银河期货股指期货数据日报-20260316

1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Date: March 16, 2026 [2] 2. IM Futures 2.1 Daily Quotes - The closing price of CSI 1000 was 8,211.35, down 0.04% [4]. - The main contract of IM (IM2603) closed at 8,187.00, down 0.21% [4]. - The total trading volume of the four IM contracts was 218,779 lots, an increase of 16,749 lots from the previous day; the total open interest was 381,564 lots, an increase of 5,454 lots [5]. 2.2 Basis and Other Indicators - The main contract of IM was at a discount of 24.35 points, up 2.94 points from the previous day; the annualized basis rate was -21.71% [5]. - The dividend impacts of the four IM contracts were 0.01 points, 0.2 points, 39.07 points, and 60.37 points respectively [5]. 2.3 Main Seats' Positions - The trading volume, long positions, and short positions of the top five, ten, and twenty seats in different contracts (IM2603, IM2606, IM2609) are detailed with their changes from the previous day [17][19][21] 3. IF Futures 3.1 Daily Quotes - The closing price of CSI 300 was 4,671.56, up 0.05% [22]. - The main contract of IF (IF2603) closed at 4,662.80, up 0.06% [22]. - The total trading volume of the four IF contracts was 124,362 lots, an increase of 18,942 lots from the previous day; the total open interest was 273,674 lots, an increase of 2,094 lots [23]. 3.2 Basis and Other Indicators - The main contract of IF was at a discount of 8.76 points, up 2.38 points from the previous day; the annualized basis rate was -13.71% [23]. - The dividend impacts of the four IF contracts were 0 points, 0.48 points, 30.16 points, and 84.08 points respectively [23]. 3.3 Main Seats' Positions - The trading volume, long positions, and short positions of the top five, ten, and twenty seats in different contracts (IF2603, IF2606, IF2609) are detailed with their changes from the previous day [36][38][39] 4. IC Futures 4.1 Daily Quotes - The closing price of CSI 500 was 8,185.15, down 0.66% [41]. - The main contract of IC (IC2603) closed at 8,178.40, down 0.62% [41]. - The total trading volume of the four IC contracts was 169,779 lots, an increase of 26,553 lots from the previous day; the total open interest was 302,347 lots, an increase of 9,562 lots [42]. 4.2 Basis and Other Indicators - The main contract of IC was at a discount of 6.75 points, up 19.25 points from the previous day; the annualized basis rate was -6.03% [42]. - The dividend impacts of the four IC contracts were 0 points, 6.86 points, 59.04 points, and 95.32 points respectively [42]. 4.3 Main Seats' Positions - The trading volume, long positions, and short positions of the top five, ten, and twenty seats in different contracts (IC2603, IC2606, IC2609) are detailed with their changes from the previous day [54][55][57] 5. IH Futures 5.1 Daily Quotes - The closing price of SSE 50 was 2,954.09, down 0.09% [59]. - The main contract of IH (IH2603) closed at 2,952.00, down 0.26% [59]. - The total trading volume of the four IH contracts was 60,304 lots, an increase of 20,073 lots from the previous day; the total open interest was 110,160 lots, an increase of 6,105 lots [59]. 5.2 Basis and Other Indicators - The main contract of IH was at a discount of 2.09 points, down 2.24 points from the previous day; the annualized basis rate was -5.16% [60]. - The dividend impacts of the four IH contracts were 0 points, 0 points, 18.18 points, and 63.32 points respectively [60]. 5.3 Main Seats' Positions - The trading volume, long positions, and short positions of the top five, ten, and twenty seats in different contracts (IH2603, IH2606, IH2609) are detailed with their changes from the previous day [75][77][79]