1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: March 17, 2026 [2] 2. IM Contract Analysis 2.1 Market Quotes - The closing price of CSI 1000 was 8019.86, down 2.33%; the total trading volume of the four IM contracts was 235,540 lots, an increase of 16,761 lots from the previous day; the total open interest was 382,072 lots, an increase of 508 lots from the previous day [4][5]. - The main contract of IM (IM2603) fell 1.96% to close at 8014 points [4]. 2.2 Basis and Premium/Discount - The main contract of IM was at a discount of 5.86 points, up 18.49 points from the previous day; the annualized basis rate was -6.67% [5]. - The dividend impacts of the four IM contracts were 0 points, 0.19 points, 38.82 points, and 60.28 points respectively [5]. 2.3 Positions of Major Seats - In IM2603, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 31,805 lots and an increase of 4,288 lots from the previous day [16]. - The top five seats in terms of long positions were led by Guotai Junan (on behalf of clients), with a long position of 20,265 lots and a decrease of 512 lots from the previous day [16]. - The top five seats in terms of short positions were led by CITIC Futures (on behalf of clients), with a short position of 30,623 lots and an increase of 1,529 lots from the previous day [16]. 3. IF Contract Analysis 3.1 Market Quotes - The closing price of CSI 300 was 4637.44, down 0.73%; the total trading volume of the four IF contracts was 146,045 lots, an increase of 21,683 lots from the previous day; the total open interest was 280,450 lots, an increase of 6,776 lots from the previous day [21][22]. - The main contract of IF (IF2603) fell 0.66% to close at 4628.8 points [21]. 3.2 Basis and Premium/Discount - The main contract of IF was at a discount of 8.64 points, up 0.12 points from the previous day; the annualized basis rate was -17.03% [22]. - The dividend impacts of the four IF contracts were 0 points, 0.48 points, 30.15 points, and 84.14 points respectively [22]. 3.3 Positions of Major Seats - In IF2603, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 15,202 lots and an increase of 3,469 lots from the previous day [36]. - The top five seats in terms of long positions were led by Guotai Junan (on behalf of clients), with a long position of 23,177 lots and an increase of 1,223 lots from the previous day [36]. - The top five seats in terms of short positions were led by CITIC Futures (on behalf of clients), with a short position of 19,334 lots and an increase of 1,619 lots from the previous day [36]. 4. IC Contract Analysis 4.1 Market Quotes - The closing price of CSI 500 was 8016.03, down 2.07%; the total trading volume of the four IC contracts was 170,339 lots, an increase of 560 lots from the previous day; the total open interest was 294,227 lots, a decrease of 8,120 lots from the previous day [41][42]. - The main contract of IC (IC2603) fell 2.1% to close at 8000 points [41]. 4.2 Basis and Premium/Discount - The main contract of IC was at a discount of 16.03 points, down 9.28 points from the previous day; the annualized basis rate was -18.28% [42]. - The dividend impacts of the four IC contracts were 0 points, 7.12 points, 59.41 points, and 96.03 points respectively [42]. 4.3 Positions of Major Seats - In IC2603, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 31,439 lots and a decrease of 3,601 lots from the previous day [58]. - The top five seats in terms of long positions were led by CITIC Futures (on behalf of clients), with a long position of 11,667 lots and a decrease of 2,737 lots from the previous day [58]. - The top five seats in terms of short positions were led by CITIC Futures (on behalf of clients), with a short position of 12,459 lots and a decrease of 2,680 lots from the previous day [58]. 5. IH Contract Analysis 5.1 Market Quotes - The closing price of SSE 50 was 2963.58, up 0.32%; the total trading volume of the four IH contracts was 69,141 lots, an increase of 8,837 lots from the previous day; the total open interest was 106,613 lots, a decrease of 3,547 lots from the previous day [62]. - The main contract of IH (IH2603) rose 0.18% to close at 2962 points [62]. 5.2 Basis and Premium/Discount - The main contract of IH was at a discount of 1.58 points, up 0.51 points from the previous day; the annualized basis rate was -4.86% [63]. - The dividend impacts of the four IH contracts were 0 points, 0 points, 18.25 points, and 63.28 points respectively [63]. 5.3 Positions of Major Seats - In IH2603, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 6,435 lots and an increase of 1,402 lots from the previous day [77]. - The top five seats in terms of long positions were led by Guotai Junan (on behalf of clients), with a long position of 4,122 lots and an increase of 44 lots from the previous day [77]. - The top five seats in terms of short positions were led by CITIC Futures (on behalf of clients), with a short position of 7,067 lots and an increase of 250 lots from the previous day [77].

1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Date: March 5, 2026 [2] 2. IM (CSI 1000 Index Futures) 2.1 Daily Quotes - The CSI 1000 index closed at 8,171.12, up 0.95%. The total trading volume of the four IM contracts was 219,081 lots, a decrease of 26,392 lots from the previous day. The total open interest was 383,031 lots, a decrease of 11,636 lots from the previous day. The main contract (IM2603) rose 0.71% to close at 8,130 points [4][5]. - The main contract was at a discount of 41.12 points to the spot, a decrease of 10.8 points from the previous day. The annualized basis rate was -11.54%. The dividend impacts of the four contracts were 0.01 points, 0.18 points, 40.02 points, and 62.88 points respectively [5]. 2.2 Main Seats - In IM2603, 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), Dongzheng Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients). The top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Galaxy Futures (on behalf of clients), and Dongzheng Futures (on behalf of clients). The top five seats in terms of short positions were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Huatai Futures (on behalf of clients), UBS Futures (on behalf of clients), and Haitong Futures (on behalf of clients) [16]. 3. IF (CSI 300 Index Futures) 3.1 Daily Quotes - The CSI 300 index closed at 4,647.69, up 0.98%. The total trading volume of the four IF contracts was 112,866 lots, a decrease of 27,060 lots from the previous day. The total open interest was 276,115 lots, a decrease of 12,637 lots from the previous day. The main contract (IF2603) rose 0.87% to close at 4,629 points [21][22]. - The main contract was at a discount of 18.69 points to the spot, a decrease of 7.07 points from the previous day. The annualized basis rate was -9.21%. The dividend impacts of the four contracts were 0 points, 0.53 points, 29.61 points, and 83.67 points respectively [22]. 3.2 Main Seats - In IF2603, 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), Dongzheng Futures (on behalf of clients), and Guoxin Futures (on behalf of clients). The top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Dayue Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and GF Futures (on behalf of clients). The top five seats in terms of short positions were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Huatai Futures (on behalf of clients), and Dongzheng Futures (on behalf of clients) [35]. 4. IC (CSI 500 Index Futures) 4.1 Daily Quotes - The CSI 500 index closed at 8,309.17, up 0.73%. The total trading volume of the four IC contracts was 175,544 lots, a decrease of 27,524 lots from the previous day. The total open interest was 304,918 lots, a decrease of 4,910 lots from the previous day. The main contract (IC2603) rose 0.31% to close at 8,255.6 points [40][41]. - The main contract was at a discount of 53.57 points to the spot, a decrease of 24.02 points from the previous day. The annualized basis rate was -14.8%. The dividend impacts of the four contracts were 0.36 points, 7.23 points, 61.05 points, and 98.32 points respectively [41]. 4.2 Main Seats - In IC2603, 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), Dongzheng Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients). The top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Yide Futures (on behalf of clients), Galaxy Futures (on behalf of clients), and Haitong Futures (on behalf of clients). The top five seats in terms of short positions were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), UBS Futures (on behalf of clients), and Huatai Futures (on behalf of clients) [57]. 5. IH (SSE 50 Index Futures) 5.1 Daily Quotes - The SSE 50 index closed at 2,988.45, up 0.48%. The total trading volume of the four IH contracts was 48,047 lots, a decrease of 23,043 lots from the previous day. The total open interest was 105,814 lots, a decrease of 9,290 lots from the previous day. The main contract (IH2603) rose 0.54% to close at 2,987 points [62]. - The main contract was at a discount of 1.45 points to the spot, an increase of 0.56 points from the previous day. The annualized basis rate was -1.11%. The dividend impacts of the four contracts were 0 points, 0 points, 18.33 points, and 63.97 points respectively [63]. 5.2 Main Seats - In IH2603, 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), Dongzheng Futures (on behalf of clients), and Guoxin Futures (on behalf of clients). The top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Nanhua Futures (on behalf of clients), Zhongyin Futures (on behalf of clients), and Yong'an Futures (on behalf of clients). The top five seats in terms of short positions were CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Guotai Junan (on behalf of clients), GF Futures (on behalf of clients), and Guoxin Futures (on behalf of clients) [73].

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]

Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: January 28, 2026 [2] IM Futures Market Summary - The underlying index, CSI 1000, closed at 8399.79, up 0.21%. The IM main contract rose 0.16% to close at 8377.8 points [4]. - The total trading volume of the four IM contracts was 194,080 lots, down 68,320 lots from the previous day. The total open interest was 382,766 lots, down 15,637 lots from the previous day [5]. - The main contract was at a discount of 21.99 points to the spot, up 2.96 points from the previous day, with an annualized basis rate of -1.84% [5]. Contract - Specific Data | Contract | Closing Price | Change | Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 1000 | 8399.79 | 0.21% | 34,966 | -4% | 627.4 billion | 0% | - | - | - | | IM2602 | 8407.40 | 0.22% | 33,363 | -24% | 5.59 billion | -23% | 56,743 | -4,390 | 1.14 billion | | IM2603 | 8377.80 | 0.16% | 114,744 | -28% | 19.16 billion | -27% | 180,338 | -11,585 | 3.63 billion | | IM2606 | 8242.60 | 0.31% | 31,617 | -26% | 5.19 billion | -25% | 107,190 | -2,172 | 2.12 billion | | IM2609 | 8075.00 | 0.30% | 14,356 | -17% | 2.31 billion | -16% | 38,495 | 2,510 | 750 million | [4] Main Seats Data - For different contracts (IM2602, IM2603, etc.), detailed data on the top - ranking members in terms of trading volume, long positions, and short positions, as well as their changes from the previous day, are provided [16][18][20] IF Futures Market Summary - The underlying index, CSI 300, closed at 4717.99, up 0.26%. The IF main contract rose 0.07% to close at 4732.8 points [21]. - The total trading volume of the four IF contracts was 142,902 lots, down 62 lots from the previous day. The total open interest was 325,948 lots, up 15,622 lots from the previous day [22]. - The main contract was at a premium of 14.81 points to the spot, up 2.3 points from the previous day, with an annualized basis rate of 2.2% [22]. Contract - Specific Data | Contract | Closing Price | Change | Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 300 | 4717.99 | 0.26% | 38,226 | - | 82.94 billion | - | - | - | - | | IF2602 | 4727.80 | 0.08% | 32,633 | -23% | - | - | 43,478 | - | 700 million | | IF2603 | 4732.80 | 0.07% | 84,387 | -4% | 11.98 billion | -3% | 185,840 | 7,628 | 3.17 billion | | IF2606 | 4716.80 | 0.12% | 18,810 | -8% | 2.66 billion | -8% | 75,464 | 1,638 | 1.28 billion | | IF2609 | 4670.20 | 0.08% | 7,072 | -16% | 900 million | - | 21,166 | 2 | 360 million | [21] Main Seats Data - For different contracts (IF2602, IF2603, etc.), detailed data on the top - ranking members in terms of trading volume, long positions, and short positions, as well as their changes from the previous day, are provided [33][35][36] IC Futures Market Summary - The underlying index, CSI 500, closed at 8601.16, up 0.61%. The IC main contract rose 0.68% to close at 8622 points [38]. - The total trading volume of the four IC contracts was 170,659 lots, down 40,713 lots from the previous day. The total open interest was 342,398 lots, down 904 lots from the previous day [39]. - The main contract was at a premium of 20.84 points to the spot, up 22.17 points from the previous day, with an annualized basis rate of 1.7% [39]. Contract - Specific Data | Contract | Closing Price | Change | Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CSI 500 | 8601.16 | 0.61% | 31,177 | 3% | 61.27 billion | 0% | - | - | - | | IC2602 | 8623.20 | 0.66% | 28,560 | -15% | 4.9 billion | -14% | 45,306 | -2,648 | 940 million | | IC2603 | 8622.00 | 0.68% | 94,115 | -23% | 16.15 billion | -22% | 167,295 | -5,924 | 3.46 billion | | IC2606 | 8574.80 | 1.04% | 37,044 | -11% | 6.31 billion | -9% | 98,677 | 5,130 | 2.03 billion | | IC2609 | 8469.00 | 1.08% | 10,940 | -23% | 1.84 billion | -21% | 31,120 | 2,538 | 630 million | [38] Main Seats Data - For different contracts (IC2602, IC2603, etc.), detailed data on the top - ranking members in terms of trading volume, long positions, and short positions, as well as their changes from the previous day, are provided [51][53][55] IH Futures Market Summary - The underlying index, SSE 50, closed at 3060.56, up 0.27%. The IH main contract fell 0.01% to close at 3069.8 points [57]. - The total trading volume of the four IH contracts was 63,381 lots, down 4,488 lots from the previous day. The total open interest was 118,402 lots, up 3,905 lots from the previous day [57]. - The main contract was at a premium of 9.24 points to the spot, down 2.37 points from the previous day, with an annualized basis rate of 2.11% [58]. Contract - Specific Data | Contract | Closing Price | Change | Volume | Volume Change | Turnover | Turnover Change | Open Interest | Open Interest Change | Margin | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 3060.56 | 0.27% | 9,637 | 28% | 25.26 billion | 25% | - | - | - | | IH2602 | 3065.60 | -0.03% | 14,236 | 5% | 1.31 billion | 5% | 17,477 | 942 | 190 million | | IH2603 | 3069.80 | -0.01% | 38,337 | -7% | 3.53 billion | -7% | 67,766 | 1,717 | 750 million | | IH2606 | 3070.00 | -0.13% | 7,689 | -12% | 710 million | -12% | 25,544 | 1,019 | 280 million | | IH2609 | 3046.00 | -0.09% | 3,119 | -28% | 290 million | -28% | 7,615 | 227 | 80 million | [57] Main Seats Data - For different contracts (IH2602, IH2603, etc.), detailed data on the top - ranking members in terms of trading volume, long positions, and short positions, as well as their changes from the previous day, are provided [69][71][73]

1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Date: January 26, 2026 [2] 2. IM (CSI 1000 Index Futures) 2.1 Daily Quotes - The CSI 1000 index closed at 8365.43, down 1.24%. The total trading volume of the four IM contracts was 277,160 lots, an increase of 54,174 lots from the previous day, and the total open interest was 394,502 lots, a decrease of 1,501 lots [4][5]. - The main contract (IM2603) fell 2.24% to close at 8289.2 points, with a premium of -76.23 points, a decrease of 122.09 points from the previous day, and the annualized basis rate was -6.22% [4][5]. 2.2 Key Seats - The top five seats in terms of trading volume were mainly composed of CITIC Futures, Guotai Junan, etc. The top five seats in terms of long positions were mainly Guotai Junan and CITIC Futures, and the top five seats in terms of short positions were mainly CITIC Futures and Guotai Junan [16]. 3. IF (CSI 300 Index Futures) 3.1 Daily Quotes - The CSI 300 index closed at 4706.96, up 0.10%. The total trading volume of the four IF contracts was 189,549 lots, an increase of 49,067 lots from the previous day, and the total open interest was 328,464 lots, an increase of 28,734 lots [21][22]. - The main contract (IF2603) rose 0.11% to close at 4719.4 points, with a premium of 12.44 points, an increase of 5.74 points from the previous day, and the annualized basis rate was 1.78% [21][22]. 3.2 Key Seats - The top five seats in terms of trading volume were mainly CITIC Futures and Guotai Junan. The top five seats in terms of long positions were mainly Guotai Junan and CITIC Futures, and the top five seats in terms of short positions were mainly CITIC Futures and Guotai Junan [35]. 4. IC (CSI 500 Index Futures) 4.1 Daily Quotes - The CSI 500 index closed at 8506.69, down 0.97%. The total trading volume of the four IC contracts was 226,677 lots, an increase of 50,384 lots from the previous day, and the total open interest was 344,006 lots, an increase of 2,781 lots [40][41]. - The main contract (IC2603) fell 1.72% to close at 8470 points, with a premium of -36.69 points, a decrease of 104.72 points from the previous day, and the annualized basis rate was -2.93% [40][41]. 4.2 Key Seats - The top five seats in terms of trading volume were mainly CITIC Futures and Guotai Junan. The top five seats in terms of long positions were mainly Guotai Junan and CITIC Futures, and the top five seats in terms of short positions were mainly CITIC Futures and Guotai Junan [53]. 5. IH (SSE 50 Index Futures) 5.1 Daily Quotes - The SSE 50 index closed at 3049.59, up 0.57%. The total trading volume of the four IH contracts was 84,627 lots, an increase of 22,590 lots from the previous day, and the total open interest was 118,624 lots, an increase of 9,853 lots [59]. - The main contract (IH2603) rose 0.52% to close at 3058.2 points, with a premium of 8.61 points, an increase of 3 points from the previous day, and the annualized basis rate was 1.9% [59][60]. 5.2 Key Seats - The top five seats in terms of trading volume were mainly Guotai Junan and CITIC Futures. The top five seats in terms of long positions were mainly Guotai Junan and CITIC Futures, and the top five seats in terms of short positions were mainly CITIC Futures and Guotai Junan [73].

1. Report Title and Date - The report is titled "Stock Index Futures Data Daily Report" and dated January 21, 2026 [1][2] 2. IM Futures 2.1 Daily Quotes - The closing price of CSI 1000 was 8,247.68, up 0.79%. The total trading volume of the four IM contracts was 214,526 lots, down 31,314 lots from the previous day. The total open interest was 381,688 lots, down 6,771 lots from the previous day [4][5] - The main contract of IM rose 1.73% to close at 8,231 points. The main contract was at a discount of 16.68 points, up 45.27 points from the previous day, and the annualized basis rate was -1.25% [4][5] 2.2 Main Seats - In IM2602, 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) [17] - In IM2603, the top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Huawen Futures (on behalf of clients) [21] 3. IF Futures 3.1 Daily Quotes - The closing price of CSI 300 was 4,723.07, up 0.09%. The total trading volume of the four IF contracts was 120,330 lots, down 9,379 lots from the previous day. The total open interest was 286,813 lots, down 6,447 lots from the previous day [22][23] - The main contract of IF rose 0.41% to close at 4,722.8 points. The main contract was at a discount of 0.27 points, up 10.01 points from the previous day, and the annualized basis rate was -0.04% [22][23] 3.2 Main Seats - In IF2602, the top five seats in terms of trading volume were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Orient Futures (on behalf of clients), Haitong Futures (on behalf of clients), and Galaxy Futures (on behalf of clients) [36] - In IF2603, the top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Huawen Futures (on behalf of clients) [39] 4. IC Futures 4.1 Daily Quotes - The closing price of CSI 500 was 8,340.11, up 1.12%. The total trading volume of the four IC contracts was 171,870 lots, down 41,699 lots from the previous day. The total open interest was 330,051 lots, down 8,110 lots from the previous day [41][42] - The main contract of IC rose 1.89% to close at 8,371 points. The main contract was at a premium of 30.89 points, up 29.89 points from the previous day, and the annualized basis rate was 2.28% [41][42] 4.2 Main Seats - In IC2602, 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) [54] - In IC2603, the top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Huawen Futures (on behalf of clients) [58] 5. IH Futures 5.1 Daily Quotes - The closing price of SSE 50 was 3,067.18, down 0.11%. The total trading volume of the four IH contracts was 54,491 lots, up 5,763 lots from the previous day. The total open interest was 96,124 lots, up 4,576 lots from the previous day [60] - The main contract of IH fell 0.01% to close at 3,073.6 points. The main contract was at a premium of 6.42 points, up 1.67 points from the previous day, and the annualized basis rate was 1.29% [60][61] 5.2 Main Seats - In IH2602, the top five seats in terms of trading volume were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Galaxy Futures (on behalf of clients) [74] - In IH2603, the top five seats in terms of long positions were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Huawen Futures (on behalf of clients) [76]

1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Date: January 19, 2026 [2] 2. IM Futures 2.1 Daily Quotes - The closing price of CSI 1000 was 8,265.65, up 0.40%. The trading volume was 32,669 lots, down 7%, and the trading value was 58.17 billion yuan, down 8% [4]. - The main contract IM2603 rose 0.26% to close at 8,186.6 points. The trading volume was 123,630 lots, down 12%, and the trading value was 20.31 billion yuan, down 12%. The open interest was 195,201 lots, down 5,800 lots [4]. 2.2 Overall Trading and Position - The total trading volume of the four IM contracts was 206,367 lots, down 11,966 lots from the previous day. The total open interest was 380,256 lots, up 1,234 lots [5]. 2.3 Basis and Annualized Basis Rate - The main contract was at a discount of 79.05 points to the spot, 25.52 points lower than the previous day. The annualized basis rate was -5.78% [5]. 2.4 Main Seats' Positions - In IM2602, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 41,544 lots, down 10,429 lots. In terms of long positions, Guotai Junan (on behalf of clients) had the most with 26,627 lots, down 554 lots. For short positions, CITIC Futures (on behalf of clients) led with 34,089 lots, down 202 lots [15]. 3. IF Futures 3.1 Daily Quotes - The closing price of CSI 300 was 4,734.46, up 0.05%. The trading volume was 26,761 lots, down 18%, and the trading value was 65.51 billion yuan, down 17% [20]. - The main contract IF2603 rose 0.2% to close at 4,728.6 points. The trading volume was 73,045 lots, down 18%, and the trading value was 10.37 billion yuan, down 19%. The open interest was 179,134 lots, down 8,290 lots [20]. 3.2 Overall Trading and Position - The total trading volume of the four IF contracts was 120,242 lots, down 18,138 lots from the previous day. The total open interest was 290,666 lots, down 4,289 lots [21]. 3.3 Basis and Annualized Basis Rate - The main contract was at a discount of 5.86 points to the spot, 2.81 points higher than the previous day. The annualized basis rate was -0.74% [21]. 3.4 Main Seats' Positions - In IF2602, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 8,889 lots, down 1,576 lots. In terms of long positions, Guotai Junan (on behalf of clients) had the most with 7,957 lots, down 536 lots. For short positions, CITIC Futures (on behalf of clients) led with 7,649 lots, down 402 lots [34]. 4. IC Futures 4.1 Daily Quotes - The closing price of CSI 500 was 8,287.95, up 0.67%. The trading volume was 26,150 lots, down 7%, and the trading value was 56.09 billion yuan, down 9% [39]. - The main contract IC2603 rose 0.82% to close at 8,266 points. The trading volume was 98,224 lots, down 4%, and the trading value was 16.25 billion yuan, down 4%. The open interest was 177,228 lots, up 2,736 lots [39]. 4.2 Overall Trading and Position - The total trading volume of the four IC contracts was 166,526 lots, down 3,994 lots from the previous day. The total open interest was 319,424 lots, up 6,196 lots [40]. 4.3 Basis and Annualized Basis Rate - The main contract was at a discount of 21.95 points to the spot, 0.32 points higher than the previous day. The annualized basis rate was -1.59% [40]. 4.4 Main Seats' Positions - In IC2602, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 36,529 lots, down 4,559 lots. In terms of long positions, Guotai Junan (on behalf of clients) had the most with 24,786 lots, up 707 lots. For short positions, CITIC Futures (on behalf of clients) led with 27,507 lots, up 970 lots [52]. 5. IH Futures 5.1 Daily Quotes - The closing price of SSE 50 was 3,075.94, down 0.12%. The trading volume was 5,587 lots, down 23%, and the trading value was 16.62 billion yuan, down 17% [58]. - The main contract IH2603 fell 0.11% to close at 3,077.6 points. The trading volume was 30,016 lots, down 24%, and the trading value was 2.78 billion yuan, down 25%. The open interest was 57,249 lots, down 1,653 lots [58]. 5.2 Overall Trading and Position - The total trading volume of the four IH contracts was 46,533 lots, down 11,922 lots from the previous day. The total open interest was 91,413 lots, down 1,610 lots [58]. 5.3 Basis and Annualized Basis Rate - The main contract was at a premium of 1.66 points to the spot, 2.98 points lower than the previous day. The annualized basis rate was 0.32% [59]. 5.4 Main Seats' Positions - In IH2602, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 10,010 lots, down 2,507 lots. In terms of long positions, CITIC Futures (on behalf of clients) had the most with 6,547 lots, down 257 lots. For short positions, GF Futures (on behalf of clients) led with 10,937 lots, up 181 lots [72].

Report Overview - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: January 12, 2026 [2] 1. IM Futures 1.1 Daily Quotes - The closing price of CSI 1000 was 8357.01, up 2.80%. The total trading volume of the four IM contracts was 298,563 lots, an increase of 50,774 lots from the previous day, and the total open interest was 403,037 lots, an increase of 9,639 lots [3][4]. - The main contract of IM rose 3.53% to close at 8311.4 points. The main contract was at a discount of 45.61 points, up 35.17 points from the previous day, and the annualized basis rate was -2.95% [3][4]. 1.2 Main Seats - In IM2601, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients) with 59,598 lots, an increase of 8,029 lots; Guotai Junan (on behalf of clients) with 50,494 lots, an increase of 6,180 lots; etc. [13]. - Similar data were provided for IM2602, IM2603, and IM2606 main seats [15][17]. 2. IF Futures 2.1 Daily Quotes - The closing price of CSI 300 was 4789.92, up 0.65%. The total trading volume of the four IF contracts was 156,092 lots, an increase of 7,750 lots from the previous day, and the total open interest was 301,970 lots, an increase of 2,755 lots [18][19]. - The main contract of IF rose 0.72% to close at 4774 points. The main contract was at a discount of 15.92 points, down 0.8 points from the previous day, and the annualized basis rate was -1.79% [18][19]. 2.2 Main Seats - In IF2601, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients) with 30,321 lots, an increase of 1,803 lots; Guotai Junan (on behalf of clients) with 25,305 lots, an increase of 1,116 lots; etc. [31]. - Similar data were provided for IF2602, IF2603, and IF2606 main seats [33][34]. 3. IC Futures 3.1 Daily Quotes - The closing price of CSI 500 was 8249.13, up 2.39%. The total trading volume of the four IC contracts was 203,354 lots, an increase of 14,458 lots from the previous day, and the total open interest was 310,950 lots, a decrease of 7,660 lots [36][37]. - The main contract of IC rose 2.79% to close at 8236.6 points. The main contract was at a discount of 12.53 points, up 6.36 points from the previous day, and the annualized basis rate was -0.82% [36][37]. 3.2 Main Seats - In IC2601, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients) with 43,947 lots, an increase of 978 lots; Guotai Junan (on behalf of clients) with 36,151 lots, an increase of 4,183 lots; etc. [50]. - Similar data were provided for IC2602, IC2603, and IC2606 main seats [52][54]. 4. IH Futures 4.1 Daily Quotes - The closing price of SSE 50 was 3143.74, up 0.30%. The total trading volume of the four IH contracts was 54,045 lots, an increase of 340 lots from the previous day, and the total open interest was 91,722 lots, a decrease of 1,098 lots [57]. - The main contract of IH rose 0.3% to close at 3140.2 points. The main contract was at a discount of 3.54 points, down 4.02 points from the previous day, and the annualized basis rate was -0.6% [57][58]. 4.2 Main Seats - In IH2601, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients) with 12,915 lots, an increase of 1,569 lots; Guotai Junan (on behalf of clients) with 9,691 lots, an increase of 234 lots; etc. [70]. - Similar data were provided for IH2602, IH2603, and IH2606 main seats [72][74].

Report Overview - The report is a daily data report on stock index futures dated January 6, 2026, covering IM, IF, IC, and IH futures [1][2] IM Futures Market Conditions - The closing price of CSI 1000 was 7,864.90, up 1.43%. The total trading volume of the four IM contracts was 200,114 lots, an increase of 18,204 lots from the previous day. The total open interest was 373,307 lots, a decrease of 176 lots from the previous day. The main contract rose 1.73% to close at 7,762.4 points [4][5] Basis - The main contract had a discount of 102.5 points, up 12.38 points from the previous day, with an annualized basis rate of -6.51%. The dividend impacts of the four contracts were 0.32 points, 0.32 points, 0.32 points, and 43.22 points respectively [5][11] Position Analysis - In the IM2601 contract, the top five members in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Dongzheng Futures (on behalf of clients), Haitong Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients) [15] IF Futures Market Conditions - The closing price of CSI 300 was 4,790.69, up 1.55%. The total trading volume of the four IF contracts was 136,320 lots, an increase of 12,633 lots from the previous day. The total open interest was 290,367 lots, an increase of 6,165 lots from the previous day. The main contract rose 1.7% to close at 4,778 points [19][20] Basis - The main contract had a discount of 12.69 points, up 8.06 points from the previous day, with an annualized basis rate of -1.31%. The dividend impacts of the four contracts were 6.28 points, 6.9 points, 6.93 points, and 37.78 points respectively [20][28] Position Analysis - In the IF2601 contract, the top five members in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and CITIC Construction Investment (on behalf of clients) [32] IC Futures Market Conditions - The closing price of CSI 500 was 7,814.14, up 2.13%. The total trading volume of the four IC contracts was 167,403 lots, an increase of 27,205 lots from the previous day. The total open interest was 303,394 lots, an increase of 6,560 lots from the previous day. The main contract rose 2.56% to close at 7,786.4 points [37][38] Basis - The main contract had a discount of 27.74 points, up 27.46 points from the previous day, with an annualized basis rate of -1.76%. The dividend impacts of the four contracts were 0.54 points, 0.54 points, 0.54 points, and 62.86 points respectively [38][48] Position Analysis - In the IC2601 contract, the top five members in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and Zhongtai Futures (on behalf of clients) [52] IH Futures Market Conditions - The closing price of SSE 50 was 3,158.76, up 1.90%. The total trading volume of the four IH contracts was 62,493 lots, an increase of 6,465 lots from the previous day. The total open interest was 98,473 lots, an increase of 6,283 lots from the previous day. The main contract rose 2% to close at 3,161.8 points [59][60] Basis - The main contract had a premium of 3.04 points, up 3.99 points from the previous day, with an annualized basis rate of 0.47%. The dividend impacts of the four contracts were 7.96 points, 7.96 points, 7.96 points, and 26.8 points respectively [60][66] Position Analysis - In the IH2601 contract, the top five members in terms of trading volume were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Dongzheng Futures (on behalf of clients), and Huatai Futures (on behalf of clients) [70]

1. Report Industry Investment Rating - There is no information provided about the report industry investment rating in the given content. 2. Core View of the Report - The report presents a daily tracking of the positions of stock index futures, including IF, IH, IC, and IM. It shows the changes in total positions and the significant changes in the top 20 seats for each type of futures on January 5, 2026 [1][4][9][15][22]. 3. Summary by Relevant Catalogs 3.1 Overall Summary of Stock Index Futures - For IF, the total position increased significantly, and the top 20 seats had mixed changes in positions [1][4]. - For IH, the total position increased slightly, and the top 20 seats mainly increased their positions [1][9]. - For IC, the total position increased substantially, and Guojun increased both long and short positions by over 3000 lots [1][15]. - For IM, the total position increased substantially, and Guojun increased both long and short positions by over 3000 lots [1][22]. 3.2 IF Details - **Total Position and Main Contract Position Changes**: On January 5, the total position of the IF variety increased by 8201 lots, and the position of the main contract 2603 increased by 6857 lots [4]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats, Guotai Junan Futures ranked first with a total position of 47834 lots. Guotai Junan Futures had the largest increase in long positions, adding 2475 lots, while Haitong Futures had the largest decrease, reducing 1035 lots [4]. - **Top 20 Short Seats Position Changes**: Among the top 20 short seats, CITIC Futures ranked first with a total position of 39606 lots. Guotou Futures had the largest increase in short positions, adding 2597 lots, while Haitong Futures had the largest decrease, reducing 589 lots [6]. 3.3 IH Details - **Total Position and Main Contract Position Changes**: On January 5, the total position of the IH variety increased by 3543 lots, and the position of the main contract 2603 increased by 2964 lots [9]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats, CITIC Futures ranked first with a total position of 11372 lots. Guotai Junan Futures had the largest increase in long positions, adding 800 lots, while Everbright Futures had the largest decrease, reducing 530 lots [10]. - **Top 20 Short Seats Position Changes**: Among the top 20 short seats, CITIC Futures ranked first with a total position of 13441 lots. GF Futures had the largest increase in short positions, adding 802 lots, while CITIC Construction Investment Futures had the largest decrease, reducing 302 lots [11]. 3.4 IC Details - **Total Position and Main Contract Position Changes**: On January 5, the total position of the IC variety increased by 22660 lots, and the position of the main contract 2603 increased by 15069 lots [15]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats, Guotai Junan Futures ranked first with a total position of 49617 lots. Guotai Junan Futures had the largest increase in long positions, adding 4113 lots, while Galaxy Futures had the largest decrease, reducing 276 lots [16]. - **Top 20 Short Seats Position Changes**: Among the top 20 short seats, CITIC Futures ranked first with a total position of 49962 lots. Guotai Junan Futures had the largest increase in short positions, adding 3370 lots, while Shenyin Wanguo Futures had the largest decrease, reducing 41 lots [18]. 3.5 IM Details - **Total Position and Main Contract Position Changes**: On January 5, the total position of the IM variety increased by 13346 lots, and the position of the main contract 2603 increased by 8761 lots [22]. - **Top 20 Long Seats Position Changes**: Among the top 20 long seats, Guotai Junan Futures ranked first with a total position of 57895 lots. Guotai Junan Futures had the largest increase in long positions, adding 3330 lots, while Yide Futures had the largest decrease, reducing 2237 lots [23]. - **Top 20 Short Seats Position Changes**: Among the top 20 short seats, CITIC Futures ranked first with a total position of 75339 lots. Guotai Junan Futures had the largest increase in short positions, adding 3370 lots, while China Merchants Futures had the largest decrease, reducing 281 lots [25].