银河期货股指期货数据日报-20260107

Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Date: January 7, 2026 [2] IM Futures Market Summary - The closing price of CSI 1000 was 7,906.42, up 0.53%. The total trading volume of the four IM contracts was 177,522 lots, a decrease of 22,592 lots from the previous day. The total open interest was 371,281 lots, a decrease of 2,026 lots from the previous day. The main contract rose 0.31% to close at 7,760.2 points [4][5]. - The main contract was at a discount of 146.22 points, a decrease of 43.72 points from the previous day. The annualized basis rate was -9.42%. The dividend impacts of the four contracts were 0.29 points, 0.29 points, 0.29 points, and 43.28 points respectively [5]. Main Seats - In IM2601, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Orient Futures (on behalf of clients), Haitong Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients). The trading volume of the top five seats was 99,025 lots, a decrease of 4,964 lots from the previous day [19]. - Similar data was provided for IM2602, IM2603, and IM2606 contracts, showing the trading volume, long - position volume, and short - position volume changes of major seats [21][23] IF Futures Market Summary - The closing price of the CSI 300 was 4,776.67, down 0.29%. The total trading volume of the four IF contracts was 112,698 lots, a decrease of 23,622 lots from the previous day. The total open interest was 282,763 lots, a decrease of 7,604 lots from the previous day. The main contract fell 0.28% to close at 4,753 points [24][25]. - The main contract was at a discount of 23.67 points, a decrease of 10.98 points from the previous day. The annualized basis rate was -2.49%. The dividend impacts of the four contracts were 4.66 points, 6.88 points, 6.91 points, and 37.91 points respectively [25]. Main Seats - In IF2601, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Orient Futures (on behalf of clients), Haitong Futures (on behalf of clients), and CITIC Construction Investment (on behalf of clients). The trading volume of the top five seats was 33,064 lots, a decrease of 10,090 lots from the previous day [38]. - Similar data was provided for IF2602, IF2603, and IF2606 contracts, showing the trading volume, long - position volume, and short - position volume changes of major seats [40][41] IC Futures Market Summary - The closing price of the CSI 500 was 7,875.08, up 0.78%. The total trading volume of the four IC contracts was 149,529 lots, a decrease of 17,874 lots from the previous day. The total open interest was 302,506 lots, a decrease of 888 lots from the previous day. The main contract rose 0.63% to close at 7,802.6 points [43][44]. - The main contract was at a discount of 72.48 points, a decrease of 44.74 points from the previous day. The annualized basis rate was -4.64%. The dividend impacts of the four contracts were 0.56 points, 0.56 points, 0.56 points, and 63.02 points respectively [44]. Main Seats - In IC2601, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients). The trading volume of the top five seats was 84,953 lots, a decrease of 7,260 lots from the previous day [57]. - Similar data was provided for IC2602, IC2603, and IC2606 contracts, showing the trading volume, long - position volume, and short - position volume changes of major seats [59][61] IH Futures Market Summary - The closing price of the SSE 50 was 3,145.12, down 0.43%. The total trading volume of the four IH contracts was 47,545 lots, a decrease of 14,948 lots from the previous day. The total open interest was 90,245 lots, a decrease of 8,228 lots from the previous day. The main contract fell 0.36% to close at 3,143.8 points [63]. - The main contract was at a discount of 1.32 points, a decrease of 4.36 points from the previous day. The annualized basis rate was -0.21%. The dividend impacts of the four contracts were 7.99 points, 7.99 points, 7.99 points, and 26.85 points respectively [64]. Main Seats - In IH2601, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Huatai Futures (on behalf of clients). The trading volume of the top five seats was 29,403 lots, a decrease of 8,271 lots from the previous day [74]. - Similar data was provided for IH2602, IH2603, and IH2606 contracts, showing the trading volume, long - position volume, and short - position volume changes of major seats [77][79]