银河期货股指期货数据日报-20251217

Report Information - Report title: Stock Index Futures Data Daily Report [1] - Date: December 17, 2025 [2] 2. IM Futures 2.1 Daily Quotes - The CSI 1000 index closed at 7,288.74, up 1.49%. The total trading volume of the four IM contracts was 290,120 lots, an increase of 35,895 lots from the previous day, and the total open interest was 392,878 lots, a decrease of 9,704 lots [4][5]. - The main contract IM2512 rose 1.65% to close at 7,295 points. The main contract was at a premium of 6.26 points, down 1.12 points from the previous day, with an annualized basis rate of 10.44% [4][5]. 2.2 Key Seats - In IM2512, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 35,090 lots. The top five seats in terms of long positions were led by Guotai Junan (on behalf of clients) with 20,801 lots, and the top five seats in terms of short positions were led by CITIC Futures (on behalf of clients) with 31,567 lots [19]. 3. IF Futures 3.1 Daily Quotes - The CSI 300 index closed at 4,579.88, up 1.83%. The total trading volume of the four IF contracts was 189,590 lots, an increase of 39,510 lots from the previous day, and the total open interest was 289,623 lots, a decrease of 628 lots [24][25]. - The main contract IF2512 rose 1.78% to close at 4,578.2 points. The main contract was at a discount of 1.68 points, down 3.53 points from the previous day, with an annualized basis rate of -4.45% [24][25]. 3.2 Key Seats - In IF2512, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 30,016 lots. The top five seats in terms of long positions were led by CITIC Futures (on behalf of clients) with 10,030 lots, and the top five seats in terms of short positions were led by CITIC Futures (on behalf of clients) with 12,841 lots [37]. 4. IC Futures 4.1 Daily Quotes - The CSI 500 index closed at 7,137.83, up 1.95%. The total trading volume of the four IC contracts was 184,831 lots, an increase of 21,520 lots from the previous day, and the total open interest was 271,976 lots, an increase of 2,748 lots [42][43]. - The main contract IC2512 rose 2.25% to close at 7,146.8 points. The main contract was at a premium of 8.97 points, up 0.09 points from the previous day, with an annualized basis rate of 15.26% [42][43]. 4.2 Key Seats - In IC2512, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 23,049 lots. The top five seats in terms of long positions were led by Guotai Junan (on behalf of clients) with 18,705 lots, and the top five seats in terms of short positions were led by CITIC Futures (on behalf of clients) with 20,528 lots [55]. 5. IH Futures 5.1 Daily Quotes - The SSE 50 index closed at 2,991.68, up 1.25%. The total trading volume of the four IH contracts was 74,842 lots, an increase of 4,636 lots from the previous day, and the total open interest was 94,153 lots, a decrease of 1,896 lots [62]. - The main contract IH2512 rose 1.4% to close at 2,987.2 points. The main contract was at a discount of 4.48 points, down 1.09 points from the previous day, with an annualized basis rate of -18.24% [62][63]. 5.2 Key Seats - In IH2512, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 7,890 lots. The top five seats in terms of long positions were led by CITIC Futures (on behalf of clients) with 4,299 lots, and the top five seats in terms of short positions were led by CITIC Futures (on behalf of clients) with 6,628 lots [77].