银河期货股指期货数据日报-20251223

1. Report Industry Investment Rating - No information provided in the report 2. Core View of the Report - The report presents the daily data of stock index futures including IM, IF, IC, and IH, covering aspects such as closing prices, trading volumes, open interests, basis, and positions of major seats. It shows the performance and changes of different contracts in these futures on December 23, 2025. [1] 3. Summary According to Relevant Catalogs IM Futures - Daily Quotes: The underlying index CSI 1000 closed at 7392.42, down 0.22%. The main contract IM2603 fell 0.17% to 7197.4 points. The total trading volume of the four contracts was 144,993 lots, down 1,632 lots from the previous day, and the total open interest was 351,928 lots, up 2,022 lots from the previous day. [4][5] - Basis and Other Data: The main contract was at a discount of 195.02 points, up 9.73 points from the previous day, with an annualized basis rate of -11.24%. The dividend impacts of the four contracts were 0.57 points, 0.57 points, 0.57 points, and 43.71 points respectively. [5] - Positions of Major Seats: The report details the trading volumes, long positions, and short positions of the top 20 seats in different contracts (IM2601, IM2603, IM2606), and their changes from the previous day. [19][21][23] IF Futures - Daily Quotes: The underlying index CSI 300 closed at 4620.73, up 0.20%. The main contract IF2603 rose 0.1% to 4571.4 points. The total trading volume of the four contracts was 92,029 lots, down 789 lots from the previous day, and the total open interest was 270,424 lots, up 7,033 lots from the previous day. [24][25] - Basis and Other Data: The main contract was at a discount of 49.33 points, down 2.51 points from the previous day, with an annualized basis rate of -4.48%. The dividend impacts of the four contracts were 4.21 points, 4.66 points, 4.66 points, and 36.05 points respectively. [25] - Positions of Major Seats: The report details the trading volumes, long positions, and short positions of the top 20 seats in different contracts (IF2601, IF2603, IF2606), and their changes from the previous day. [37][39][40] IC Futures - Daily Quotes: The underlying index CSI 500 closed at 7256.79, up 0.02%. The main contract IC2603 rose 0.04% to 7133.2 points. The total trading volume of the four contracts was 96,094 lots, down 7,094 lots from the previous day, and the total open interest was 255,760 lots, down 1,024 lots from the previous day. [42][43] - Basis and Other Data: The main contract was at a discount of 123.59 points, up 8.87 points from the previous day, with an annualized basis rate of -7.19%. The dividend impacts of the four contracts were 0.62 points, 0.62 points, 0.62 points, and 66.33 points respectively. [43] - Positions of Major Seats: The report details the trading volumes, long positions, and short positions of the top 20 seats in different contracts (IC2601, IC2603, IC2606), and their changes from the previous day. [54][56][58] IH Futures - Daily Quotes: The underlying index SSE 50 closed at 3027.52, up 0.24%. The main contract IH2603 rose 0.22% to 3025.6 points. The total trading volume of the four contracts was 37,812 lots, up 817 lots from the previous day, and the total open interest was 82,828 lots, down 761 lots from the previous day. [61] - Basis and Other Data: The main contract was at a discount of 1.92 points, down 0.09 points from the previous day, with an annualized basis rate of -0.26%. The dividend impacts of the four contracts were 5.43 points, 5.43 points, 5.43 points, and 23.97 points respectively. [62] - Positions of Major Seats: The report details the trading volumes, long positions, and short positions of the top 20 seats in different contracts (IH2601, IH2603, IH2606), and their changes from the previous day. [72][74][76]