银河期货股指期货数据日报-20260121

Report Title and Date - The report is titled "Stock Index Futures Data Daily Report" and dated January 21, 2026 [1][2] 2. IM Futures 2.1 Daily Quotes - The closing price of CSI 1000 was 8,247.68, up 0.79%. The total trading volume of the four IM contracts was 214,526 lots, down 31,314 lots from the previous day. The total open interest was 381,688 lots, down 6,771 lots from the previous day [4][5] - The main contract of IM rose 1.73% to close at 8,231 points. The main contract was at a discount of 16.68 points, up 45.27 points from the previous day, and the annualized basis rate was -1.25% [4][5] 2.2 Main Seats - In IM2602, 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) [17] - In IM2603, the top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Huawen Futures (on behalf of clients) [21] 3. IF Futures 3.1 Daily Quotes - The closing price of CSI 300 was 4,723.07, up 0.09%. The total trading volume of the four IF contracts was 120,330 lots, down 9,379 lots from the previous day. The total open interest was 286,813 lots, down 6,447 lots from the previous day [22][23] - The main contract of IF rose 0.41% to close at 4,722.8 points. The main contract was at a discount of 0.27 points, up 10.01 points from the previous day, and the annualized basis rate was -0.04% [22][23] 3.2 Main Seats - In IF2602, the top five seats in terms of trading volume were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Orient Futures (on behalf of clients), Haitong Futures (on behalf of clients), and Galaxy Futures (on behalf of clients) [36] - In IF2603, the top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Huawen Futures (on behalf of clients) [39] 4. IC Futures 4.1 Daily Quotes - The closing price of CSI 500 was 8,340.11, up 1.12%. The total trading volume of the four IC contracts was 171,870 lots, down 41,699 lots from the previous day. The total open interest was 330,051 lots, down 8,110 lots from the previous day [41][42] - The main contract of IC rose 1.89% to close at 8,371 points. The main contract was at a premium of 30.89 points, up 29.89 points from the previous day, and the annualized basis rate was 2.28% [41][42] 4.2 Main Seats - In IC2602, 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) [54] - In IC2603, the top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Huawen Futures (on behalf of clients) [58] 5. IH Futures 5.1 Daily Quotes - The closing price of SSE 50 was 3,067.18, down 0.11%. The total trading volume of the four IH contracts was 54,491 lots, up 5,763 lots from the previous day. The total open interest was 96,124 lots, up 4,576 lots from the previous day [60] - The main contract of IH fell 0.01% to close at 3,073.6 points. The main contract was at a premium of 6.42 points, up 1.67 points from the previous day, and the annualized basis rate was 1.29% [60][61] 5.2 Main Seats - In IH2602, the top five seats in terms of trading volume were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Galaxy Futures (on behalf of clients) [74] - In IH2603, the top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Huawen Futures (on behalf of clients) [76]