银河期货股指期货数据日报-20260206
Yin He Qi Huo·2026-02-06 08:56
- Report Industry Investment Rating - No relevant content provided 2. Core Viewpoints - The report presents the daily market conditions of various stock index futures, including IM, IF, IC, and IH, encompassing closing prices, trading volumes, open interests, basis points, and other data, along with the trading volume and open interest data of major seats for each contract [4][21][38][57] 3. Summary by Related Catalogs IM Futures - Daily Market Conditions: The closing price of the CSI 1000 index was 8051.57 points, down 0.20%. The main contract, IM2603, fell 0.82% to close at 7990.8 points. The total trading volume of the four IM contracts was 242,655 lots, an increase of 9,983 lots from the previous day; the total open interest was 406,035 lots, an increase of 5,487 lots from the previous day. The main contract was at a discount of 60.77 points, a decrease of 32.49 points from the previous day; the annualized basis rate was -6.46% [4][5] - Major Seats: The report details the trading volume, long - position volume, and short - position volume of the top 20 seats for IM2602, IM2603, and IM2606 contracts, along with their changes from the previous day [16][18][20] IF Futures - Daily Market Conditions: The closing price of the CSI 300 index was 4643.60 points, down 0.57%. The main contract, IF2603, fell 0.63% to close at 4637.6 points. The total trading volume of the four IF contracts was 118,040 lots, an increase of 2,144 lots from the previous day; the total open interest was 294,016 lots, a decrease of 3,193 lots from the previous day. The main contract was at a discount of 6 points, a decrease of 0.78 points from the previous day; the annualized basis rate was -1.1% [21][22] - Major Seats: The report provides the trading volume, long - position volume, and short - position volume of the top 20 seats for IF2602, IF2603, and IF2606 contracts, along with their changes from the previous day [33][35][36] IC Futures - Daily Market Conditions: The closing price of the CSI 500 index was 8146.41 points, unchanged. The main contract, IC2603, fell 0.24% to close at 8117.4 points. The total trading volume of the four IC contracts was 199,101 lots, an increase of 30 lots from the previous day; the total open interest was 318,642 lots, a decrease of 7,208 lots from the previous day. The main contract was at a discount of 29.01 points, a decrease of 3.1 points from the previous day; the annualized basis rate was -3.03% [38][39] - Major Seats: The report shows the trading volume, long - position volume, and short - position volume of the top 20 seats for IC2602, IC2603, and IC2606 contracts, along with their changes from the previous day [51][53][55] IH Futures - Daily Market Conditions: The closing price of the SSE 50 index was 3037.86 points, down 0.69%. The main contract, IH2603, fell 0.8% to close at 3036.2 points. The total trading volume of the four IH contracts was 55,696 lots, an increase of 1,337 lots from the previous day; the total open interest was 109,117 lots, an increase of 441 lots from the previous day. The main contract was at a discount of 1.66 points, a decrease of 4.05 points from the previous day; the annualized basis rate was -0.46% [57][58] - Major Seats: The report lists the trading volume, long - position volume, and short - position volume of the top 20 seats for IH2602, IH2603, and IH2606 contracts, along with their changes from the previous day [70][72][74]