银河期货股指期货数据日报-20260114

1. Report Industry Investment Rating - No relevant content found 2. Core Viewpoints - The report provides a daily data summary of stock index futures, including IM, IF, IC, and IH, covering aspects such as daily quotes, intra - day trends, basis, and positions [4][21][41][61] 3. Summary by Related Catalogs IM (China Securities 1000 Index Futures) - Daily Quotes: The main contract rose 0.23% to close at 8156 points. The total trading volume of the four contracts was 378,595 lots, an increase of 73,493 lots from the previous day; the total open interest was 415,004 lots, an increase of 13,386 lots. The main contract was at a discount of 101.17 points, a decrease of 58.44 points from the previous day, and the annualized basis rate was - 6.86% [4] - Basis: The basis and annualized basis rates of different contracts are presented, with the annualized basis rate of the main contract being - 6.9% [11] - Positions: The positions of major seats in different contracts (IM2601, IM2603, IM2606) are detailed, including trading volume, long positions, and short positions [15][17][19] IF (CSI 300 Index Futures) - Daily Quotes: The main contract fell 0.41% to close at 4740 points. The total trading volume of the four contracts was 208,305 lots, an increase of 35,576 lots from the previous day; the total open interest was 319,829 lots, an increase of 12,419 lots. The main contract was at a discount of 1.93 points, an increase of 0.5 points from the previous day, and the annualized basis rate was - 0.23% [21][22] - Basis: The basis and annualized basis rates of different contracts are provided, with the annualized basis rate of the main contract being - 0.2% [31] - Positions: The positions of major seats in different contracts (IF2601, IF2603, IF2606) are shown, including trading volume, long positions, and short positions [35][37][39] IC (CSI 500 Index Futures) - Daily Quotes: The main contract rose 0.88% to close at 8197.8 points. The total trading volume of the four contracts was 293,457 lots, an increase of 81,143 lots from the previous day; the total open interest was 334,938 lots, an increase of 17,852 lots. The main contract was at a discount of 29.9 points, a decrease of 17.82 points from the previous day, and the annualized basis rate was - 2.02% [41][42] - Basis: The basis and annualized basis rates of different contracts are given, with the annualized basis rate of the main contract being - 2.0% [51] - Positions: The positions of major seats in different contracts (IC2601, IC2603, IC2606) are presented, including trading volume, long positions, and short positions [55][57][59] IH (SSE 50 Index Futures) - Daily Quotes: The main contract fell 0.79% to close at 3114 points. The total trading volume of the four contracts was 81,044 lots, an increase of 13,666 lots from the previous day; the total open interest was 98,855 lots, an increase of 3,997 lots. The main contract was at a premium of 1.93 points, a decrease of 2.74 points from the previous day, and the annualized basis rate was 0.34% [61] - Basis: The basis and annualized basis rates of different contracts are shown, with the annualized basis rate of the main contract being 0.3% [70] - Positions: The positions of major seats in different contracts (IH2601, IH2603, IH2606) are detailed, including trading volume, long positions, and short positions [74][76][78]