银河期货股指期货数据日报-20251126

1. Report Title and Date - The report is titled "Stock Index Futures Data Daily Report" dated November 26, 2025 [1][2] 2. IM Futures 2.1 Daily Quotes - The closing price of CSI 1000 was 7,248.45 points, down 0.02%. The total trading volume of the four IM contracts was 177,550 lots, down 35,642 lots from the previous day. The total open interest was 361,227 lots, down 6,709 lots from the previous day. The main contract IM2512 closed at 7,176.20 points, down 0.09%, with a trading volume of 125,795 lots, down 18%, and an open interest of 202,891 lots, down 8,427 lots [3][5] - The premium/discount of the main contract was -72.25 points, up 5.7 points from the previous day, and the annualized basis rate was -15.31% [5] 2.2 Main Seats - In IM2512, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients) with 13,190 lots, down 1,259 lots; Guotai Junan (on behalf of clients) with 11,393 lots, down 555 lots; Haitong Futures (on behalf of clients) with 4,667 lots, down 1,113 lots; Dongzheng Futures (on behalf of clients) with 2,984 lots, down 463 lots; and Zhongtai Futures (on behalf of clients) with 2,540 lots, down 251 lots [18] 3. IF Futures 3.1 Daily Quotes - The closing price of CSI 300 was 4,517.63 points, up 0.61%. The total trading volume of the four IF contracts was 97,287 lots, down 11,646 lots from the previous day. The total open interest was 259,294 lots, down 5,280 lots from the previous day. The main contract IF2512 closed at 4,493.00 points, up 0.42%, with a trading volume of 70,583 lots, down 9%, and an open interest of 155,905 lots, down 4,903 lots [23][24] - The premium/discount of the main contract was -24.63 points, down 7.23 points from the previous day, and the annualized basis rate was -8.34% [24] 3.2 Main Seats - In IF2512, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients) with 22,074 lots, down 2,372 lots; Guotai Junan (on behalf of clients) with 21,738 lots, down 471 lots; Haitong Futures (on behalf of clients) with 10,136 lots, down 656 lots; Dongzheng Futures (on behalf of clients) with 8,789 lots, down 905 lots; and Guoxin Futures (on behalf of clients) with 4,602 lots, down 816 lots [37] 4. IC Futures 4.1 Daily Quotes - The closing price of CSI 500 was 6,965.05 points, up 0.15%. The total trading volume of the four IC contracts was 106,970 lots, down 27,747 lots from the previous day. The total open interest was 249,088 lots, down 9,043 lots from the previous day. The main contract IC2512 closed at 6,909.40 points, down 0.08%, with a trading volume of 74,334 lots, down 21%, and an open interest of 143,910 lots, down 8,529 lots [42][43] - The premium/discount of the main contract was -55.65 points, down 1.05 points from the previous day, and the annualized basis rate was -12.25% [43] 4.2 Main Seats - In IC2512, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients) with 9,232 lots, down 1,975 lots; Guotai Junan (on behalf of clients) with 6,639 lots, down 1,575 lots; Haitong Futures (on behalf of clients) with 3,627 lots, down 478 lots; Dongzheng Futures (on behalf of clients) with 2,480 lots, down 454 lots; and Huawen Futures (on behalf of clients) with 1,714 lots, down 255 lots [53] 5. IH Futures 5.1 Daily Quotes - The closing price of SSE 50 was 2,971.80 points, up 0.12%. The total trading volume of the four IH contracts was 35,489 lots, down 8,377 lots from the previous day. The total open interest was 86,208 lots, down 2,274 lots from the previous day. The main contract IH2512 closed at 2,964.60 points, up 0.14%, with a trading volume of 26,457 lots, down 19%, and an open interest of 58,010 lots, down 1,525 lots [59] - The premium/discount of the main contract was -7.2 points, up 1.8 points from the previous day, and the annualized basis rate was -3.69% [60] 5.2 Main Seats - In IH2512, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients) with 8,245 lots, down 1,421 lots; Guotai Junan (on behalf of clients) with 7,641 lots, down 1,879 lots; Haitong Futures (on behalf of clients) with 4,047 lots, down 345 lots; Dongzheng Futures (on behalf of clients) with 2,783 lots, down 1,038 lots; and Guoxin Futures (on behalf of clients) with 2,587 lots, down 365 lots [74]