IM行情概要 IM成交持仓 单位：点、手、亿元 单位：手 | | 收盘价 | +/- | 成交量 | +/- | | 成交额 | +/- | | 持仓量 | +/- | 持仓保证金 | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 中证1000 | 7864.90 | 1.43% | 33,116 | | 8 % | 5,808 | | 7 % | | | | | | IM2601 | 7875.00 | 1.65% | 49,911 | | 10% | | 780 | 12% | 74,538 | -4,894 | 141 | | | IM2602 | 7813.60 | 1.73% | 9,007 | | 3 % | | 140 | 4 % | 21,759 | 1,519 | 4 | 1 | | IM2603 | 7762.40 | 1.80% | 114,127 | | 10% | 1,759 | | 12% | 192,848 | 3,006 | 359 | | | IM2606 ...

Report Industry Investment Rating - Not provided in the document Core Viewpoints - Not provided in the document Summary by Relevant Catalogs Index Trends - On January 5th, the Shanghai Composite Index rose 1.38% to close at 4023.42 points with a trading volume of 1067.334 billion yuan; the Shenzhen Component Index rose 2.24% to close at 13828.63 points with a trading volume of 1478.937 billion yuan [1] - The CSI 1000 Index rose 2.09% with a trading volume of 542.231 billion yuan, opening at 7639.54, closing at 7753.88, with a daily high of 7753.96 and a low of 7623.75 [1] - The CSI 500 Index rose 2.49% with a trading volume of 504.69 billion yuan, opening at 7523.88, closing at 7651.2, with a daily high of 7651.24 and a low of 7523.25 [1] - The SSE 50 Index rose 2.26% with a trading volume of 169.562 billion yuan, opening at 3052.13, closing at 3099.75, with a daily high of 3105.4 and a low of 3052.13 [1] - The CSI 300 Index rose 1.9% with a trading volume of 630.577 billion yuan, opening at 4661.62, closing at 4717.75, with a daily high of 4721.64 and a low of 4661.62 [1] Impact of Sector Fluctuations on Index - The CSI 1000 rose 158.6 points from the previous closing price, with sectors such as Medicine and Biology, Electronics, and Computer significantly pulling the index upwards [2] - The CSI 500 rose 185.63 points from the previous closing price, with sectors such as Electronics and Medicine and Biology significantly pulling the index upwards [2] - The CSI 300 rose 87.81 points from the previous closing price, with sectors such as Electronics, Non - Banking Finance, and Power Equipment significantly pulling the index upwards [2] - The SSE 50 rose 68.62 points from the previous closing price, with sectors such as Non - Banking Finance, Electronics, and Food and Beverage significantly pulling the index upwards [2] Stock Index Futures Basis and Annualized Opening Costs Converted from Basis - IM00 average daily basis was - 1.83, IM01 was - 71.31, IM02 was - 129.65, and IM03 was - 365.56 [13] - IC00 average daily basis was 3.91, IC01 was - 40.19, IC02 was - 71.53, and IC03 was - 257.64 [13] - IF00 average daily basis was - 1.41, IF01 was - 14.05, IF02 was - 21.11, and IF03 was - 68.62 [13] - IH00 average daily basis was - 0.73, IH01 was - 2.59, IH02 was - 0.68, and IH03 was - 10.96 [13] Stock Index Futures Roll - over Point Differences and Their Annualized Costs Converted - For IM, data on roll - over point differences and their annualized costs at different times (e.g., 09:45, 10:00, etc.) are provided [22][27] - For IC, data on roll - over point differences and their annualized costs at different times (e.g., 09:45, 10:00, etc.) are provided [24] - For IF, data on roll - over point differences and their annualized costs at different times (e.g., 09:45, 10:00, etc.) are provided [25] - For IH, data on roll - over point differences and their annualized costs at different times (e.g., 09:45, 10:00, etc.) are provided [26]

热点栏目 自选股 数据中心 行情中心 资金流向 模拟交易 客户端 2026年1月6日，4品种股指期货主力合约均涨超1%，续创近期新高。 | 序号 合约名称 最新 测手 买价 软价 我们 来源： | | --- | | 1 300股指2603 * 4748.6 2 4748.6 4748.8 1.08% 2 15746 50.8 169524 -4208 | | 2 50服指2603ª 3141.4 2 3141.2 3141.4 1.30% 4 1 9056 40.4 54435 -2179 | | 3 500]能指2603 * 7688.6 7690.0 1.40% = 1 7 = 16791 106.0 154882 = 154882 = 5261 | | 4 1000 脂肪2603 ª 7708.0 2 7706.0 7708.0 1.08% 2 4 2 21836 82.6 182790 -7052 | | がいっていました。 この とて こ こ 人 は 十 「 」 、 」 、 | 新浪合作大平台期货开户 安全快捷有保障 新浪合作大平台期货开户 安全快捷有保障 责任编辑：赵思远 热点栏目 自选股 数据 ...

投资咨询业务资格：证监许可【2011】1778 号 宝城期货股指期货早报（2026 年 1 月 6 日） ◼ 品种观点参考—金融期货股指板块 时间周期说明：短期为一周以内、中期为两周至一月 | 品种 | 短期 | 中期 | 日内 | 观点参考 | 核心逻辑概要 | | --- | --- | --- | --- | --- | --- | | IH2603 | 震荡 | 震荡 | 偏强 | 震荡偏强 | 政策利好预期与资金净流入趋势 不变 | 备注： 1.有夜盘的品种以夜盘收盘价为起始价格，无夜盘的品种以昨日收盘价为起始价格，当日日盘收盘 价为终点价格，计算涨跌幅度。 2.跌幅大于 1%为弱势，跌幅 0~1%为偏弱，涨幅 0~1%为偏强，涨幅大于 1%为强势。 3.偏强/偏弱只针对日内观点，短期和中期不做区分。 ◼ 主要品种价格行情驱动逻辑—金融期货股指板块 品种：IF、IH、IC、IM 期货研究报告 获 取 每 日 期 货 观 点 推 送 服 务 国 家 走向世界 知行合一 专业敬业 诚 信 至 上 合 规 经 营 严谨管理 开拓进取 日内观点：偏强 中期观点：震荡 参考观点：震荡偏强 核心逻辑：昨日各股指 ...

（文章来源：每日经济新闻） 每经AI快讯，周一（1月5日）纽约尾盘，标普500股指期货最终涨0.60%，道指期货涨1.23%，纳斯达克 100股指期货涨0.71%。罗素2000股指期货涨1.50%。 ...

| 项目类别 | 数据指标 IF主力合约（2603） | 最新 4697.0 | 环比 数据指标 +103.8↑ IF次主力合约（2601） | 最新 4714.0 | 环比 +95.6↑ | | --- | --- | --- | --- | --- | --- | | | IH主力合约（2603） | 3098.8 | +77.2↑ IH次主力合约（2601） | 3097.4 | +73.2↑ | | | IC主力合约（2603） | 7596.0 | +229.4↑ IC次主力合约（2601） | 7664.8 | +209.6↑ | | | IM主力合约（2603） | 7639.0 | +200.0↑ IM次主力合约（2601） | 7759.2 | +179.6↑ | | 期货盘面 | IF-IH当月合约价差 | 1616.6 | +20.4↑ IC-IF当月合约价差 | 2950.8 | +117.4↑ | | | IM-IC当月合约价差 | 94.4 | -31.4↓ IC-IH当月合约价差 | 4567.4 | +137.8↑ | | | IM-IF当月合约价差 | 3045.2 | +8 ...

十六年 2026年1月5日 投资咨询从业资格号:Z0011222 maolei@gtht.com 报告导读: 1、市场回顾与展望:上周,节前仅3个交易日,市场平稳过渡,表现波澜不惊。指数层面无大变 化,板块方面仍以主题性投资交易为主,部分科技热点板块持续活跃。中国 12月 PMI 超预期回升,贸易 条件改善带动出口;春节偏晚拉长备货周期;前期政策显效等多因素共振,基本面持续走稳超预期。 毛磊 若安期赏研 后期来看,假期交易的港股表现偏强,主要依靠科技板块带动,有利于国内主题投资热情延续。随后 美国对委内瑞拉展开军事打击成为 2026年的第一只黑天鹅。当前,美国战略重回门罗主义,即在美洲以 外她区呈现战略收缩,重点转向美洲事务为主。本次对委的行动体现这一战略变化。对国内影响主要在于 美股和油价传导影响下的美国通胀预期等,从而带来间接风险偏好和流动性预期传导。但直接影响预计或 有限。当前中美在两国元首外交持续展开的情况下,且美国尚未全面掌握稀土供应链之前,中美整体经贸 关系或延续稳定。综合来看,若本周因风险偏好影响存在一定的震荡整固,则依然构成回调买入的机会。 在春节前,包括地方两会召开,政策开门红预期,以及年初 ...

（文章来源：每日经济新闻） 每经AI快讯，周五（1月2日）纽约尾盘，标普500股指期货最终涨0.13%，道指期货涨0.55%，纳斯达克 100股指期货跌0.24%。罗素2000股指期涨货0.89%。 ...

每经AI快讯，周三纽约尾盘，标普500股指期货最终跌0.74%，道指期货跌0.40%，纳斯达克100股指期 货跌0.84%。罗素2000股指期货跌0.48%。 （文章来源：每日经济新闻） ...

投资咨询业务资格：证监许可【2011】1778 号 期货研究报告 宝城期货股指期货早报（2025 年 12 月 31 日） ◼ 品种观点参考—金融期货股指板块 时间周期说明：短期为一周以内、中期为两周至一月 | 品种 | 短期 | 中期 | 日内 | 观点参考 | 核心逻辑概要 | | --- | --- | --- | --- | --- | --- | | IH2603 | 震荡 | 震荡 | 偏强 | 震荡偏强 | 政策利好预期与资金净流入趋势 不变 | 备注： 1.有夜盘的品种以夜盘收盘价为起始价格，无夜盘的品种以昨日收盘价为起始价格，当日日盘收盘 价为终点价格，计算涨跌幅度。 2.跌幅大于 1%为弱势，跌幅 0~1%为偏弱，涨幅 0~1%为偏强，涨幅大于 1%为强势。 期货研究报告 3.偏强/偏弱只针对日内观点，短期和中期不做区分。 ◼ 主要品种价格行情驱动逻辑—金融期货股指板块 品种：IF、IH、IC、IM 日内观点：偏强 中期观点：震荡 参考观点：震荡偏强 核心逻辑：昨日各股指均震荡整理。股市全市场成交额 21612 亿元，较上日放量 36 亿元。政策面利 好预期以及资金净流入趋势共同构成股指的 ...