银河期货股指期货数据日报-20260303

Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: March 3, 2026 [2] IM Futures Market Quotes - The closing price of the CSI 1000 index was 8,142.45 points, down 3.95%. The total trading volume of the four IM contracts was 293,689 lots, an increase of 67,713 lots from the previous day. The total open interest was 401,907 lots, an increase of 18,912 lots [3][4]. - The main contract IM2603 closed at 8,129.40 points, down 3.54%. It was at a discount of 13.05 points to the spot, with an annualized basis rate of -3.26% [4]. Basis and Spread - The basis and spread data of different contracts, including the spot, current month, next month, first quarter, and second quarter contracts, were presented, along with the corresponding expiration dates, remaining days, dividend values, premium/discount points, premium/discount rates, and annualized premium/discount rates [8][12]. Positions - The positions of major members in different contracts (IM2603, IM2606, IM2609) were detailed, including trading volume, long positions, short positions, and their changes from the previous day [16][18][19]. IF Futures Market Quotes - The closing price of the CSI 300 index was 4,655.90 points, down 1.54%. The total trading volume of the four IF contracts was 166,629 lots, an increase of 37,821 lots from the previous day. The total open interest was 287,927 lots, an increase of 384 lots [20][21]. - The main contract IF2603 closed at 4,651.40 points, down 1.37%. It was at a discount of 4.5 points to the spot, with an annualized basis rate of -1.96% [20][21]. Basis and Spread - Similar to IM futures, the basis and spread data of different IF contracts were provided, including expiration dates, remaining days, dividend impacts, premium/discount points, premium/discount rates, and annualized premium/discount rates [24][27][29]. Positions - The positions of major members in different IF contracts (IF2603, IF2604, IF2606, IF2609) were reported, including trading volume, long positions, short positions, and their changes from the previous day [33][35][36]. IC Futures Market Quotes - The closing price of the CSI 500 index was 8,281.61 points, down 4.35%. The total trading volume of the four IC contracts was 261,332 lots, an increase of 82,526 lots from the previous day. The total open interest was 332,103 lots, an increase of 20,482 lots [38][39]. - The main contract IC2603 closed at 8,266.20 points, down 4.57%. It was at a discount of 15.41 points to the spot, with an annualized basis rate of -3.78% [38][39]. Basis and Spread - The basis and spread information of different IC contracts were given, including expiration dates, remaining days, dividend values, premium/discount points, premium/discount rates, and annualized premium/discount rates [42][46]. Positions - The positions of major members in different IC contracts (IC2603, IC2606, IC2609) were presented, including trading volume, long positions, short positions, and their changes from the previous day [51][52][54]. IH Futures Market Quotes - The closing price of the SSE 50 index was 3,014.27 points, down 1.06%. The total trading volume of the four IH contracts was 78,973 lots, an increase of 17,839 lots from the previous day. The total open interest was 114,542 lots, an increase of 1,678 lots [56]. - The main contract IH2603 closed at 3,019.00 points, down 0.93%. It was at a premium of 4.73 points to the spot, with an annualized basis rate of 3.18% [56][57]. Basis and Spread - The basis and spread data of different IH contracts were shown, including expiration dates, remaining days, dividend values, premium/discount points, premium/discount rates, and annualized premium/discount rates [62][64]. Positions - The positions of major members in different IH contracts (IH2603, IH2606, IH2609) were disclosed, including trading volume, long positions, short positions, and their changes from the previous day [68][70][72].