银河期货股指期货数据日报-20260204

1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Date: February 4, 2026 [2] 2. IM Futures 2.1 Daily Quotes - The closing price of CSI 1000 was 8207.12, down 0.02%. The total trading volume of the four IM contracts was 228,364 lots, a decrease of 29,272 lots from the previous day. The total open interest was 403,522 lots, a decrease of 1,996 lots from the previous day. The main contract (IM2603) rose 0.15% to close at 8203.4 points [4][5]. 2.2 Basis and Other Indicators - The main contract was at a discount of 3.72 points, up 22.38 points from the previous day. The annualized basis rate was -0.37%. The dividend impacts of the four contracts were 0.43 points, 0.43 points, 0.43 points, and 66.37 points respectively [5]. 2.3 Main Seats' Positions - In IM2602, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 51,839 lots. In terms of long positions, Guotai Junan (on behalf of clients) led with 26,265 lots, and in terms of short positions, CITIC Futures (on behalf of clients) led with 38,087 lots [17]. 3. IF Futures 3.1 Daily Quotes - The closing price of CSI 300 was 4698.68, up 0.83%. The total trading volume of the four IF contracts was 110,945 lots, a decrease of 30,840 lots from the previous day. The total open interest was 293,610 lots, a decrease of 17,434 lots from the previous day. The main contract (IF2603) rose 0.91% to close at 4693.6 points [22][23]. 3.2 Basis and Other Indicators - The main contract was at a discount of 5.08 points, up 2.03 points from the previous day. The annualized basis rate was -0.88%. The dividend impacts of the four contracts were 3 points, 3.01 points, 3.01 points, and 85.62 points respectively [23]. 3.3 Main Seats' Positions - In IF2602, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 9,320 lots. In terms of long positions, Guotai Junan (on behalf of clients) led with 6,208 lots, and in terms of short positions, Guotai Junan (on behalf of clients) led with 5,250 lots [35]. 4. IC Futures 4.1 Daily Quotes - The closing price of CSI 500 was 8299.06, up 0.15%. The total trading volume of the four IC contracts was 181,396 lots, a decrease of 40,050 lots from the previous day. The total open interest was 317,833 lots, a decrease of 9,331 lots from the previous day. The main contract (IC2603) rose 0.49% to close at 8313.6 points [40][41]. 4.2 Basis and Other Indicators - The main contract was at a premium of 14.54 points, up 19.24 points from the previous day. The annualized basis rate was 1.42%. The dividend impacts of the four contracts were 0.38 points, 0.38 points, 0.38 points, and 94.32 points respectively [41]. 4.3 Main Seats' Positions - In IC2602, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 39,165 lots. In terms of long positions, Guotai Junan (on behalf of clients) led with 21,985 lots, and in terms of short positions, CITIC Futures (on behalf of clients) led with 25,059 lots [53]. 5. IH Futures 5.1 Daily Quotes - The closing price of SSE 50 was 3069.24, up 1.14%. The total trading volume of the four IH contracts was 52,728 lots, a decrease of 11,206 lots from the previous day. The total open interest was 106,564 lots, a decrease of 7,941 lots from the previous day. The main contract (IH2603) rose 1.39% to close at 3071.8 points [59]. 5.2 Basis and Other Indicators - The main contract was at a premium of 2.56 points, up 4.14 points from the previous day. The annualized basis rate was 0.68%. The dividend impacts of the four contracts were 4.38 points, 4.38 points, 4.38 points, and 67.54 points respectively [60]. 5.3 Main Seats' Positions - In IH2602, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 10,930 lots. In terms of long positions, Guotai Junan (on behalf of clients) led with 6,748 lots, and in terms of short positions, GF Futures (on behalf of clients) led with 11,495 lots [72].