 | 7,313 | | IH2512 | 2,912.40 | -1.37% | 43,865 | 90% | 3.86 billion | 89% | 63,340 | 11,134 | | IH2603 | 2,912.60 | -1.47% | 7,031 | 94% | 0.62 billion | 93% | 12,773 | 1,331 | [64] Basis and Other Data - The cash index of SSE 50 closed at 2,912.83. The current month contract (IH2509) was at a discount of 2.03 points, with an annualized basis rate of -12.7%. The next month contract (IH2510) was at a discount of 1.03 points, with an annualized basis rate of -0.4%. The first quarterly contract (IH2512) was at a discount of 0.43 points, with an annualized basis rate of -0.1%. The second quarterly contract (IH2603) was at a discount of 0.23 points, with an annualized basis rate of 0.0% [75]
银河期货股指期货数据日报-20250918
Yin He Qi Huo·2025-09-18 08:41