银河期货股指期货数据日报-20260119

1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Date: January 19, 2026 [2] 2. IM Futures 2.1 Daily Quotes - The closing price of CSI 1000 was 8,265.65, up 0.40%. The trading volume was 32,669 lots, down 7%, and the trading value was 58.17 billion yuan, down 8% [4]. - The main contract IM2603 rose 0.26% to close at 8,186.6 points. The trading volume was 123,630 lots, down 12%, and the trading value was 20.31 billion yuan, down 12%. The open interest was 195,201 lots, down 5,800 lots [4]. 2.2 Overall Trading and Position - The total trading volume of the four IM contracts was 206,367 lots, down 11,966 lots from the previous day. The total open interest was 380,256 lots, up 1,234 lots [5]. 2.3 Basis and Annualized Basis Rate - The main contract was at a discount of 79.05 points to the spot, 25.52 points lower than the previous day. The annualized basis rate was -5.78% [5]. 2.4 Main Seats' Positions - In IM2602, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 41,544 lots, down 10,429 lots. In terms of long positions, Guotai Junan (on behalf of clients) had the most with 26,627 lots, down 554 lots. For short positions, CITIC Futures (on behalf of clients) led with 34,089 lots, down 202 lots [15]. 3. IF Futures 3.1 Daily Quotes - The closing price of CSI 300 was 4,734.46, up 0.05%. The trading volume was 26,761 lots, down 18%, and the trading value was 65.51 billion yuan, down 17% [20]. - The main contract IF2603 rose 0.2% to close at 4,728.6 points. The trading volume was 73,045 lots, down 18%, and the trading value was 10.37 billion yuan, down 19%. The open interest was 179,134 lots, down 8,290 lots [20]. 3.2 Overall Trading and Position - The total trading volume of the four IF contracts was 120,242 lots, down 18,138 lots from the previous day. The total open interest was 290,666 lots, down 4,289 lots [21]. 3.3 Basis and Annualized Basis Rate - The main contract was at a discount of 5.86 points to the spot, 2.81 points higher than the previous day. The annualized basis rate was -0.74% [21]. 3.4 Main Seats' Positions - In IF2602, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 8,889 lots, down 1,576 lots. In terms of long positions, Guotai Junan (on behalf of clients) had the most with 7,957 lots, down 536 lots. For short positions, CITIC Futures (on behalf of clients) led with 7,649 lots, down 402 lots [34]. 4. IC Futures 4.1 Daily Quotes - The closing price of CSI 500 was 8,287.95, up 0.67%. The trading volume was 26,150 lots, down 7%, and the trading value was 56.09 billion yuan, down 9% [39]. - The main contract IC2603 rose 0.82% to close at 8,266 points. The trading volume was 98,224 lots, down 4%, and the trading value was 16.25 billion yuan, down 4%. The open interest was 177,228 lots, up 2,736 lots [39]. 4.2 Overall Trading and Position - The total trading volume of the four IC contracts was 166,526 lots, down 3,994 lots from the previous day. The total open interest was 319,424 lots, up 6,196 lots [40]. 4.3 Basis and Annualized Basis Rate - The main contract was at a discount of 21.95 points to the spot, 0.32 points higher than the previous day. The annualized basis rate was -1.59% [40]. 4.4 Main Seats' Positions - In IC2602, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 36,529 lots, down 4,559 lots. In terms of long positions, Guotai Junan (on behalf of clients) had the most with 24,786 lots, up 707 lots. For short positions, CITIC Futures (on behalf of clients) led with 27,507 lots, up 970 lots [52]. 5. IH Futures 5.1 Daily Quotes - The closing price of SSE 50 was 3,075.94, down 0.12%. The trading volume was 5,587 lots, down 23%, and the trading value was 16.62 billion yuan, down 17% [58]. - The main contract IH2603 fell 0.11% to close at 3,077.6 points. The trading volume was 30,016 lots, down 24%, and the trading value was 2.78 billion yuan, down 25%. The open interest was 57,249 lots, down 1,653 lots [58]. 5.2 Overall Trading and Position - The total trading volume of the four IH contracts was 46,533 lots, down 11,922 lots from the previous day. The total open interest was 91,413 lots, down 1,610 lots [58]. 5.3 Basis and Annualized Basis Rate - The main contract was at a premium of 1.66 points to the spot, 2.98 points lower than the previous day. The annualized basis rate was 0.32% [59]. 5.4 Main Seats' Positions - In IH2602, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 10,010 lots, down 2,507 lots. In terms of long positions, CITIC Futures (on behalf of clients) had the most with 6,547 lots, down 257 lots. For short positions, GF Futures (on behalf of clients) led with 10,937 lots, up 181 lots [72].