银河期货股指期货数据日报-20251105

1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: November 5, 2025 [2] 2. IM Futures 2.1 Daily Quotes - The underlying index, CSI 1000, closed at 7,464.86, up 0.39%. The total trading volume of the four IM contracts was 238,684 lots, an increase of 5,106 lots from the previous day, and the total open interest was 366,783 lots, an increase of 3,310 lots [4][5]. - The main contract, IM2512, rose 0.77% to close at 7,310.8 points. It was at a discount of 154.06 points to the spot, a decrease of 2.73 points from the previous day, with an annualized basis rate of -17.09% [4][5]. 2.2 Main Seats - In IM2511, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 55,286 lots, an increase of 4,013 lots. In terms of long positions, CITIC Futures (on behalf of clients) held 29,347 lots, an increase of 2,565 lots; in terms of short positions, it held 38,462 lots, an increase of 2,913 lots [17]. 3. IF Futures 3.1 Daily Quotes - The underlying index, CSI 300, closed at 4,627.26, up 0.19%. The total trading volume of the four IF contracts was 116,616 lots, a decrease of 1,583 lots from the previous day, and the total open interest was 270,040 lots, an increase of 1,580 lots [22][23]. - The main contract, IF2512, rose 0.41% to close at 4,596.6 points. It was at a discount of 30.66 points to the spot, a decrease of 0.96 points from the previous day, with an annualized basis rate of -5.41% [22][23]. 3.2 Main Seats - In IF2511, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 11,219 lots, an increase of 137 lots. In terms of long positions, CITIC Futures (on behalf of clients) held 6,939 lots, an increase of 78 lots; in terms of short positions, it held 10,786 lots, an increase of 137 lots [36]. 4. IC Futures 4.1 Daily Quotes - The underlying index, CSI 500, closed at 7,229.34, up 0.26%. The total trading volume of the four IC contracts was 147,163 lots, an increase of 3,196 lots from the previous day, and the total open interest was 256,435 lots, an increase of 4,279 lots [41][42]. - The main contract, IC2512, rose 0.55% to close at 7,108 points. It was at a discount of 121.34 points to the spot, a decrease of 5.11 points from the previous day, with an annualized basis rate of -13.85% [41][42]. 4.2 Main Seats - In IC2511, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 33,280 lots, a decrease of 379 lots. In terms of long positions, CITIC Futures (on behalf of clients) held 21,462 lots, an increase of 1,259 lots; in terms of short positions, it held 22,125 lots, an increase of 741 lots [56]. 5. IH Futures 5.1 Daily Quotes - The underlying index, SSE 50, closed at 3,007.97, down 0.17%. The total trading volume of the four IH contracts was 53,120 lots, an increase of 2,586 lots from the previous day, and the total open interest was 96,978 lots, an increase of 2,204 lots [62]. - The main contract, IH2512, fell 0.01% to close at 3,002.6 points. It was at a discount of 5.37 points to the spot, a decrease of 0.6 points from the previous day, with an annualized basis rate of -1.45% [62][63]. 5.2 Main Seats - In IH2512, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 11,333 lots, an increase of 1,357 lots. In terms of long positions, Guotai Junan (on behalf of clients) held 7,809 lots, a decrease of 362 lots; in terms of short positions, Guotai Junan (on behalf of clients) held 8,777 lots, an increase of 52 lots [77].