Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: November 20, 2025 [2] IM Futures Daily Quotes - The main contract of IM fell 0.48% to close at 7,263.6 points. The total trading volume of the four IM contracts was 211,533 lots, a decrease of 15,934 lots from the previous day; the total open interest was 361,945 lots, a decrease of 2,194 lots from the previous day. The main contract of IM was at a discount of 76.81 points, an increase of 12.2 points from the previous day; the annualized basis rate was -12.87%. The dividend impacts of the four IM contracts were 0.03 points, 1.01 points, 2.52 points, and 46.68 points respectively [3][4]. Key Data of Each Contract | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 1000 | 7,340.41 | -0.63% | 22,754 | -5% | 3,567 | -3% | - | - | - | | IM2511 | 7,347.60 | -0.56% | 31,494 | -15% | 465 | -15% | 23,903 | -10,769 | 42 | | IM2512 | 7,263.60 | -0.48% | 140,822 | -6% | 2,054 | -6% | 205,865 | 4,785 | 359 | | IM2603 | 7,035.20 | -0.47% | 27,245 | -2% | 385 | -2% | 88,372 | 2,533 | 149 | | IM2606 | 6,807.00 | -0.45% | 11,972 | -5% | 164 | -5% | 43,805 | 1,257 | 72 | [3] Basis and Other Information - The spot price of CSI 1000 was 7,340.41 points. The current month contract (IM2511) was at a premium of 7.19 points, with a premium rate of 0.1% and an annualized premium rate of 17.9%. The next month contract (IM2512) was at a discount of 76.81 points, with a discount rate of -1.1% and an annualized discount rate of -12.9%. The first quarterly contract (IM2603) was at a discount of 305.21 points, with a discount rate of -4.3% and an annualized discount rate of -13.1%. The second quarterly contract (IM2606) was at a discount of 533.41 points, with a discount rate of -7.6% and an annualized discount rate of -13.3% [12]. Main Seats Information - The trading volume and open interest data of the main seats of each contract are detailed, including the top five, top ten, and top twenty seats, showing their trading volume, open long positions, open short positions, and their changes compared with the previous day [16][18][20]. IF Futures Daily Quotes - The main contract of IF fell 0.69% to close at 4,539.2 points. The total trading volume of the four IF contracts was 128,286 lots, an increase of 5,673 lots from the previous day; the total open interest was 277,884 lots, an increase of 5,717 lots from the previous day. The main contract of IF was at a discount of 25.75 points, a decrease of 2.66 points from the previous day; the annualized basis rate was -6.9%. The dividend impacts of the four IF contracts were 0.16 points, 1.25 points, 8.67 points, and 39.31 points respectively [21][22]. Key Data of Each Contract | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 300 | 4,564.95 | -0.51% | 19,456 | 13% | 4,151 | 8% | - | - | - | | IF2511 | 4,558.00 | -0.63% | 25,265 | -2% | 348 | -2% | 22,593 | -7,109 | 37 | | IF2512 | 4,539.20 | -0.69% | 83,141 | 8% | 1,140 | 8% | 165,189 | 8,865 | 270 | | IF2603 | 4,506.20 | -0.71% | 14,755 | 2% | 201 | 2% | 70,516 | 2,958 | 114 | | IF2606 | 4,461.00 | -0.69% | 5,125 | -6% | 69 | -6% | 19,586 | 1,003 | 31 | [21] Basis and Other Information - The spot price of SSE 300 was 4,564.95 points. The current month contract (IF2511) was at a discount of 6.95 points, with a discount rate of -0.2% and an annualized discount rate of -27.8%. The next month contract (IF2512) was at a discount of 25.75 points, with a discount rate of -0.6% and an annualized discount rate of -6.9%. The first quarterly contract (IF2603) was at a discount of 58.75 points, with a discount rate of -1.3% and an annualized discount rate of -3.9%. The second quarterly contract (IF2606) was at a discount of 103.95 points, with a discount rate of -2.3% and an annualized discount rate of -4.0% [30]. Main Seats Information - The trading volume and open interest data of the main seats of each contract are detailed, including the top five, top ten, and top twenty seats, showing their trading volume, open long positions, open short positions, and their changes compared with the previous day [34][36][37]. IC Futures Daily Quotes - The main contract of IC fell 0.84% to close at 7,000 points. The total trading volume of the four IC contracts was 137,568 lots, an increase of 4,976 lots from the previous day; the total open interest was 255,979 lots, an increase of 7,467 lots from the previous day. The main contract of IC was at a discount of 61.95 points, an increase of 6 points from the previous day; the annualized basis rate was -10.77%. The dividend impacts of the four IC contracts were 0 points, 0.61 points, 3.57 points, and 58.13 points respectively [39][40]. Key Data of Each Contract | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 500 | 7,061.95 | -0.85% | 15,962 | -2% | 2,542 | -1% | - | - | - | | IC2511 | 7,063.40 | -0.88% | 22,062 | -12% | 314 | -12% | 14,506 | -7,367 | 25 | | IC2512 | 7,000.00 | -0.84% | 89,650 | 7% | 1,262 | 7% | 154,013 | 12,102 | 259 | | IC2603 | 6,821.40 | -0.86% | 18,776 | 6% | 258 | 6% | 62,823 | 1,147 | 103 | | IC2606 | 6,615.00 | -0.87% | 7,080 | 14% | 94 | 13% | 24,637 | 1,585 | 39 | [39] Basis and Other Information - The spot price of CSI 500 was 7,061.95 points. The current month contract (IC2511) was at a premium of 1.45 points, with a premium rate of 0.0% and an annualized premium rate of 3.7%. The next month contract (IC2512) was at a discount of 61.95 points, with a discount rate of -0.9% and an annualized discount rate of -10.8%. The first quarterly contract (IC2603) was at a discount of 240.55 points, with a discount rate of -3.4% and an annualized discount rate of -10.6%. The second quarterly contract (IC2606) was at a discount of 446.95 points, with a discount rate of -6.3% and an annualized discount rate of -11.5% [49]. Main Seats Information - The trading volume and open interest data of the main seats of each contract are detailed, including the top five, top ten, and top twenty seats, showing their trading volume, open long positions, open short positions, and their changes compared with the previous day [54][56][58]. IH Futures Daily Quotes - The main contract of IH fell 0.49% to close at 3,002.6 points. The total trading volume of the four IH contracts was 58,076 lots, an increase of 4,537 lots from the previous day; the total open interest was 97,775 lots, an increase of 2,538 lots from the previous day. The main contract of IH was at a discount of 5.69 points, an increase of 3.66 points from the previous day; the annualized basis rate was -2.31%. The dividend impacts of the four IH contracts were 0 points, 0.97 points, 9.01 points, and 27.63 points respectively [60][61]. Key Data of Each Contract | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 3,008.29 | -0.40% | 5,404 | 12% | 1,010 | 1% | - | - | - | | IH2511 | 3,008.60 | -0.49% | 7,953 | -9% | 72 | -9% | 6,917 | -2,422 | 7 | | IH2512 | 3,002.60 | -0.49% | 39,268 | 8% | 355 | 8% | 64,984 | 3,075 | 70 | | IH2603 | 2,995.60 | -0.56% | 8,203 | 23% | 74 | 23% | 19,929 | 1,370 | 21 | | IH2606 | 2,985.20 | -0.59% | 2,652 | 46% | 24 | 46% | 5,945 | 515 | 6 | [60] Basis and Other Information - The spot price of SSE 50 was 3,008.29 points. The current month contract (IH2511) was at a premium of 0.31 points, with a premium rate of 0.0% and an annualized premium rate of 1.9%. The next month contract (IH2512) was at a discount of 5.69 points, with a discount rate of -0.2% and an annualized discount rate of -2.3%. The first quarterly contract (IH2603) was at a discount of 12.69 points, with a discount rate of -0.4% and an annualized discount rate of -1.3%. The second quarterly contract (IH2606) was at a discount of 23.09 points, with a discount rate of -0.8% and an annualized discount rate of -1.3% [73]. Main Seats Information - The trading volume and open interest data of the main seats of each contract are detailed, including the top five, top ten, and top twenty seats, showing their trading volume, open long positions, open short positions, and their changes compared with the previous day [77][79][81].
银河期货股指期货数据日报-20251120
Yin He Qi Huo·2025-11-20 10:08