银河期货股指期货数据日报-20251119

1. Report Title and Date - The report is titled "Stock Index Futures Data Daily Report" dated November 19, 2025 [1][2] 2. IM Index Analysis 2.1 Daily Quotes - The closing price of CSI 1000 was 7387.21, down 0.82%. The main contract of IM fell 0.42% to close at 7298.2 points. The total trading volume of the four IM contracts was 227,467 lots, an increase of 9,700 lots from the previous day; the total open interest was 364,139 lots, an increase of 2,119 lots from the previous day [4][5] 2.2 Basis and Other Indicators - The main contract of IM had a premium of -89.01 points, an increase of 7.29 points from the previous day; the annualized basis rate was -14.36%. The dividend impacts of the four IM contracts were 0.03 points, 0.91 points, 2.51 points, and 46.75 points respectively [5] 2.3 Position Analysis - The positions of major seats in different contracts (IM2511, IM2512, IM2603, IM2606) were detailed, including the trading volume, long positions, and short positions of each seat and their changes from the previous day [16][18][20] 3. IF Index Analysis 3.1 Daily Quotes - The closing price of CSI 300 was 4588.29, up 0.44%. The main contract of IF rose 0.49% to close at 4565.2 points. The total trading volume of the four IF contracts was 122,613 lots, an increase of 750 lots from the previous day; the total open interest was 272,167 lots, a decrease of 6,521 lots from the previous day [21][22] 3.2 Basis and Other Indicators - The main contract of IF had a premium of -23.09 points, a decrease of 9.9 points from the previous day; the annualized basis rate was -5.96%. The dividend impacts of the four IF contracts were 0.76 points, 1.85 points, 9.28 points, and 39.98 points respectively [22] 3.3 Position Analysis - The positions of major seats in different contracts (IF2511, IF2512, IF2603, IF2606) were detailed, including the trading volume, long positions, and short positions of each seat and their changes from the previous day [35][37][38] 4. IC Index Analysis 4.1 Daily Quotes - The closing price of CSI 500 was 7122.75, down 0.40%. The main contract of IC fell 0.02% to close at 7054.8 points. The total trading volume of the four IC contracts was 132,592 lots, a decrease of 1,848 lots from the previous day; the total open interest was 248,512 lots, a decrease of 5,507 lots from the previous day [40][41] 4.2 Basis and Other Indicators - The main contract of IC had a premium of -67.95 points, an increase of 3.27 points from the previous day; the annualized basis rate was -11.34%. The dividend impacts of the four IC contracts were 0.01 points, 0.56 points, 3.58 points, and 58.4 points respectively [41] 4.3 Position Analysis - The positions of major seats in different contracts (IC2511, IC2512, IC2603, IC2606) were detailed, including the trading volume, long positions, and short positions of each seat and their changes from the previous day [51][52][54] 5. IH Index Analysis 5.1 Daily Quotes - The closing price of SSE 50 was 3020.35, up 0.58%. The main contract of IH rose 0.55% to close at 3011 points. The total trading volume of the four IH contracts was 53,539 lots, a decrease of 1,220 lots from the previous day; the total open interest was 95,237 lots, a decrease of 2,454 lots from the previous day [56] 5.2 Basis and Other Indicators - The main contract of IH had a premium of -9.35 points, a decrease of 3.93 points from the previous day; the annualized basis rate was -3.66%. The dividend impacts of the four IH contracts were 0.4 points, 1.36 points, 9.41 points, and 28.13 points respectively [57] 5.3 Position Analysis - The positions of major seats in different contracts (IH2511, IH2512, IH2603, IH2606) were detailed, including the trading volume, long positions, and short positions of each seat and their changes from the previous day [73][75][77]