股指期货日度数据跟踪 2025-09-26 一、指数走势 09 月 25 日，上证综指涨跌幅-0.01%，收于 3853.3 点，成交额 10012.11 亿元，深成指数涨跌幅 0.67%，收于 13445.9 点，成交额 13698.79 亿元。 中证 1000 指数涨跌幅-0.37%，成交额 4647.45 亿元，其中开盘价 7521.32，收盘价 7506.51，当日最高价 7563.08，最低价 7487.12； 中证 500 指数涨跌幅 0.24%，成交额 4930.47 亿元，其中开盘价 7325.66，收盘价 7341.32，当日最高价 7379.61，最低价 7312.35； 沪深 300 指数涨跌幅 0.6%，成交额 6698.67 亿元，其中开盘价 4563.98，收盘价 4593.49，当日最高价 4613.95，最低价 4558.84； 上证 50 指数涨跌幅 0.45%，成交额 1586.67 亿元，其中开盘价 2944.73，收盘价 2952.74，当日最高价 2962.18，最低价 2941.87。 图表 1：中证 1000、中证 500、沪深 300、上证 50 日内走势（%） ...

期 2025 年 9 月 19 日 股指对冲周报 | 虞堪 | 投资咨询从业资格号：Z0002804 | yukan@gtht.com | | --- | --- | --- | | 李宏磊 | 投资咨询从业资格号：Z0018445 | lihonglei@gtht.com | （正文） 1. 股指期货基差情况 表 1：股指期货基差 | | | IF | | | | --- | --- | --- | --- | --- | | 合约代码 | 上周基差 | 本周基差 | 基差变动 | 指增年化收益 | | IF2509 | 1.20 | 8.08 | 6.88 | | | IF2510 | -5.00 | -14.92 | -9.92 | 5.5% | | IF2512 | -25.00 | -37.52 | -12.52 | 4.8% | | IF2603 | -44.00 | -61.52 | -17.52 | 4.2% | | | | IH | | | | 合约代码 | 上周基差 | 本周基差 | 基差变动 | 指增年化收益 | | IH2509 | 0.06 | 8.66 | 8.60 | | | I ...

股指期货数据日报 2025年7月29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 | 6773.88 | 0.65% | 25,926 | | 3 % | | 3,837 | 7 % | | | | | | IM2508 | 6731.00 | 0.84% | 38,521 | | -2% | | 514 | -2% | 59,508 | -4,161 | | 9 6 | | IM2509 | 6662.00 | 0.86% | 116,403 | | 0 % | | 1,537 | 0 % | 174,556 | -5,877 | | 279 | | IM2512 | 6471.80 | 0.80% | 26,296 | | 9 % | | 337 | 8 % | 78,4 ...

1. Report Title and Date - Report title: "Stock Index Futures Data Daily Report" [1] - Date: June 25, 2025 [2] 2. IM (China Securities 1000 Index Futures) 2.1 Daily Quotes - The closing price of the CSI 1000 was 6,276.16, up 1.32%. The total trading volume of the four IM contracts was 247,386 lots, an increase of 33,750 lots from the previous day; the total open interest was 345,077 lots, an increase of 20,157 lots from the previous day. The main contract of IM rose 2.19% to close at 6,119.6 points [4][5]. 2.2 Basis and Annualized Basis Rate - The main contract of IM was at a discount of 156.56 points, up 43.11 points from the previous day; the annualized basis rate was -10.73% [5]. 2.3 Main Seats' Positions - For different contracts (IM2507, IM2508, IM2509, IM2512), the report shows the trading volume, long and short positions, and their changes of the top - ranking member companies [16][18][19]. 3. IF (CSI 300 Index Futures) 3.1 Daily Quotes - The closing price of the CSI 300 was 3,960.07, up 1.44%. The total trading volume of the four IF contracts was 123,530 lots, an increase of 9,685 lots from the previous day; the total open interest was 254,002 lots, an increase of 12,395 lots from the previous day. The main contract of IF rose 1.93% to close at 3,922.8 points [20][21]. 3.2 Basis and Annualized Basis Rate - The main contract of IF was at a discount of 37.27 points, up 14.36 points from the previous day; the annualized basis rate was -3.99% [21]. 3.3 Main Seats' Positions - For different contracts (IF2507, IF2508, IF2509, IF2512), the report shows the trading volume, long and short positions, and their changes of the top - ranking member companies [34][35]. 4. IC (CSI 500 Index Futures) 4.1 Daily Quotes - The closing price of the CSI 500 was 5,862.55, up 1.68%. The total trading volume of the four IC contracts was 110,445 lots, an increase of 15,870 lots from the previous day; the total open interest was 234,477 lots, an increase of 12,841 lots from the previous day. The main contract of IC rose 2.37% to close at 5,759.8 points [39][40]. 4.2 Basis and Annualized Basis Rate - The main contract of IC was at a discount of 102.75 points, up 30.49 points from the previous day; the annualized basis rate was -7.48% [40]. 4.3 Main Seats' Positions - For different contracts (IC2507, IC2508, IC2509, IC2512), the report shows the trading volume, long and short positions, and their changes of the top - ranking member companies [49][50][52]. 5. IH (SSE 50 Index Futures) 5.1 Daily Quotes - The closing price of the SSE 50 was 2,747.73, up 1.17%. The total trading volume of the four IH contracts was 62,048 lots, a decrease of 784 lots from the previous day; the total open interest was 93,338 lots, an increase of 5,800 lots from the previous day. The main contract of IH rose 1.59% to close at 2,722.6 points [54]. 5.2 Basis and Annualized Basis Rate - The main contract of IH was at a discount of 25.13 points, up 8.79 points from the previous day; the annualized basis rate was -3.87% [55]. 5.3 Main Seats' Positions - For different contracts (IH2507, IH2508, IH2509, IH2512), the report shows the trading volume, long and short positions, and their changes of the top - ranking member companies [68][70]