2026年3月4日 IM每日行情 股指期货数据日报 GALAXY FUTURES 1 | | | | | 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 | 500,000 | | | 中证1000 | 8094.52 | -0.59% | 32,069 | -18% | 5,027 | -24% | | | | | | | IM2603 | 8064.20 | -0.90% | 155,033 | -14% | 2,517 | -15% | 179,738 | -6,114 | 348 | 400,000 | | | IM2604 | 8018.40 | -0.94% | 10,557 | -31% | 170 | -32% | 16,399 | 229 ...

股指期货数据日报 2026年3月3日 IM每日行情 | | | | | | 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 | 8142.45 | -3.95% | 39,019 | | 3 % | 6,649 | 1 % | | | | 600,000 | | IM2603 | 8129.40 | -3.57% | 179,978 | | 27% | 2,970 | 24% | 185,852 | 4,833 | 363 | 500,000 | | IM2604 | 8089.00 | -3.54% | 15,339 | | 72% | 251 | 68% | 16,170 | 5,535 | 3 1 | 400,000 | | ...

IM每日行情 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 | 8239.51 | -0.13% | 27,323 | | -6% | 4,381 | -8% | | | | | | IM2602 | 8260.20 | -0.02% | 22,401 | | 6 % | 371 | 6 % | | 34,228 | -4,789 | 6 8 | | IM2603 | 8241.00 | 0.01% | 81,851 | | -1% | 1,353 | 0 % | | 180,217 | 4,986 | 356 | | IM2606 | 8086.60 | 0.16% | 19,572 | | -10% | 317 | -9% | | 106,695 | -114 | 207 | | IM2609 | 791 ...

股指期货数据日报 IM每日行情 | | | 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 | 8051.57 | -0.20% | 28,108 | | 2 | % | 4,446 | 1 | % | | | | | IM2602 | 8026.80 | -0.72% | 38,635 | | 11% | | 624 | 11% | | 52,205 | 1,058 | 101 | | IM2603 | 7990.80 | -0.82% | 147,053 | | 3 | % | 2,366 | 3 | % | 187,915 | 981 | 360 | | IM2606 | 7830.80 | -0.84% | 39,470 | | 1 | % | 621 | 1 | % | 109,419 | 1,394 | 206 ...

2026年2月4日 IM每日行情 IM行情概要 IM成交持仓 股指期货数据日报 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 | 8207.12 | -0.02% | 31,646 | | 6 % | 5,162 | -2% | | | | | IM2602 | 8230.00 | 0.23% | 38,126 | | -15% | 622 | -15% | 54,982 | -3,669 | 109 | | IM2603 | 8203.40 | 0.15% | 136,596 | | -9% | 2,218 | -9% | 186,743 | -2,801 | 368 | | IM2606 | 8045.20 | 0.13% | 37,630 | | -11% | 599 | -11% | 108,653 | 2,692 | 210 | | IM26 ...

IM每日行情 | | | | | | 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 | | 600,000 | | 中证1000 | 8382.15 | 0.20% | 36,566 | | -9% | 6,302 | -10% | | | | | | | IM2602 | 8385.60 | 0.45% | 43,943 | | -9% | 729 | -10% | 61,133 | -2,746 | | 123 | 500,000 | | IM2603 | 8357.20 | 0.55% | 158,438 | | -1% | 2,617 | -2% | 191,923 | 244 | | 385 | 400,000 | | IM2 ...

Index Trends - On January 26, the Shanghai Composite Index fell 0.09% to close at 4132.61 points, with a trading volume of 1.45186 trillion yuan. The Shenzhen Component Index fell 0.85% to close at 14316.64 points, with a trading volume of 1.796343 trillion yuan [1]. - The CSI 1000 Index fell 1.24% with a trading volume of 703.182 billion yuan, opening at 8513.22, closing at 8365.43, with a high of 8530.42 and a low of 8302.1 [1]. - The CSI 500 Index fell 0.97% with a trading volume of 692.105 billion yuan, opening at 8624.89, closing at 8506.69, with a high of 8671.35 and a low of 8453.48 [1]. - The SSE 300 Index rose 0.1% with a trading volume of 796.833 billion yuan, opening at 4715.38, closing at 4706.96, with a high of 4754.18 and a low of 4693.16 [1]. - The SSE 50 Index rose 0.57% with a trading volume of 239.456 billion yuan, opening at 3042.37, closing at 3049.59, with a high of 3088.57 and a low of 3039.64 [1]. Impact of Sector Movements on Indexes - The CSI 1000 fell 105.31 points from the previous close. Sectors such as non - ferrous metals had a significant upward pull on the index, while sectors like computer, machinery, and electronics had a significant downward pull [3]. - The CSI 500 fell 83.48 points from the previous close. Non - ferrous metals had an upward pull, while sectors like automotive, defense, and electronics had a downward pull [3]. - The SSE 300 rose 4.46 points from the previous close. Non - ferrous metals, non - bank finance, and petroleum and petrochemicals had an upward pull, while defense, power equipment, and electronics had a downward pull [3]. - The SSE 50 rose 17.4 points from the previous close. Non - ferrous metals, non - bank finance, and petroleum and petrochemicals had an upward pull, while electronics had a downward pull [3]. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 16.41, IM01 of - 48.09, IM02 of - 186.11, and IM03 of - 336.24 [13]. - For IC contracts, IC00 had an average daily basis of - 0.12, IC01 of - 8.26, IC02 of - 73.8, and IC03 of - 168.27 [13]. - For IF contracts, IF00 had an average daily basis of 8.25, IF01 of 14.27, IF02 of - 1.59, and IF03 of - 46.65 [13]. - For IH contracts, IH00 had an average daily basis of 4.7, IH01 of 8.46, IH02 of 9.64, and IH03 of - 21.22 [13].

股指期货数据日报 2026年1月14日 IM每日行情 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 | 8257.17 | 0.66% | 48,980 | | 8 % | 8,843 | 7 % | | | | | IM2601 | 8242.00 | 0.08% | 65,555 | | 8 % | 1,090 | 8 % | 47,766 | -6,665 | 9 4 | | IM2602 | 8215.00 | 0.23% | 35,068 | | 61% | 582 | 62% | 52,411 | 12,466 | 103 | | IM2603 | 8156.00 | 0.06% | 225,371 | | 26% | 3,717 | 27% | 212,359 | 4,547 | 416 | | IM2606 ...

Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Date: January 7, 2026 [2] IM Futures Market Summary - The closing price of CSI 1000 was 7,906.42, up 0.53%. The total trading volume of the four IM contracts was 177,522 lots, a decrease of 22,592 lots from the previous day. The total open interest was 371,281 lots, a decrease of 2,026 lots from the previous day. The main contract rose 0.31% to close at 7,760.2 points [4][5]. - The main contract was at a discount of 146.22 points, a decrease of 43.72 points from the previous day. The annualized basis rate was -9.42%. The dividend impacts of the four contracts were 0.29 points, 0.29 points, 0.29 points, and 43.28 points respectively [5]. Main Seats - In IM2601, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Orient Futures (on behalf of clients), Haitong Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients). The trading volume of the top five seats was 99,025 lots, a decrease of 4,964 lots from the previous day [19]. - Similar data was provided for IM2602, IM2603, and IM2606 contracts, showing the trading volume, long - position volume, and short - position volume changes of major seats [21][23] IF Futures Market Summary - The closing price of the CSI 300 was 4,776.67, down 0.29%. The total trading volume of the four IF contracts was 112,698 lots, a decrease of 23,622 lots from the previous day. The total open interest was 282,763 lots, a decrease of 7,604 lots from the previous day. The main contract fell 0.28% to close at 4,753 points [24][25]. - The main contract was at a discount of 23.67 points, a decrease of 10.98 points from the previous day. The annualized basis rate was -2.49%. The dividend impacts of the four contracts were 4.66 points, 6.88 points, 6.91 points, and 37.91 points respectively [25]. Main Seats - In IF2601, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Orient Futures (on behalf of clients), Haitong Futures (on behalf of clients), and CITIC Construction Investment (on behalf of clients). The trading volume of the top five seats was 33,064 lots, a decrease of 10,090 lots from the previous day [38]. - Similar data was provided for IF2602, IF2603, and IF2606 contracts, showing the trading volume, long - position volume, and short - position volume changes of major seats [40][41] IC Futures Market Summary - The closing price of the CSI 500 was 7,875.08, up 0.78%. The total trading volume of the four IC contracts was 149,529 lots, a decrease of 17,874 lots from the previous day. The total open interest was 302,506 lots, a decrease of 888 lots from the previous day. The main contract rose 0.63% to close at 7,802.6 points [43][44]. - The main contract was at a discount of 72.48 points, a decrease of 44.74 points from the previous day. The annualized basis rate was -4.64%. The dividend impacts of the four contracts were 0.56 points, 0.56 points, 0.56 points, and 63.02 points respectively [44]. Main Seats - In IC2601, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients). The trading volume of the top five seats was 84,953 lots, a decrease of 7,260 lots from the previous day [57]. - Similar data was provided for IC2602, IC2603, and IC2606 contracts, showing the trading volume, long - position volume, and short - position volume changes of major seats [59][61] IH Futures Market Summary - The closing price of the SSE 50 was 3,145.12, down 0.43%. The total trading volume of the four IH contracts was 47,545 lots, a decrease of 14,948 lots from the previous day. The total open interest was 90,245 lots, a decrease of 8,228 lots from the previous day. The main contract fell 0.36% to close at 3,143.8 points [63]. - The main contract was at a discount of 1.32 points, a decrease of 4.36 points from the previous day. The annualized basis rate was -0.21%. The dividend impacts of the four contracts were 7.99 points, 7.99 points, 7.99 points, and 26.85 points respectively [64]. Main Seats - In IH2601, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Huatai Futures (on behalf of clients). The trading volume of the top five seats was 29,403 lots, a decrease of 8,271 lots from the previous day [74]. - Similar data was provided for IH2602, IH2603, and IH2606 contracts, showing the trading volume, long - position volume, and short - position volume changes of major seats [77][79]

Group 1: Index Trends - On January 6th, the Shanghai Composite Index rose 1.5% to close at 4083.67 points with a trading volume of 1175.769 billion yuan; the Shenzhen Component Index rose 1.4% to close at 14022.55 points with a trading volume of 1630.739 billion yuan [1] - The CSI 1000 Index rose 1.43% with a trading volume of 580.815 billion yuan, opening at 7756.16, closing at 7864.9, with a daily high of 7864.9 and a low of 7755.07 [1] - The CSI 500 Index rose 2.13% with a trading volume of 571.675 billion yuan, opening at 7663.94, closing at 7814.14, with a daily high of 7814.65 and a low of 7663.66 [1] - The SSE 50 Index rose 1.9% with a trading volume of 180.048 billion yuan, opening at 3106.52, closing at 3158.76, with a daily high of 3158.76 and a low of 3106.09 [1] - The SSE 50 Index rose 1.9% with a trading volume of 180.048 billion yuan; it opened at 3106.52, closed at 3158.76, with a daily high of 3158.76 and a low of 3106.09 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 111.02 points from the previous close, with sectors such as electronics, power equipment, and computer significantly driving the index up [2] - The CSI 500 rose 162.94 points from the previous close, with sectors such as electronics, non - ferrous metals, and national defense and military industry significantly driving the index up [2] - The SSE 300 rose 72.94 points from the previous close, with sectors such as non - bank finance, non - ferrous metals, and electronics significantly driving the index up [2] - The SSE 50 rose 59.01 points from the previous close, with sectors such as non - bank finance, non - ferrous metals, and electronics significantly driving the index up [2] Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was - 3.62, IM01 was - 59.76, IM02 was - 111.71, and IM03 was - 334.86 [13] - For IC contracts, the average daily basis for IC00 was 7.39, IC01 was - 25.74, IC02 was - 47.13, and IC03 was - 215.14 [13] - For IF contracts, the average daily basis for IF00 was 2.31, IF01 was - 7.94, IF02 was - 11.17, and IF03 was - 55.76 [13] - For IH contracts, the average daily basis for IH00 was 0.34, IH01 was - 0.55, IH02 was 1.4, and IH03 was - 8.09 [13]