银河期货股指期货数据日报-20251021

1. Report Date - The report is dated October 21, 2025 [2] 2. IM Futures 2.1 Daily Quotes - The closing price of CSI 1000 was 7,344.05, up 1.45%. The total trading volume of the four IM contracts was 233,073 lots, an increase of 4,790 lots from the previous day, and the total open interest was 355,302 lots, an increase of 965 lots [4][5]. - The main contract of IM rose 1.83% to close at 7,182.8 points. The main contract was at a discount of 161.25 points, up 18.73 points from the previous day, and the annualized basis rate was -13.66% [4][5]. 2.2 Main Seats - For IM2511, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 48,051 lots. In terms of long positions, CITIC Futures (on behalf of clients) held 28,707 lots, and in terms of short positions, CITIC Futures (on behalf of clients) held 37,720 lots [18]. - Similar data is provided for other contracts such as IM2512, IM2603, and IM2606 [20][21] 3. IF Futures 3.1 Daily Quotes - The closing price of CSI 300 was 4,607.87, up 1.53%. The total trading volume of the four IF contracts was 122,466 lots, an increase of 10,179 lots from the previous day, and the total open interest was 258,766 lots, an increase of 1,315 lots [22][23]. - The main contract of IF rose 1.63% to close at 4,577.6 points. The main contract was at a discount of 30.27 points, up 1.15 points from the previous day, and the annualized basis rate was -4.02% [22][23]. 3.2 Main Seats - For IF2511, the top five seats in terms of trading volume were led by Guotai Junan (on behalf of clients) with 10,720 lots. In terms of long positions, CITIC Futures (on behalf of clients) held 7,304 lots, and in terms of short positions, CITIC Futures (on behalf of clients) held 9,135 lots [36]. - Similar data is provided for other contracts such as IF2512, IF2603, and IF2606 [38][40] 4. IC Futures 4.1 Daily Quotes - The closing price of CSI 500 was 7,185.62, up 1.64%. The total trading volume of the four IC contracts was 145,647 lots, an increase of 10,814 lots from the previous day, and the total open interest was 249,076 lots, an increase of 5,860 lots [42][43]. - The main contract of IC rose 2.08% to close at 7,052.8 points. The main contract was at a discount of 132.82 points, up 27.62 points from the previous day, and the annualized basis rate was -11.46% [42][43]. 4.2 Main Seats - For IC2511, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 13,116 lots. In terms of long positions, Guotai Junan (on behalf of clients) held 8,912 lots, and in terms of short positions, CITIC Futures (on behalf of clients) held 11,728 lots [60]. - Similar data is provided for other contracts such as IC2512, IC2603, and IC2606 [61][62] 5. IH Futures 5.1 Daily Quotes - The closing price of SSE 50 was 3,007.26, up 1.09%. The total trading volume of the four IH contracts was 53,433 lots, an increase of 814 lots from the previous day, and the total open interest was 91,308 lots, an increase of 1,416 lots [64]. - The main contract of IH rose 1.19% to close at 3,004.8 points. The main contract was at a discount of 2.46 points, up 2 points from the previous day, and the annualized basis rate was -0.5% [64][65]. 5.2 Main Seats - For IH2511, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 4,638 lots. In terms of long positions, Guotai Junan (on behalf of clients) held 2,534 lots, and in terms of short positions, CITIC Futures (on behalf of clients) held 3,122 lots [75]. - Similar data is provided for other contracts such as IH2512, IH2603, and IH2606 [73][77]