Report Overview - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: December 22, 2025 [2] IM Futures Daily Quotes - The closing price of CSI 1000 was 7,408.35, up 1.07%. The total trading volume of the four IM contracts was 146,625 lots, a decrease of 34,234 lots from the previous day. The total open interest was 349,926 lots, a decrease of 9,760 lots from the previous day [4][5]. - The main contract of IM rose 0% to close at 7,203.6 points. The main contract was at a discount of 204.75 points, a decrease of 16.74 points from the previous day, and the annualized basis rate was -11.66% [4][5]. Basis and Cost - The dividend impacts of the four IM contracts were 0.56 points, 0.56 points, 0.56 points, and 43.43 points respectively [5]. Main Seats - In the IM2601 contract, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients) [19]. IF Futures Daily Quotes - The closing price of CSI 300 was 4,611.62, up 0.95%. The total trading volume of the four IF contracts was 92,818 lots, a decrease of 20,870 lots from the previous day. The total open interest was 263,391 lots, a decrease of 6,175 lots from the previous day [24][25]. - The main contract of IF rose 0% to close at 4,564.8 points. The main contract was at a discount of 46.82 points, a decrease of 5.64 points from the previous day, and the annualized basis rate was -4.21% [24][25]. Basis and Cost - The dividend impacts of the four IF contracts were 4.31 points, 4.76 points, 4.76 points, and 35.95 points respectively [25]. Main Seats - In the IF2601 contract, the top five seats in terms of trading volume were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), Haitong Futures (on behalf of clients), and CITIC Construction Investment (on behalf of clients) [37]. IC Futures Daily Quotes - The closing price of CSI 500 was 7,255.66, up 1.20%. The total trading volume of the four IC contracts was 103,188 lots, a decrease of 20,574 lots from the previous day. The total open interest was 256,784 lots, an increase of 449 lots from the previous day [42][43]. - The main contract of IC rose 0% to close at 7,123.2 points. The main contract was at a discount of 132.46 points, a decrease of 18.31 points from the previous day, and the annualized basis rate was -7.63% [42][43]. Basis and Cost - The dividend impacts of the four IC contracts were 0.6 points, 0.6 points, 0.6 points, and 65.87 points respectively [43]. Main Seats - In the IC2601 contract, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and Guoxin Futures (on behalf of clients) [55]. IH Futures Daily Quotes - The closing price of SSE 50 was 3,020.23, up 0.53%. The total trading volume of the four IH contracts was 36,995 lots, a decrease of 12,536 lots from the previous day. The total open interest was 83,589 lots, a decrease of 1,987 lots from the previous day [61][62]. - The main contract of IH rose 0% to close at 3,018.4 points. The main contract was at a discount of 1.83 points, a decrease of 3.89 points from the previous day, and the annualized basis rate was -0.25% [61][62]. Basis and Cost - The dividend impacts of the four IH contracts were 5.39 points, 5.39 points, 5.39 points, and 23.87 points respectively [62]. Main Seats - In the IH2601 contract, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and Guoxin Futures (on behalf of clients) [76].
银河期货股指期货数据日报-20251222
Yin He Qi Huo·2025-12-22 09:33