银河期货股指期货数据日报-20251020

1. Report Title and Date - Report title: "Stock Index Futures Data Daily Report" [1] - Date: October 20, 2025 [2] 2. IM Futures 2.1 Daily Quotes - The closing prices of IM contracts all rose except for IM2606, with increases ranging from 0.00% to 0.75%. The main contract, IM2512, rose 0.5% to close at 7059.2 points [4]. - The total trading volume of the four IM contracts was 228,283 lots, down 33,494 lots from the previous day; the total open interest was 354,337 lots, down 9,885 lots from the previous day [5]. 2.2 Basis and Other Indicators - The main contract of IM was at a discount of 179.98 points, down 15.3 points from the previous day; the annualized basis rate was -15.26% [5]. - The dividend impacts of the four IM contracts were 1.35 points, 1.38 points, 2.06 points, and 46.79 points respectively [5]. 2.3 Main Seats' Positions - Data on the trading volume, long positions, and short positions of the top five, top ten, and top twenty seats in each contract were provided, showing changes compared to the previous day [21][23][24][25] 3. IF Futures 3.1 Daily Quotes - The closing prices of IF contracts all rose except for IF2606, with increases ranging from 0.00% to 0.53%. The main contract, IF2512, rose 0.5% to close at 4506.8 points [26]. - The total trading volume of the four IF contracts was 112,287 lots, down 38,125 lots from the previous day; the total open interest was 257,451 lots, down 8,343 lots from the previous day [27]. 3.2 Basis and Other Indicators - The main contract of IF was at a discount of 31.42 points, down 2.39 points from the previous day; the annualized basis rate was -4.17% [27]. - The dividend impacts of the four IF contracts were 4.23 points, 5.17 points, 10.17 points, and 40.37 points respectively [27]. 3.3 Main Seats' Positions - Data on the trading volume, long positions, and short positions of the top five, top ten, and top twenty seats in each contract were provided, showing changes compared to the previous day [41][42][44] 4. IC Futures 4.1 Daily Quotes - The closing prices of IC contracts all rose except for IC2606, with increases ranging from 0.00% to 0.76%. The main contract, IC2512, rose 0.64% to close at 6909.2 points [46]. - The total trading volume of the four IC contracts was 134,833 lots, down 19,547 lots from the previous day; the total open interest was 243,216 lots, down 3,371 lots from the previous day [47]. 3.2 Basis and Other Indicators - The main contract of IC was at a discount of 160.44 points, down 7.57 points from the previous day; the annualized basis rate was -13.89% [47]. - The dividend impacts of the four IC contracts were 2.82 points, 2.89 points, 5.14 points, and 61.72 points respectively [47]. 3.3 Main Seats' Positions - Data on the trading volume, long positions, and short positions of the top five, top ten, and top twenty seats in each contract were provided, showing changes compared to the previous day [60][61][63] 5. IH Futures 5.1 Daily Quotes - The closing prices of IH contracts all rose except for IH2606, with increases ranging from 0.00% to 0.32%. The main contract, IH2512, rose 0.3% to close at 2970.4 points [65]. - The total trading volume of the four IH contracts was 52,619 lots, down 29,189 lots from the previous day; the total open interest was 89,892 lots, down 8,030 lots from the previous day [65]. 5.2 Basis and Other Indicators - The main contract of IH was at a discount of 4.46 points, up 0.31 points from the previous day; the annualized basis rate was -0.9% [66]. - The dividend impacts of the four IH contracts were 5.24 points, 6.09 points, 12.1 points, and 31.05 points respectively [66]. 5.3 Main Seats' Positions - Data on the trading volume, long positions, and short positions of the top five, top ten, and top twenty seats in each contract were provided, showing changes compared to the previous day [77][79][81]