IM行情概要 IM成交持仓 单位：点、手、亿元 单位：手 | | 收盘价 | +/- | 成交量 | +/- | | 成交额 | +/- | | 持仓量 | +/- | 持仓保证金 | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 中证1000 | 7864.90 | 1.43% | 33,116 | | 8 % | 5,808 | | 7 % | | | | | | IM2601 | 7875.00 | 1.65% | 49,911 | | 10% | | 780 | 12% | 74,538 | -4,894 | 141 | | | IM2602 | 7813.60 | 1.73% | 9,007 | | 3 % | | 140 | 4 % | 21,759 | 1,519 | 4 | 1 | | IM2603 | 7762.40 | 1.80% | 114,127 | | 10% | 1,759 | | 12% | 192,848 | 3,006 | 359 | | | IM2606 ...

股指期货持仓日度跟踪 投资咨询业务资格： 广发期货研究所 电 话：020-88818051 E-Mail：yeqianning@gf.com.cn 目录： 股指期货： IF、IH、IC、IM | 品种 | | 主力合 约 | 总持仓点评 | 前二十席位重要变动 | | --- | --- | --- | --- | --- | | 沪深 | 300 | IF2603 | 总持仓明显上升 | 前二十席位增减仓不一 | | 上证 | 50 | IH2603 | 总持仓小幅上升 | 前二十席位增仓为主 | | 中证 | 500 | IC2603 | 总持仓大幅上升 | 国君多空头各增仓 3000 手以上 | | 中证 | 1000 | IM2603 | 总持仓大幅上升 | 国君多空头各增仓超 3000 手 | 股指期货持仓日度变动简评 6,857.0 2,964.0 15,069.0 8,761.0 8,201.0 3,543.0 22,660.0 13,346.0 0 5,000 10,000 15,000 20,000 25,000 IF IH IC IM 主力合约持仓变动 总持仓变动 数据来源：Wind 广发 ...

股指期货数据日报 2025年12月30日 IM每日行情 IM行情概要 IM成交持仓 单位：点、手、亿元 单位：手 | | 收盘价 | +/- | 成交量 | +/- | | 成交额 | +/- | 持仓量 | +/- | 持仓保证金 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 中证1000 | 7597.30 | 0.04% | 26,333 | | 0 % | 4,680 | 0 % | | | | | IM2601 | 7593.80 | 0.21% | 36,884 | | 0 % | 560 | 0 % | 86,310 | 927 | 157 | | IM2602 | 7520.00 | 0.22% | 7,517 | | -13% | 113 | -13% | 15,702 | 2,400 | 2 8 | | IM2603 | 7459.20 | 0.24% | 100,572 | | 5 % | 1,501 | 5 % | 189,970 | 7,365 | 340 | | IM2606 | 72 ...

2025年12月25日 IM每日行情 IM行情概要 IM成交持仓 单位：点、手、亿元 单位：手 股指期货数据日报 GALAXY FUTURES 1 IM每日基差 单位：点 单位：点 注：负值为移仓有收益 单位：点 IM日内基差 IM基差 IM年化移仓成本 IM分红影响 合 约 收盘价 现 货 当 月 下 月 季 一 季 二 中 证 1000 (500.00) (400.00) (300.00) (200.00) (100.00) - (140.00) (120.00) (100.00) (80.00) (60.00) (40.00) (20.00) - 9:30:00 10:30:00 11:30:00 14:00:00 15:00:00 IM当月 IM下月 IM季月(右) IM下季(右) -500 -400 -300 -200 -100 0 100 0.00% 5.00% 10.00% 15.00% 20.00% 25.00% 0.00% 5.00% 10.00% 15.00% 20.00% 1/2 3/7 5/8 7/4 8/29 11/3 IM00-IM02 IM00-IM03 IM00-IM01（右） ...

股指期货数据日报 2025年12月23日 IM每日行情 IM行情概要 IM成交持仓 IM主力合约贴水195.02点，较前日上升9.73点；年化基 差率为-11.24%。 单位：点、手、亿元 单位：手 IM四合约分红影响分别为0.57点、0.57点、0.57点和 43.71点。 | | 收盘价 | +/- | 成交量 | +/- | | 成交额 | +/- | | 持仓量 | +/- | 持仓保证金 | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 中证1000 | 7392.42 | -0.22% | 22,429 | | 1 % | | 3,972 | 4 % | | | | | | IM2601 | 7343.00 | -0.16% | 36,927 | | -8% | | 543 | -8% | 93,993 | -1,034 | | 166 | | IM2602 | 7264.80 | -0.17% | 4,741 | | -1% | | 6 9 | -1% | 5,137 | 4 ...

股指期货数据日报 2025年12月22日 IM每日行情 IM行情概要 IM成交持仓 单位：点、手、亿元 单位：手 | | 收盘价 | +/- | 成交量 | +/- | | 成交额 | +/- | | 持仓量 | +/- | 持仓保证金 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 中证1000 | 7408.35 | 1.07% | 22,160 | | 1 % | 3,812 | | 5 % | | | | | IM2601 | 7350.00 | 0.90% | 40,165 | | -28% | | 591 | -28% | 95,027 | -3,207 | 168 | | IM2602 | 7273.20 | 0.00% | 4,799 | | | | 7 0 | | 4,728 | 0 | 8 | | IM2603 | 7203.60 | 0.86% | 86,037 | | -17% | 1,242 | | -16% | 175,023 | -4,095 | 303 | | IM260 ...

股指期货数据日报 2025年12月18日 IM每日行情 | | | | | | IM行情概要 | | | | | | | | IM成交持仓 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 单位：点、手、亿元 | | | | | | | | | | | | 单位：手 | | | | 收盘价 | +/- | 成交量 | +/- | | 成交额 | +/- | 持仓量 | +/- | 持仓保证金 | | 600,000 | | | 中证1000 | 7272.40 | -0.22% | 20,004 | | -9% | 3,490 | -5% | | | | | | | | IM2512 | 7275.40 | -0.26% | 78,623 | | -36% | 1,148 | -36% | 50,338 | -35,409 | | 8 8 | 500,000 | | | IM2601 | 7213.00 | -0.16% | 39,669 | | -9% | 574 | -8% | ...

股指期货数据日报 IM每日行情 IM行情概要 IM成交持仓 单位：点、手、亿元 单位：手 2025年12月17日 IM主力合约升水6.26点，较前日下降1.12点；年化基差 率为10.44%。 IM四合约分红影响分别为0.11点、0.67点、0.68点和 42.2点。 单位：点 IM日内走势 6,850 6,900 6,950 7,000 7,050 7,100 7,150 7,100 7,150 7,200 7,250 7,300 7,350 中证1000 IM当月 IM当季 100,000 200,000 300,000 400,000 500,000 0 100,000 200,000 300,000 400,000 500,000 600,000 1/2 3/7 5/8 7/4 8/29 11/3 IM成交 IM持仓（右轴） GALAXY FUTURES 1 6,800 7,050 9:30 10:00 10:30 11:00 11:30 13:30 14:00 14:30 15:00 | | 收盘价 | +/- | 成交量 | +/- | | 成交额 +/- | | 持仓量 | +/- | 持仓保证 ...

Group 1: Index Movements - On December 15th, the Shanghai Composite Index dropped by 0.55% to close at 3867.92 points, with a trading volume of 764.605 billion yuan; the Shenzhen Component Index fell by 1.1% to close at 13112.09 points, with a trading volume of 1008.835 billion yuan [1]. - The CSI 1000 Index decreased by 0.84%, with a trading volume of 372.659 billion yuan, opening at 7324.48, closing at 7309.08, reaching a high of 7375.61 and a low of 7305.83 [1]. - The CSI 500 Index declined by 0.78%, with a trading volume of 301.024 billion yuan, opening at 7121.38, closing at 7113.96, reaching a high of 7177.15 and a low of 7110.68 [1]. - The SSE 50 Index dropped by 0.25%, with a trading volume of 111.134 billion yuan, opening at 2979.76, closing at 2987.07, reaching a high of 3015.39 and a low of 2978.13 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 Index dropped 61.86 points from the previous close, with sectors such as Medicine & Biology, Communication, and Electronics significantly dragging down the index [2]. - The CSI 500 Index fell 55.83 points from the previous close, with National Defense & Military Industry pulling the index up, while Electric Equipment, Machinery, and Electronics dragging it down [2]. - The SSE 50 Index decreased 7.57 points from the previous close, with Non - Banking Finance, Food & Beverage, and Basic Chemicals pulling the index up, while Machinery, Medicine & Biology, and Electronics dragging it down [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 8.87, IM01 of - 85.92, IM02 of - 246.25, and IM03 of - 490.68 [13]. - For IC contracts, IC00 had an average daily basis of - 2.63, IC01 of - 57.67, IC02 of - 174.09, and IC03 of - 377.5 [13]. - For IF contracts, IF00 had an average daily basis of - 5.33, IF01 of - 22.13, IF02 of - 48.54, and IF03 of - 92.24 [13]. - For IH contracts, IH00 had an average daily basis of - 2.95, IH01 of - 9.76, IH02 of - 10.95, and IH03 of - 26.66 [13]. Group 4: Stock Index Futures Roll - over Point Differences and Annualized Costs - For the IF contract, at 09:45, the point differences for IF00 - 01, IF00 - 02, and IF00 - 03 were - 15.1878, - 37.2969, and - 81.8414 respectively [24]. - For the IH contract, at 09:45, the point differences for IH00 - 01, IH00 - 02, and IH00 - 03 were - 5.45767, - 9.03133, and - 23.7498 respectively [25]. - For the IM contract, at 09:45, the point differences for IM00 - 01, IM00 - 02, and IM00 - 03 were - 75.8461, - 236.345, and - 480.077 respectively [27]. - For the IC contract, at 09:45, the point differences for IC00 - 01, IC00 - 02, and IC00 - 03 were - 55.5207, - 175.242, and - 383.666 respectively [28].

1. Report Information - Report title: Stock Index Futures Data Daily Report [1] - Date: December 10, 2025 [2] 2. IM Futures 2.1 Daily Quotes - The closing price of CSI 1000 was 7,408.24, up 0.37%, with a trading volume of 21,561 lots (down 6%) and a trading value of 36.02 billion yuan (down 8%) [4] - The IM main - contract (IM2512) rose 0.22% to close at 7,371.4 points. The trading volume of IM four - contracts was 177,447 lots, an increase of 36,576 lots from the previous day; the total open interest was 369,233 lots, an increase of 9,226 lots [4][5] 2.2 Basis and Other Indicators - The IM main - contract was at a discount of 36.84 points, down 4.06 points from the previous day; the annualized basis rate was - 18.24% [5] - The dividend impacts of the four IM contracts were 0.34 points, 1.2 points, 1.21 points, and 44.18 points respectively [5] 2.3 Main Seats - For IM2512, the top five seats in terms of trading volume had a total of 46,882 lots, an increase of 11,437 lots from the previous day. The top five seats in terms of long positions had 45,109 lots (an increase of 1,400 lots), and the top five seats in terms of short positions had 56,585 lots (an increase of 1,488 lots) [19] 3. IF Futures 3.1 Daily Quotes - The closing price of CSI 300 was 4,591.83, down 0.14%, with a trading volume of 16,911 lots (down 8%) and a trading value of 40.15 billion yuan (down 11%) [24] - The IF main - contract (IF2512) fell 0.17% to close at 4,574.2 points. The trading volume of IF four - contracts was 122,684 lots, an increase of 23,187 lots from the previous day; the total open interest was 276,464 lots, an increase of 7,169 lots [24][25] 3.2 Basis and Other Indicators - The IF main - contract was at a discount of 17.63 points, down 2.61 points from the previous day; the annualized basis rate was - 14.07% [25] - The dividend impacts of the four IF contracts were 3.54 points, 9.82 points, 10.92 points, and 40.57 points respectively [25] 3.3 Main Seats - For IF2512, the top five seats in terms of trading volume had a total of 75,172 lots, an increase of 12,528 lots from the previous day. The top five seats in terms of long positions had 54,636 lots (a decrease of 1,176 lots), and the top five seats in terms of short positions had 56,894 lots (an increase of 127 lots) [37] 4. IC Futures 4.1 Daily Quotes - The closing price of CSI 500 was 7,155.99, up 0.49%, with a trading volume of 15,397 lots (down 8%) and a trading value of 28.05 billion yuan (down 8%) [42] - The IC main - contract (IC2512) rose 0.4% to close at 7,122.2 points. The trading volume of IC four - contracts was 116,534 lots, an increase of 20,739 lots from the previous day; the total open interest was 252,255 lots, an increase of 2,642 lots [42][43] 4.2 Basis and Other Indicators - The IC main - contract was at a discount of 33.79 points, down 6.86 points from the previous day; the annualized basis rate was - 17.32% [43] - The dividend impacts of the four IC contracts were 0.84 points, 2.37 points, 2.94 points, and 57.32 points respectively [43] 4.3 Main Seats - For IC2512, the top five seats in terms of trading volume had a total of 31,609 lots, an increase of 5,655 lots from the previous day. The top five seats in terms of long positions had 34,243 lots (an increase of 1,249 lots), and the top five seats in terms of short positions had 44,390 lots (an increase of 1,291 lots) [58] 5. IH Futures 5.1 Daily Quotes - The closing price of SSE 50 was 2,988.64, down 0.31%, with a trading volume of 4,151 lots (down 4%) and a trading value of 10.13 billion yuan (down 8%) [64] - The IH main - contract (IH2512) fell 0.35% to close at 2,980.8 points. The trading volume of IH four - contracts was 51,211 lots, an increase of 12,074 lots from the previous day; the total open interest was 96,737 lots, an increase of 4,369 lots [64] 5.2 Basis and Other Indicators - The IH main - contract was at a discount of 7.84 points, down 1.48 points from the previous day; the annualized basis rate was - 9.6% [65] - The dividend impacts of the four IH contracts were 4.68 points, 12.33 points, 13.5 points, and 31.52 points respectively [65] 5.3 Main Seats - For IH2512, the top five seats in terms of trading volume had a total of 35,039 lots, an increase of 9,905 lots from the previous day. The top five seats in terms of long positions had 23,003 lots (an increase of 1,156 lots), and the top five seats in terms of short positions had 27,634 lots (an increase of 651 lots) [80]