Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: October 31, 2025 [2] IM Futures Market Summary - The main contract of IM rose 0.02% to close at 7368.2 points [4]. - The total trading volume of the four IM contracts was 253,282 lots, an increase of 4,629 lots from the previous day; the total open interest was 362,383 lots, a decrease of 6,696 lots from the previous day [5]. - The main contract of IM was at a discount of 138.47 points, a decrease of 17.79 points from the previous day; the annualized basis rate was -13.72% [5]. Price and Volume Details | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 1000 | 7506.67 | 0.29% | 29,975 | | 4,756 | -1% | | | | | IM2511 | 7439.60 | 0.00% | 49,482 | 4% | 740 | 4% | 69,370 | -1,735 | 124 | | IM2512 | 7368.20 | 0.02% | 164,443 | 1% | 2,436 | 2% | 186,908 | -3,849 | 331 | | IM2603 | 7165.00 | 0.09% | 27,165 | 1% | 391 | 1% | 78,264 | -2,074 | 135 | | IM2606 | 6960.00 | 0.11% | 12,192 | 2% | 171 | 2% | 27,841 | 962 | 47 | [4] Basis and Other Information - The dividend impacts of the four IM contracts were 0.72 points, 0.9 points, 3.45 points, and 48.25 points respectively [5]. Main Seats Information - Details of the trading volume, long positions, and short positions of the top members in different contracts are provided, such as in IM2511, the top five members in trading volume had a total of 145,968 lots, an increase of 3,092 lots from the previous day [21]. IF Futures Market Summary - The main contract of IF fell 1.43% to close at 4631.4 points [29]. - The total trading volume of the four IF contracts was 139,862 lots, an increase of 2,486 lots from the previous day; the total open interest was 271,131 lots, an increase of 397 lots from the previous day [29]. - The main contract of IF was at a discount of 9.27 points, an increase of 10.64 points from the previous day; the annualized basis rate was -1.46% [29]. Price and Volume Details | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 300 | 4640.67 | -1.47% | 28,146 | 3% | 6,807 | -5% | | | | | IF2511 | 4641.00 | -1.45% | 33,764 | 5% | 473 | 4% | 42,899 | -1,634 | 72 | | IF2512 | 4631.40 | -1.43% | 85,956 | -1% | 1,201 | -3% | 160,463 | -390 | 268 | | IF2603 | 4608.80 | -1.33% | 14,754 | 6% | 205 | 5% | 57,343 | 770 | 95 | | IF2606 | 4573.60 | -1.23% | 5,388 | 34% | 74 | 33% | 10,426 | 1,651 | 17 | [26] Basis and Other Information - The dividend impacts of the four IF contracts were 1.62 points, 2.47 points, 11 points, and 42.38 points respectively [29]. Main Seats Information - Similar to IM, details of the main seats in different IF contracts are presented, including trading volume, long - position, and short - position changes [40][42][43]. IC Futures Market Summary - The main contract of IC fell 0.89% to close at 7242.4 points [45]. - The total trading volume of the four IC contracts was 145,316 lots, a decrease of 22,972 lots from the previous day; the total open interest was 254,465 lots, a decrease of 5,746 lots from the previous day [46]. - The main contract of IC was at a discount of 88.6 points, a decrease of 1.89 points from the previous day; the annualized basis rate was -8.93% [46]. Price and Volume Details | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 500 | 7331.00 | -0.74% | 23,204 | -5% | 4,349 | -8% | | | | | IC2511 | 7291.20 | -0.92% | 29,712 | -3% | 436 | -3% | 48,365 | -1,058 | 85 | | IC2512 | 7242.40 | -0.89% | 92,416 | -13% | 1,346 | -13% | 138,903 | -2,520 | 241 | | IC2603 | 7085.00 | -0.90% | 16,806 | -28% | 240 | -28% | 51,715 | -2,375 | 88 | | IC2606 | 6907.00 | -0.86% | 6,382 | -23% | 89 | -23% | 15,482 | 207 | 26 | [45] Basis and Other Information - The dividend impacts of the four IC contracts were 1.68 points, 1.9 points, 5.29 points, and 62.34 points respectively [46]. Main Seats Information - Information about the main seats in different IC contracts is given, including trading volume, long - position, and short - position changes [59][61][63]. IH Futures Market Summary - The main contract of IH fell 1.13% to close at 3015.2 points [65]. - The total trading volume of the four IH contracts was 63,349 lots, a decrease of 600 lots from the previous day; the total open interest was 99,608 lots, a decrease of 2,436 lots from the previous day [65]. - The main contract of IH was at a premium of 3.65 points, an increase of 5.26 points from the previous day; the annualized basis rate was 0.88% [66]. Price and Volume Details | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 3011.55 | -1.15% | 6,932 | 5% | 1,693 | -8% | | | | | IH2511 | 3016.80 | -1.09% | 13,624 | -4% | 124 | -5% | 15,925 | -468 | 17 | | IH2512 | 3015.20 | -1.13% | 40,576 | -3% | 368 | -4% | 63,955 | -2,898 | 69 | | IH2603 | 3016.00 | -1.16% | 7,055 | 19% | 64 | 17% | 16,285 | 718 | 18 | | IH2606 | 3015.80 | -1.03% | 2,094 | 11% | 19 | 9% | 3,443 | 212 | 4 | [65] Basis and Other Information - The dividend impacts of the four IH contracts were 0 points, 0.85 points, 10.65 points, and 30.11 points respectively [66]. Main Seats Information - Details of the main seats in different IH contracts, including trading volume, long - position, and short - position changes, are provided [79][81][83].
银河期货股指期货数据日报-20251103
Yin He Qi Huo·2025-11-03 02:13