银河期货股指期货数据日报-20260309

1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: March 9, 2026 [2] 2. IM Futures 2.1 Market Quotes - The main contract of IM fell 0.37% to close at 8,191 points. The total trading volume of the four IM contracts was 274,410 lots, an increase of 98,751 lots from the previous day. The total open interest was 399,385 lots, an increase of 31,272 lots from the previous day. The main contract of IM was at a discount of 12.87 points, an increase of 24.19 points from the previous day, and the annualized basis rate was -4.78%. The dividend impacts of the four IM contracts were 0.01 points, 0.2 points, 39.65 points, and 62.1 points respectively [3][4]. 2.2 Basis - The basis and annualized basis rates of different contracts were presented, showing the relationship between futures prices and spot prices [8][12]. 2.3 Open Interest - The net short - position ratio and the positions of major seats in different contracts (IM2603, IM2606, IM2609) were analyzed, including the trading volume, long - position volume, and short - position volume of top - ranked members and their changes from the previous day [13][16][20]. 3. IF Futures 3.1 Market Quotes - The main contract of IF fell 1.2% to close at 4,599.2 points. The total trading volume of the four IF contracts was 147,766 lots, an increase of 53,708 lots from the previous day. The total open interest was 290,000 lots, an increase of 18,910 lots from the previous day. The main contract of IF was at a discount of 16.26 points, a decrease of 1.82 points from the previous day, and the annualized basis rate was -10.75%. The dividend impacts of the four IF contracts were 0 points, 0.45 points, 29.43 points, and 83.61 points respectively [21][22]. 3.2 Basis - The basis and annualized basis rates of different contracts were provided, reflecting the price differences between futures and spot [25][30]. 3.3 Open Interest - The net short - position ratio and the positions of major seats in different contracts (IF2603, IF2606, IF2609) were detailed, including the trading volume, long - position volume, and short - position volume of top - ranked members and their changes from the previous day [31][34][37]. 4. IC Futures 4.1 Market Quotes - The main contract of IC fell 0.79% to close at 8,267 points. The total trading volume of the four IC contracts was 203,367 lots, an increase of 66,844 lots from the previous day. The total open interest was 307,707 lots, an increase of 17,558 lots from the previous day. The main contract of IC was at a discount of 12.48 points, an increase of 25.25 points from the previous day, and the annualized basis rate was -4.59%. The dividend impacts of the four IC contracts were 0.36 points, 6.86 points, 60.53 points, and 97.5 points respectively [39][40]. 4.2 Basis - The basis and annualized basis rates of different contracts were shown, indicating the price relationships between futures and spot [44][49]. 4.3 Open Interest - The net short - position ratio and the positions of major seats in different contracts (IC2603, IC2606, IC2609) were analyzed, including the trading volume, long - position volume, and short - position volume of top - ranked members and their changes from the previous day [50][54][57]. 5. IH Futures 5.1 Market Quotes - The main contract of IH fell 1.04% to close at 2,962.4 points. The total trading volume of the four IH contracts was 64,688 lots, an increase of 21,193 lots from the previous day. The total open interest was 111,606 lots, an increase of 4,497 lots from the previous day. The main contract of IH was at a discount of 0.59 points, an increase of 2.11 points from the previous day, and the annualized basis rate was -0.6%. The dividend impacts of the four IH contracts were 0 points, 0 points, 18.27 points, and 63.94 points respectively [59][60]. 5.2 Basis - The basis and annualized basis rates of different contracts were presented, showing the price differences between futures and spot [64][68]. 5.3 Open Interest - The net short - position ratio and the positions of major seats in different contracts (IH2603, IH2606, IH2609) were detailed, including the trading volume, long - position volume, and short - position volume of top - ranked members and their changes from the previous day [69][72][76].