银河期货股指期货数据日报-20251229

1. Report Date - The report is dated December 29, 2025 [2] 2. IM Futures 2.1 Daily Quotes - The closing price of CSI 1000 was 7,594.16, down 0.15%. The total trading volume of the four IM contracts was 159,717 lots, a decrease of 53,242 lots from the previous day, and the total open interest was 361,642 lots, a decrease of 19,963 lots [4][5] - The main contract of IM fell 0.48% to close at 7,439 points. The main contract was at a discount of 155.16 points, a decrease of 22.03 points from the previous day, and the annualized basis rate was -9.28% [4][5] 2.2 Positions of Major Seats - In IM2601, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 34,563 lots, a decrease of 8,213 lots. The top five seats in terms of long positions were led by Guotai Junan (on behalf of clients) with 26,099 lots, a decrease of 1,845 lots, and the top five seats in terms of short positions were led by CITIC Futures (on behalf of clients) with 33,325 lots, a decrease of 2,930 lots [19] 3. IF Futures 3.1 Daily Quotes - The closing price of CSI 300 was 4,639.37, down 0.38%. The total trading volume of the four IF contracts was 96,159 lots, a decrease of 22,687 lots from the previous day, and the total open interest was 275,855 lots, a decrease of 12,050 lots [24][25] - The main contract of IF fell 0.43% to close at 4,610.2 points. The main contract was at a discount of 29.17 points, a decrease of 10.33 points from the previous day, and the annualized basis rate was -2.82% [24][25] 3.2 Positions of Major Seats - In IF2601, the top five seats in terms of trading volume were led by Guotai Junan (on behalf of clients) with 9,580 lots, a decrease of 955 lots. The top five seats in terms of long positions were led by CITIC Futures (on behalf of clients) with 9,064 lots, a decrease of 899 lots, and the top five seats in terms of short positions were led by Guotai Junan (on behalf of clients) with 7,797 lots, a decrease of 871 lots [38] 4. IC Futures 4.1 Daily Quotes - The closing price of CSI 500 was 7,430.61, down 0.38%. The total trading volume of the four IC contracts was 112,787 lots, a decrease of 36,757 lots from the previous day, and the total open interest was 275,763 lots, a decrease of 17,385 lots [43][44] - The main contract of IC fell 0.51% to close at 7,336.6 points. The main contract was at a discount of 94.01 points, a decrease of 23.17 points from the previous day, and the annualized basis rate was -5.7% [43][44] 4.2 Positions of Major Seats - In IC2601, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 26,236 lots, a decrease of 6,797 lots. The top five seats in terms of long positions were led by Guotai Junan (on behalf of clients) with 23,208 lots, a decrease of 2,458 lots, and the top five seats in terms of short positions were led by Guotai Junan (on behalf of clients) with 22,957 lots, a decrease of 2,430 lots [57] 5. IH Futures 5.1 Daily Quotes - The closing price of SSE 50 was 3,034.63, down 0.35%. The total trading volume of the four IH contracts was 39,499 lots, a decrease of 11,586 lots from the previous day, and the total open interest was 87,242 lots, a decrease of 5,602 lots [63] - The main contract of IH fell 0.36% to close at 3,038 points. The main contract was at a premium of 3.37 points, a decrease of 2.63 points from the previous day, and the annualized basis rate was 0.49% [63][64] 5.2 Positions of Major Seats - In IH2601, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 9,106 lots, a decrease of 1,364 lots. The top five seats in terms of long positions were led by CITIC Futures (on behalf of clients) with 6,163 lots, a decrease of 588 lots, and the top five seats in terms of short positions were led by CITIC Futures (on behalf of clients) with 8,246 lots, a decrease of 334 lots [73]