银河期货股指期货数据日报-20260130

Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: January 30, 2026 [2] IM Futures Market Overview - The closing price of CSI 1000 was 8,254.86 points, down 0.93%. The main contract of IM fell 0.84% to close at 8,260.6 points. The total trading volume of the four IM contracts was 275,842 lots, an increase of 27,861 lots from the previous day, and the total open interest was 408,840 lots, a decrease of 2,755 lots from the previous day [4]. - The main contract of IM had a premium of 5.74 points, up 8.95 points from the previous day, and the annualized basis rate was 0.51%. The dividend impacts of the four IM contracts were 0.29 points, 0.29 points, 0.29 points, and 68.05 points respectively [5]. Position Analysis - The trading volume, open interest, and changes of major seats in IM2602, IM2603, IM2606, and IM2609 contracts were detailed, including information on top 5, top 10, and top 20 seats [15][17][19] IF Futures Market Overview - The closing price of CSI 300 was 4,706.34 points, down 1.00%. The main contract of IF fell 1.32% to close at 4,711 points. The total trading volume of the four IF contracts was 179,201 lots, an increase of 19,397 lots from the previous day, and the total open interest was 332,644 lots, an increase of 9,087 lots from the previous day [20][21]. - The main contract of IF had a premium of 4.66 points, down 25.47 points from the previous day, and the annualized basis rate was 0.72%. The dividend impacts of the four IF contracts were 3.69 points, 3.72 points, 3.72 points, and 89.63 points respectively [21]. Position Analysis - The trading volume, open interest, and changes of major seats in IF2602, IF2603, IF2606, and IF2609 contracts were detailed, including information on top 5, top 10, and top 20 seats [34][36][38] IC Futures Market Overview - The closing price of CSI 500 was 8,370.52 points, down 1.73%. The main contract of IC fell 2.07% to close at 8,362.4 points. The total trading volume of the four IC contracts was 248,185 lots, an increase of 43,907 lots from the previous day, and the total open interest was 349,459 lots, a decrease of 4,373 lots from the previous day [40][41]. - The main contract of IC had a discount of 8.12 points, down 7.88 points from the previous day, and the annualized basis rate was -0.71%. The dividend impacts of the four IC contracts were 0.44 points, 0.44 points, 0.44 points, and 98.36 points respectively [41]. Position Analysis - The trading volume, open interest, and changes of major seats in IC2602, IC2603, IC2606, and IC2609 contracts were detailed, including information on top 5, top 10, and top 20 seats [53][55][57] IH Futures Market Overview - The closing price of SSE 50 was 3,066.50 points, down 1.43%. The main contract of IH fell 1.64% to close at 3,074 points. The total trading volume of the four IH contracts was 77,049 lots, a decrease of 8,823 lots from the previous day, and the total open interest was 122,366 lots, a decrease of 5,863 lots from the previous day [59]. - The main contract of IH had a premium of 7.5 points, down 11.99 points from the previous day, and the annualized basis rate was 1.78%. The dividend impacts of the four IH contracts were 4.95 points, 4.95 points, 4.95 points, and 71.63 points respectively [60]. Position Analysis - The trading volume, open interest, and changes of major seats in IH2602, IH2603, and IH2606 contracts were detailed, including information on top 5, top 10, and top 20 seats [73][76][78]