银河期货股指期货数据日报-20251218

1. Report Information - Report title: Stock Index Futures Data Daily Report [1] - Date: December 18, 2025 [2] 2. IM Futures 2.1 Daily Quotes - CSI 1000 closed at 7,272.40, down 0.22%; trading volume was 20,004, down 9%; turnover was 34.9 billion, down 5% [3] - IM2512 closed at 7,275.40, down 0.26%; trading volume was 78,623, down 36%; turnover was 11.48 billion, down 36%; open interest was 50,338, down 35,409 [3] - IM2601 closed at 7,213.00, down 0.16%; trading volume was 39,669, down 9%; turnover was 5.74 billion, down 8%; open interest was 84,085, up 11,570 [3] - IM2603 closed at 7,066.00, down 0.03%; trading volume was 87,621, down 10%; turnover was 12.41 billion, down 9%; open interest was 166,683, up 7,011 [8] - IM2606 closed at 6,822.20, down 0.05%; trading volume was 18,703, down 25%; turnover was 2.56 billion, down 24%; open interest was 73,498, down 1,446 [8] - Total trading volume of the four IM contracts was 224,616, down 65,504 from the previous day; total open interest was 374,604, down 18,274 from the previous day [5] 2.2 Basis and Premium/Discount - The main contract of IM was at a discount of 206.4 points, up 8.34 points from the previous day; the annualized basis rate was -11.46% [5] - The dividend impacts of the four IM contracts were 0.67 points, 0.66 points, 0.67 points, and 42.34 points respectively [5] 2.3 Main Seats - Details of trading volume, long positions, and short positions of the top 20 seats in IM2512, IM2601, IM2603, and IM2606 contracts are provided [19][21][23] 3. IF Futures 3.1 Daily Quotes - CSI 300 closed at 4,552.79, down 0.59%; trading volume was 15,168, down 15%; turnover was 38.21 billion, down 16% [24] - IF2512 closed at 4,550.40, down 0.73%; trading volume was 53,558, down 37%; turnover was 7.32 billion, down 37%; open interest was 37,690, down 24,245 [24] - IF2601 closed at 4,531.20, down 0.73%; trading volume was 30,353, up 7%; turnover was 4.13 billion, up 7%; open interest was 54,550, up 8,789 [24] - IF2603 closed at 4,505.00, down 0.68%; trading volume was 50,112, down 18%; turnover was 6.78 billion, down 18%; open interest was 150,187, up 6,425 [24] - IF2606 closed at 4,455.40, down 0.70%; trading volume was 11,980, down 20%; turnover was 1.6 billion, down 20%; open interest was 39,869, up 1,704 [24] - Total trading volume of the four IF contracts was 146,003, down 43,587 from the previous day; total open interest was 282,296, down 7,327 from the previous day [25] 3.2 Basis and Premium/Discount - The main contract of IF was at a discount of 47.79 points, up 0.09 points from the previous day; the annualized basis rate was -4.16% [25] - The dividend impacts of the four IF contracts were 2.62 points, 6.24 points, 7.43 points, and 37.78 points respectively [25] 3.3 Main Seats - Details of trading volume, long positions, and short positions of the top 20 seats in IF2512, IF2601, IF2603, and IF2606 contracts are provided [37][39][40] 4. IC Futures 4.1 Daily Quotes - CSI 500 closed at 7,100.84, down 0.52%; trading volume was 15,490, down 11%; turnover was 27.55 billion, down 9% [42] - IC2512 closed at 7,101.00, down 0.71%; trading volume was 46,235, down 39%; turnover was 6.6 billion, down 39%; open interest was 34,085, down 22,568 [42] - IC2601 closed at 7,069.80, down 0.45%; trading volume was 30,418, up 4%; turnover was 4.32 billion, up 5%; open interest was 57,737, up 7,456 [42] - IC2603 closed at 6,973.60, down 0.27%; trading volume was 57,027, down 10%; turnover was 7.97 billion, down 9%; open interest was 127,506, up 5,666 [42] - IC2606 closed at 6,776.00, down 0.26%; trading volume was 12,826, down 20%; turnover was 1.74 billion, down 19%; open interest was 44,391, up 1,189 [42] - Total trading volume of the four IC contracts was 146,506, down 38,325 from the previous day; total open interest was 263,719, down 8,257 from the previous day [43] 4.2 Basis and Premium/Discount - The main contract of IC was at a discount of 127.24 points, up 14.59 points from the previous day; the annualized basis rate was -7.16% [43] - The dividend impacts of the four IC contracts were 0.82 points, 0.37 points, 0.82 points, and 66.05 points respectively [43] 4.3 Main Seats - Details of trading volume, long positions, and short positions of the top 20 seats in IC2512, IC2601, IC2603, and IC2606 contracts are provided [53][55][57] 5. IH Futures 5.1 Daily Quotes - SSE 50 closed at 2,998.52, up 0.23%; trading volume was 3,255, down 15%; turnover was 8.27 billion, down 23% [59] - IH2512 closed at 2,995.00, down 0.02%; trading volume was 22,829, down 37%; turnover was 2.05 billion, down 37%; open interest was 16,779, down 11,717 [59] - IH2601 closed at 2,989.20, up 0.02%; trading volume was 10,970, up 14%; turnover was 0.98 billion, up 15%; open interest was 14,464, up 2,148 [59] - IH2603 closed at 2,986.00, down 0.05%; trading volume was 21,452, down 13%; turnover was 1.92 billion, down 13%; open interest was 43,414, up 1,547 [59] - IH2606 closed at 2,976.00, up 0.05%; trading volume was 3,338, down 21%; turnover was 0.3 billion, down 21%; open interest was 11,494, up 20 [59] - Total trading volume of the four IH contracts was 58,589, down 16,253 from the previous day; total open interest was 86,151, down 8,002 from the previous day [59] 4.2 Basis and Premium/Discount - The main contract of IH was at a discount of 12.52 points, down 1.44 points from the previous day; the annualized basis rate was -1.65% [60] - The dividend impacts of the four IH contracts were 9.95 points, 8.67 points, 9.95 points, and 27.98 points respectively [60] 4.3 Main Seats - Details of trading volume, long positions, and short positions of the top 20 seats in IH2512, IH2601, IH2603, and IH2606 contracts are provided [74][76][78]