银河期货股指期货数据日报-20251111

1. Report Date - The report is dated November 11, 2025 [2] 2. Market Overview IM (China Securities 1000 Index Futures) - The main contract of IM fell 0.3% to close at 7390.4 points. The total trading volume of the four IM contracts was 186,082 lots, a decrease of 8,391 lots from the previous day, and the total open interest was 354,095 lots, a decrease of 582 lots from the previous day [3] - The main contract of IM was at a discount of 150.39 points, a decrease of 8.14 points from the previous day, and the annualized basis rate was -19.05% [4] IF (CSI 300 Index Futures) - The main contract of IF fell 0.84% to close at 4626.8 points. The total trading volume of the four IF contracts was 110,400 lots, an increase of 3,615 lots from the previous day, and the total open interest was 263,184 lots, a decrease of 5,129 lots from the previous day [20][21] - The main contract of IF was at a discount of 25.37 points, a decrease of 2.32 points from the previous day, and the annualized basis rate was -5.13% [21] IC (CSI 500 Index Futures) - The main contract of IC fell 0.79% to close at 7173 points. The total trading volume of the four IC contracts was 112,484 lots, a decrease of 10,252 lots from the previous day, and the total open interest was 241,256 lots, a decrease of 8,077 lots from the previous day [40][41] - The main contract of IC was at a discount of 118.61 points, a decrease of 10.61 points from the previous day, and the annualized basis rate was -15.48% [41] IH (SSE 50 Index Futures) - The main contract of IH fell 0.58% to close at 3033 points. The total trading volume of the four IH contracts was 50,142 lots, an increase of 4,232 lots from the previous day, and the total open interest was 94,744 lots, a decrease of 1,967 lots from the previous day [57] - The main contract of IH was at a discount of 1.63 points, a decrease of 1.77 points from the previous day, and the annualized basis rate was -0.5% [58] 3. Contract - Specific Data IM | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open - Interest Change | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 1000 | 7540.79 | -0.30% | 26,525 | -3% | 4,049 billion | -7% | - | - | | IM2511 | 7476.60 | -0.30% | 32,931 | -3% | 495 billion | -3% | 60,308 | -1,464 | | IM2512 | 7390.40 | -0.30% | 122,556 | -4% | 1,820 billion | -4% | 179,084 | -6 | | IM2603 | 7167.00 | -0.34% | 21,766 | -3% | 314 billion | -3% | 79,515 | 412 | | IM2606 | 6949.80 | -0.30% | 8,829 | -11% | 123 billion | -11% | 35,188 | 476 | [3] IF | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open - Interest Change | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 300 | 4652.17 | -0.91% | 18,664 | -21% | 4,776 billion | -20% | - | - | | IF2511 | 4640.20 | -0.88% | 23,298 | 4% | 326 billion | 4% | 39,376 | -1,830 | | IF2512 | 4626.80 | -0.84% | 70,771 | 1% | 986 billion | 1% | 151,427 | -4,735 | | IF2603 | 4600.40 | -0.76% | 12,465 | 12% | 173 billion | 12% | 58,627 | 501 | | IF2606 | 4559.00 | -0.71% | 3,866 | 16% | 35 billion | 16% | 13,754 | 935 | [20] IC | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open - Interest Change | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 500 | 7291.61 | -0.71% | 19,166 | -6% | 3,386 billion | -9% | - | - | | IC2511 | 7242.20 | -0.72% | 22,488 | -5% | 327 billion | -5% | 42,026 | -2,898 | | IC2512 | 7173.00 | -0.79% | 69,626 | -9% | 1,005 billion | -9% | 127,025 | -5,885 | | IC2603 | 7003.80 | -0.77% | 15,091 | -10% | 212 billion | -11% | 53,067 | 26 | | IC2606 | 6813.80 | -0.73% | 5,279 | -10% | 72 billion | -10% | 19,138 | 680 | [40] IH | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open - Interest Change | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 3034.63 | -0.63% | 4,104 | -16% | 1,181 billion | -16% | - | - | | IH2511 | 3033.60 | -0.62% | 9,704 | -1% | 88 billion | -1% | 12,907 | -964 | | IH2512 | 3033.00 | -0.58% | 34,254 | 13% | 312 billion | 13% | 60,887 | -712 | | IH2603 | 3029.60 | -0.58% | 4,768 | 10% | 43 billion | 10% | 16,591 | -144 | | IH2606 | 3022.60 | -0.59% | 1,416 | -11% | 13 billion | -11% | 4,359 | -147 | [57] 4. Basis and Annualized Basis Rate IM - The main contract's basis was - 150.39 points, and the annualized basis rate was -19.05% [4] IF - The main contract's basis was - 25.37 points, and the annualized basis rate was -5.13% [21] IC - The main contract's basis was - 118.61 points, and the annualized basis rate was -15.48% [41] IH - The main contract's basis was - 1.63 points, and the annualized basis rate was -0.5% [58] 5. Main Seats' Data IM - Data for main seats of IM2511, IM2512, IM2603, and IM2606 are provided, including trading volume, long - position volume, and short - position volume and their changes [15][17][19] IF - Data for main seats of IF2511, IF2512, IF2603, and IF2606 are provided, including trading volume, long - position volume, and short - position volume and their changes [35][37][38] IC - Data for main seats of IC2511, IC2512, and IC2603 are provided, including trading volume, long - position volume, and short - position volume and their changes [51][53][55] IH - Data for main seats of IH2511, IH2512, IH2603 are provided, including trading volume, long - position volume, and short - position volume and their changes [72][74][76]