银河期货股指期货数据日报-20260127

1. Report Industry Investment Rating There is no information about the report industry investment rating in the provided content. 2. Core Viewpoints The report presents the daily data of stock index futures, including IM, IF, IC, and IH, covering aspects such as daily quotes, intraday trends, daily basis, and daily positions [3][21][41][61]. 3. Summary by Related Catalogs IM Futures - Daily Quotes: The closing price of the CSI 1000 was 8382.15, up 0.20%. The main contract IM2603 rose 0.55% to close at 8357.2 points. The total trading volume of the four IM contracts was 262,400 lots, down 14,760 lots from the previous day; the total open interest was 398,403 lots, up 3,901 lots from the previous day [3][5]. - Basis: The main contract was at a discount of 24.95 points, up 51.28 points from the previous day; the annualized basis rate was -2.06% [5]. - Positions: The net short - position ratio and the positions of major seats of each contract are presented, such as the positions of the top five, top ten, and top twenty seats in IM2602, IM2603, etc. [16][18][20]. IF Futures - Daily Quotes: The closing price of the CSI 300 was 4705.69, down 0.03%. The main contract IF2603 fell 0.2% to close at 4718.2 points. The total trading volume of the four IF contracts was 142,964 lots, down 46,585 lots from the previous day; the total open interest was 310,326 lots, down 18,138 lots from the previous day [21][22]. - Basis: The main contract was at a premium of 12.51 points, up 0.07 points from the previous day; the annualized basis rate was 1.83% [22]. - Positions: The net short - position ratio and the positions of major seats of each contract are presented, such as the positions of the top five, top ten, and top twenty seats in IF2602, IF2603, etc. [36][38][39]. IC Futures - Daily Quotes: The closing price of the CSI 500 was 8548.93, up 0.50%. The main contract IC2603 rose 0.64% to close at 8547.6 points. The total trading volume of the four IC contracts was 211,372 lots, down 15,305 lots from the previous day; the total open interest was 343,302 lots, down 704 lots from the previous day [41][42]. - Basis: The main contract was at a discount of 1.33 points, up 35.36 points from the previous day; the annualized basis rate was -0.11% [42]. - Positions: The net short - position ratio and the positions of major seats of each contract are presented, such as the positions of the top five, top ten, and top twenty seats in IC2602, IC2603, etc. [55][57][59]. IH Futures - Daily Quotes: The closing price of the SSE 50 was 3052.39, up 0.09%. The main contract IH2603 fell 0% to close at 3064 points. The total trading volume of the four IH contracts was 67,869 lots, down 16,758 lots from the previous day; the total open interest was 114,497 lots, down 4,127 lots from the previous day [61]. - Basis: The main contract was at a premium of 11.61 points, up 3 points from the previous day; the annualized basis rate was 2.61% [62]. - Positions: The net short - position ratio and the positions of major seats of each contract are presented, such as the positions of the top five, top ten, and top twenty seats in IH2602, IH2603, etc. [76][78][80].