Report Overview - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: December 30, 2025 [2] 1. Investment Rating - No investment rating information is provided in the report. 2. Core Viewpoints - The report presents the daily market conditions of multiple stock index futures, including IM, IF, IC, and IH, covering closing prices, trading volumes, open interests, basis points, and other key data, as well as the trading volume and position information of major member seats [4][23][41][62]. 3. Summary by Category IM Futures - Market Conditions: The IM main contract rose 0.22% to close at 7459.2 points. The total trading volume of the four IM contracts was 163,327 lots, an increase of 3,610 lots from the previous day; the total open interest was 372,661 lots, an increase of 11,019 lots from the previous day. The main contract was at a discount of 138.1 points, with an annualized basis rate of -8.34% [4][5]. - Major Seats: In the IM2601 contract, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 37,726 lots and an increase of 3,163 lots from the previous day. In terms of long positions, Guotai Junan (on behalf of clients) had the largest position, and in terms of short positions, CITIC Futures (on behalf of clients) had the largest position [18]. IF Futures - Market Conditions: The IF main contract rose 0.3% to close at 4622.2 points. The total trading volume of the four IF contracts was 94,429 lots, a decrease of 1,730 lots from the previous day; the total open interest was 281,129 lots, an increase of 5,274 lots from the previous day. The main contract was at a discount of 29.08 points, with an annualized basis rate of -2.84% [23][24]. - Major Seats: In the IF2601 contract, CITIC Futures (on behalf of clients) had the largest trading volume, with 9,509 lots. In terms of long positions, CITIC Futures (on behalf of clients) had the largest position, and in terms of short positions, CITIC Futures (on behalf of clients) also had the largest position [36]. IC Futures - Market Conditions: The IC main contract rose 0.5% to close at 7381 points. The total trading volume of the four IC contracts was 117,475 lots, an increase of 4,688 lots from the previous day; the total open interest was 288,847 lots, an increase of 13,084 lots from the previous day. The main contract was at a discount of 77.94 points, with an annualized basis rate of -4.76% [41][42]. - Major Seats: In the IC2601 contract, CITIC Futures (on behalf of clients) had the largest trading volume, with 26,544 lots. In terms of long positions, Guotai Junan (on behalf of clients) had the largest position, and in terms of short positions, Guotai Junan (on behalf of clients) also had the largest position [56]. IH Futures - Market Conditions: The IH main contract fell 0.05% to close at 3035.4 points. The total trading volume of the four IH contracts was 41,166 lots, an increase of 1,667 lots from the previous day; the total open interest was 88,407 lots, an increase of 1,165 lots from the previous day. The main contract was at a discount of 1.15 points, with an annualized basis rate of -0.17% [62][63]. - Major Seats: In the IH2601 contract, CITIC Futures (on behalf of clients) had the largest trading volume, with 9,988 lots. In terms of long positions, CITIC Futures (on behalf of clients) had the largest position, and in terms of short positions, CITIC Futures (on behalf of clients) also had the largest position [78].
银河期货股指期货数据日报-20251230
Yin He Qi Huo·2025-12-30 10:12