银河期货股指期货数据日报-20260305

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].