银河期货股指期货数据日报-20251224

Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: December 24, 2025 [2] IM Futures Market Summary - IM main contract rose 1.78% to close at 7327.6 points [4] - Total trading volume of four IM contracts was 185,772 lots, an increase of 40,779 lots from the previous day; total open interest was 363,902 lots, an increase of 11,974 lots [5] - IM main contract was at a discount of 178.78 points, up 16.24 points from the previous day; annualized basis rate was -10.24% [5] Contracts Details | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 1000 | 7506.38 | 1.54% | 21,796 | -3% | 40.63 billion | 2% | - | - | - | | IM2601 | 7464.20 | 1.69% | 46,616 | 26% | 6.93 billion | 28% | 93,256 | -737 | 1.67 billion | | IM2602 | 7390.60 | 1.78% | 6,329 | 33% | 0.93 billion | 35% | 8,025 | 2,888 | 0.14 billion | | IM2603 | 7327.60 | 1.87% | 113,077 | 29% | 16.47 billion | 30% | 185,869 | 9,450 | 3.27 billion | | IM2606 | 7088.60 | 1.91% | 19,750 | 27% | 2.78 billion | 29% | 76,752 | 373 | 1.31 billion | [4] Main Seats - Details of the top five, ten, and twenty seats' trading volume, long positions, and short positions are provided for IM2601, IM2603, and IM2606 contracts [17][19][21] IF Futures Market Summary - IF main contract rose 0.5% to close at 4595 points [22] - Total trading volume of four IF contracts was 98,971 lots, an increase of 6,942 lots from the previous day; total open interest was 272,260 lots, an increase of 1,836 lots [23] - IF main contract was at a discount of 39.06 points, up 10.27 points from the previous day; annualized basis rate was -3.57% [23] Contracts Details | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 300 | 4634.06 | 0.29% | 15,371 | -9% | 40.64 billion | -6% | - | - | - | | IF2601 | 4617.60 | 0.43% | 30,073 | -1% | 4.16 billion | -1% | 63,678 | -333 | 1.06 billion | | IF2602 | 4604.40 | 0.50% | 2,016 | 25% | 0.28 billion | 26% | 2,232 | 897 | 0.04 billion | | IF2603 | 4595.00 | 0.55% | 58,846 | 12% | 8.09 billion | 12% | 164,967 | 1,307 | 2.73 billion | | IF2606 | 4545.60 | 0.61% | 8,036 | 7% | 1.09 billion | 7% | 41,383 | -35 | 0.68 billion | [22] Main Seats - Details of the top five, ten, and twenty seats' trading volume, long positions, and short positions are provided for IF2601, IF2603, and IF2606 contracts [35][37][38] IC Futures Market Summary - IC main contract rose 1.51% to close at 7240.4 points [40] - Total trading volume of four IC contracts was 120,446 lots, an increase of 24,352 lots from the previous day; total open interest was 271,262 lots, an increase of 15,502 lots [41] - IC main contract was at a discount of 111.64 points, up 11.95 points from the previous day; annualized basis rate was -6.47% [41] Contracts Details | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 500 | 7352.04 | 1.31% | 16,884 | -3% | 33.19 billion | 1% | - | - | - | | IC2601 | 7324.60 | 1.44% | 33,487 | 18% | 4.89 billion | 19% | 69,097 | 1,753 | 1.21 billion | | IC2602 | 7277.40 | 1.51% | 3,239 | 18% | 0.47 billion | 19% | 4,606 | 1,324 | 0.08 billion | | IC2603 | 7240.40 | 1.56% | 69,984 | 30% | 10.08 billion | 31% | 146,995 | 10,888 | 2.55 billion | | IC2606 | 7054.40 | 1.69% | 13,736 | 24% | 1.93 billion | 25% | 50,564 | 1,537 | 0.86 billion | [40] Main Seats - Details of the top five, ten, and twenty seats' trading volume, long positions, and short positions are provided for IC2601, IC2603, and IC2606 contracts [49][51][53] IH Futures Market Summary - IH main contract rose 0.11% to close at 3027 points [55] - Total trading volume of four IH contracts was 39,414 lots, an increase of 1,602 lots from the previous day; total open interest was 83,057 lots, an increase of 229 lots [55] - IH main contract was at a premium of 1.82 points, up 3.74 points from the previous day; annualized basis rate was 0.25% [56] Contracts Details | Contract | Closing Price | Change | Trading Volume | Volume Change | Turnover | Turnover Change | Open Interest | Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 3025.18 | -0.08% | 3,180 | -11% | 9.13 billion | -17% | - | - | - | | IH2601 | 3025.20 | 0.06% | 10,709 | -2% | 0.97 billion | -2% | 18,991 | -940 | 0.21 billion | | IH2602 | 3024.60 | 0.11% | 1,256 | 69% | 0.11 billion | 68% | 1,194 | 602 | 0.01 billion | | IH2603 | 3027.00 | 0.11% | 24,242 | 6% | 2.20 billion | 6% | 50,212 | 539 | 0.55 billion | | IH2606 | 3019.80 | 0.23% | 3,207 | -4% | 0.29 billion | -4% | 12,660 | 28 | 0.14 billion | [55] Main Seats - Details of the top five, ten, and twenty seats' trading volume, long positions, and short positions are provided for IH2601, IH2603, and IH2606 contracts [67][69][71]