银河期货股指期货数据日报-20251106

1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: November 6, 2025 [2] 2. IM Futures 2.1 Daily Quotes - The underlying index, CSI 1000, closed at 7,551.83, up 1.17%. The main contract, IM2512, rose 1.03% to close at 7,405 points [4]. - The total trading volume of the four IM contracts was 203,430 lots, down 35,254 lots from the previous day; the total open interest was 349,856 lots, down 16,927 lots from the previous day [5]. 2.2 Basis - The main contract was at a discount of 146.83 points to the spot, up 7.23 points from the previous day; the annualized basis rate was -16.45% [5]. 2.3 Positions - The report details the positions of major members in different IM contracts, including trading volume, long positions, and short positions, and their changes from the previous day [15][17][19] 3. IF Futures 3.1 Daily Quotes - The underlying index, SSE 300, closed at 4,693.40, up 1.43%. The main contract, IF2512, rose 1.39% to close at 4,670.8 points [20]. - The total trading volume of the four IF contracts was 111,413 lots, down 5,203 lots from the previous day; the total open interest was 264,651 lots, down 5,389 lots from the previous day [21]. 3.2 Basis - The main contract was at a discount of 22.6 points to the spot, up 8.06 points from the previous day; the annualized basis rate was -4.01% [21]. 3.3 Positions - The report details the positions of major members in different IF contracts, including trading volume, long positions, and short positions, and their changes from the previous day [33][35][36] 4. IC Futures 4.1 Daily Quotes - The underlying index, CSI 500, closed at 7,345.72, up 1.61%. The main contract, IC2512, rose 1.69% to close at 7,246.4 points [38]. - The total trading volume of the four IC contracts was 133,488 lots, down 13,675 lots from the previous day; the total open interest was 249,495 lots, down 6,940 lots from the previous day [39]. 4.2 Basis - The main contract was at a discount of 99.32 points to the spot, up 22.02 points from the previous day; the annualized basis rate was -11.37% [39]. 4.3 Positions - The report details the positions of major members in different IC contracts, including trading volume, long positions, and short positions, and their changes from the previous day [52][54][56] 5. IH Futures 5.1 Daily Quotes - The underlying index, SSE 50, closed at 3,044.74, up 1.22%. The main contract, IH2512, rose 1.04% to close at 3,041.4 points [58]. - The total trading volume of the four IH contracts was 51,481 lots, down 1,639 lots from the previous day; the total open interest was 96,234 lots, down 744 lots from the previous day [58]. 5.2 Basis - The main contract was at a discount of 3.34 points to the spot, up 2.03 points from the previous day; the annualized basis rate was -0.91% [59]. 5.3 Positions - The report details the positions of major members in different IH contracts, including trading volume, long positions, and short positions, and their changes from the previous day [71][73][75]