银河期货股指期货数据日报-20251209

1. Report Industry Investment Rating No information provided in the report. 2. Core Viewpoints The report presents the daily data of stock index futures, including the closing price, trading volume, turnover, open interest, basis, and the positions of major seats for different contracts of IM, IF, IC, and IH. It also shows the intraday trends and historical basis data for each type of futures. 3. Summary by Relevant Catalogs IM Futures - Daily Market Quotes: The closing prices of IM contracts decreased, with the main contract IM2512 closing at 7347.80, down 0.53%. The total trading volume of the four contracts was 140,871 hands, down 29,557 hands from the previous day, and the total open interest was 360,007 hands, up 3,359 hands. The main contract was at a discount of 32.78 points, up 9.87 points from the previous day, with an annualized basis rate of -14.8% [3][5]. - Intraday Trends: Charts show the intraday trends of IM and the relationship between trading volume and open interest [6]. - Daily Basis: Data on the basis, annualized transfer cost, and dividend impact of each contract are provided, with negative values indicating profitable transfer [10][12]. - Daily Positions: The positions of major seats in different contracts are presented, including the trading volume, long positions, and short positions of top - ranking members [17][19][21]. IF Futures - Daily Market Quotes: The closing prices of IF contracts decreased, with the main contract IF2512 closing at 4583.20, down 0.75%. The total trading volume of the four contracts was 99,497 hands, down 21,031 hands from the previous day, and the total open interest was 269,295 hands, down 3,493 hands. The main contract was at a discount of 15.02 points, down 6.47 points from the previous day, with an annualized basis rate of -10.88% [22][23]. - Intraday Trends: Charts show the intraday trends of IF and the relationship between trading volume and open interest [24]. - Daily Basis: Data on the basis, annualized transfer cost, and dividend impact of each contract are provided [27][30][33]. - Daily Positions: The positions of major seats in different contracts are presented, including the trading volume, long positions, and short positions of top - ranking members [37][39][41]. IC Futures - Daily Market Quotes: The closing prices of IC contracts decreased, with the main contract IC2512 closing at 7094.40, down 0.79%. The total trading volume of the four contracts was 95,795 hands, down 11,252 hands from the previous day, and the total open interest was 249,613 hands, up 902 hands. The main contract was at a discount of 26.93 points, up 1.44 points from the previous day, with an annualized basis rate of -12.59% [43][44]. - Intraday Trends: Charts show the intraday trends of IC and the relationship between trading volume and open interest [45]. - Daily Basis: Data on the basis, annualized transfer cost, and dividend impact of each contract are provided [48][50][52]. - Daily Positions: The positions of major seats in different contracts are presented, including the trading volume, long positions, and short positions of top - ranking members [57][59][61]. IH Futures - Daily Market Quotes: The closing prices of IH contracts decreased, with the main contract IH2512 closing at 2991.60, down 0.88%. The total trading volume of the four contracts was 39,137 hands, down 10,757 hands from the previous day, and the total open interest was 92,368 hands, down 3,696 hands. The main contract was at a discount of 6.36 points, down 2 points from the previous day, with an annualized basis rate of -7.05% [63][64]. - Intraday Trends: Charts show the intraday trends of IH and the relationship between trading volume and open interest [66]. - Daily Basis: Data on the basis, annualized transfer cost, and dividend impact of each contract are provided [68][71][74]. - Daily Positions: The positions of major seats in different contracts are presented, including the trading volume, long positions, and short positions of top - ranking members [78][80].