These are two contracts in different months. IF 1005 contract will be delivered in May 20 10, and IF 1006 contract will be delivered in June 20 10. Everyone has different expectations for the index in May and June. In general, the decline of forward contracts (such as June) is less than that of recent contracts (such as May). Why? There is a cost to holding money in your hand, and there is the lowest interest cost. Therefore, the holding cost in June is higher than that in May, so the decline in June should be smaller. Of course, this is theoretical, under normal circumstances. Other situations: For example, if everyone predicts a rate hike in June, the spot index of Shanghai and Shenzhen 300 will decrease. Then the contract in June will fall more than that in May.