银河期货股指期货数据日报-20251225

1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: December 25, 2025 [2] 2. IM Contract Analysis 2.1 IM Daily Quotes - The main contract of IM rose 1.02% to close at 7419 points. The closing prices of IM2601, IM2602, IM2603, and IM2606 were 7547.00, 7473.60, 7419.00, and 7183.00 respectively, with increases of 0.96%, 1.02%, 1.16%, and 1.22% [4]. - The total trading volume of the four IM contracts was 171,176 lots, a decrease of 14,596 lots from the previous day; the total open interest was 359,925 lots, a decrease of 3,977 lots from the previous day [5]. - The main contract of IM was at a discount of 160.38 points, an increase of 18.4 points from the previous day; the annualized basis rate was -9.17% [5]. 2.2 IM Daily Basis - The basis and annualized roll - over costs of different contracts were presented, with details on the relationship between the spot and futures prices of different maturities [9][12]. 2.3 IM Daily Open Interest - The trading volume, long positions, and short positions of major seats in IM2601, IM2603, and IM2606 contracts were analyzed, including the top five, top ten, and top twenty seats and their changes from the previous day [16][18][20] 3. IF Contract Analysis 3.1 IF Daily Quotes - The main contract of IF rose 0.27% to close at 4610.6 points. The closing prices of IF2601, IF2602, IF2603, and IF2606 were 4632.00, 4618.60, 4610.60, and 4561.80 respectively, with increases of 0.27%, 0.27%, 0.32%, and 0.36% [21]. - The total trading volume of the four IF contracts was 87,117 lots, a decrease of 11,854 lots from the previous day; the total open interest was 271,697 lots, a decrease of 563 lots from the previous day [22]. - The main contract of IF was at a discount of 31.94 points, an increase of 7.12 points from the previous day; the annualized basis rate was -2.94% [22]. 3.2 IF Daily Basis - Similar to IM, the basis and annualized roll - over costs of different IF contracts were provided, showing the price differences between spot and futures [26][31]. 3.3 IF Daily Open Interest - The trading volume, long positions, and short positions of major seats in IF2601, IF2602, IF2603, and IF2606 contracts were studied, including the changes of the top five, top ten, and top twenty seats from the previous day [35][37][38] 4. IC Contract Analysis 4.1 IC Daily Quotes - The main contract of IC rose 0.97% to close at 7320.6 points. The closing prices of IC2601, IC2602, IC2603, and IC2606 were 7398.00, 7356.60, 7320.60, and 7135.80 respectively, with increases of 0.87%, 0.97%, 0.97%, and 1.04% [40]. - The total trading volume of the four IC contracts was 107,990 lots, a decrease of 12,456 lots from the previous day; the total open interest was 267,371 lots, a decrease of 3,891 lots from the previous day [41]. - The main contract of IC was at a discount of 90.11 points, an increase of 21.53 points from the previous day; the annualized basis rate was -5.22% [41]. 4.2 IC Daily Basis - The basis and annualized roll - over costs of different IC contracts were presented, reflecting the price relationships between spot and futures [45][50]. 4.3 IC Daily Open Interest - The trading volume, long positions, and short positions of major seats in IC2601, IC2602, IC2603, and IC2606 contracts were analyzed, including the changes of the top five, top ten, and top twenty seats from the previous day [52][53][55] 5. IH Contract Analysis 5.1 IH Daily Quotes - The main contract of IH rose 0.3% to close at 3034 points. The closing prices of IH2601, IH2602, IH2603, and IH2606 were 3032.80, 3032.80, 3034.00, and 3028.00 respectively, with increases of 0.26%, 0.30%, 0.27%, and 0.34% [57]. - The total trading volume of the four IH contracts was 32,410 lots, a decrease of 7,004 lots from the previous day; the total open interest was 83,254 lots, an increase of 197 lots from the previous day [57]. - The main contract of IH was at a premium of 1.16 points, a decrease of 0.66 points from the previous day; the annualized basis rate was 0.16% [58]. 5.2 IH Daily Basis - The basis and annualized roll - over costs of different IH contracts were provided, showing the price differences between spot and futures [62][66]. 5.3 IH Daily Open Interest - The trading volume, long positions, and short positions of major seats in IH2601, IH2603, and IH2606 contracts were studied, including the changes of the top five, top ten, and top twenty seats from the previous day [70][72][74]