Yin He Qi Huo·2026-01-06 12:59Report Overview - The report is a daily data report on stock index futures dated January 6, 2026, covering IM, IF, IC, and IH futures [1][2] IM Futures Market Conditions - The closing price of CSI 1000 was 7,864.90, up 1.43%. The total trading volume of the four IM contracts was 200,114 lots, an increase of 18,204 lots from the previous day. The total open interest was 373,307 lots, a decrease of 176 lots from the previous day. The main contract rose 1.73% to close at 7,762.4 points [4][5] Basis - The main contract had a discount of 102.5 points, up 12.38 points from the previous day, with an annualized basis rate of -6.51%. The dividend impacts of the four contracts were 0.32 points, 0.32 points, 0.32 points, and 43.22 points respectively [5][11] Position Analysis - In the IM2601 contract, the top five members in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Dongzheng Futures (on behalf of clients), Haitong Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients) [15] IF Futures Market Conditions - The closing price of CSI 300 was 4,790.69, up 1.55%. The total trading volume of the four IF contracts was 136,320 lots, an increase of 12,633 lots from the previous day. The total open interest was 290,367 lots, an increase of 6,165 lots from the previous day. The main contract rose 1.7% to close at 4,778 points [19][20] Basis - The main contract had a discount of 12.69 points, up 8.06 points from the previous day, with an annualized basis rate of -1.31%. The dividend impacts of the four contracts were 6.28 points, 6.9 points, 6.93 points, and 37.78 points respectively [20][28] Position Analysis - In the IF2601 contract, the top five members in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and CITIC Construction Investment (on behalf of clients) [32] IC Futures Market Conditions - The closing price of CSI 500 was 7,814.14, up 2.13%. The total trading volume of the four IC contracts was 167,403 lots, an increase of 27,205 lots from the previous day. The total open interest was 303,394 lots, an increase of 6,560 lots from the previous day. The main contract rose 2.56% to close at 7,786.4 points [37][38] Basis - The main contract had a discount of 27.74 points, up 27.46 points from the previous day, with an annualized basis rate of -1.76%. The dividend impacts of the four contracts were 0.54 points, 0.54 points, 0.54 points, and 62.86 points respectively [38][48] Position Analysis - In the IC2601 contract, the top five members in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients) [52] IH Futures Market Conditions - The closing price of SSE 50 was 3,158.76, up 1.90%. The total trading volume of the four IH contracts was 62,493 lots, an increase of 6,465 lots from the previous day. The total open interest was 98,473 lots, an increase of 6,283 lots from the previous day. The main contract rose 2% to close at 3,161.8 points [59][60] Basis - The main contract had a premium of 3.04 points, up 3.99 points from the previous day, with an annualized basis rate of 0.47%. The dividend impacts of the four contracts were 7.96 points, 7.96 points, 7.96 points, and 26.8 points respectively [60][66] Position Analysis - In the IH2601 contract, the top five members in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and Huatai Futures (on behalf of clients) [70]