银河期货股指期货数据日报-20260318
Yin He Qi Huo·2026-03-18 09:33
  1. Report Industry Investment Rating No information provided. 2. Core Viewpoints The report presents the daily market data of stock index futures, including the closing prices, trading volumes, open interests, and basis of IM, IF, IC, and IH contracts, as well as the positions of major seats. 3. Summary by Relevant Catalogs IM Futures - Daily Market: The main contract of IM rose 0.8% to close at 8080.4 points. The total trading volume of the four contracts was 253,973 lots, an increase of 18,433 lots from the previous day; the total open interest was 389,812 lots, an increase of 7,740 lots. The main contract was at a discount of 16.19 points, a decrease of 10.33 points from the previous day; the annualized basis rate was -24.38%. The dividend impacts of the four contracts were 0 points, 0.19 points, 38.48 points, and 59.69 points respectively [4][5]. - Positions of Major Seats: The report shows the trading volumes, long positions, and short positions of the top 20 seats in IM2603, IM2606, and IM2609 contracts, as well as their changes from the previous day [14][16][17]. IF Futures - Daily Market: The main contract of IF rose 0.1% to close at 4651.4 points. The total trading volume of the four contracts was 141,186 lots, a decrease of 4,859 lots from the previous day; the total open interest was 275,425 lots, a decrease of 5,025 lots. The main contract was at a discount of 6.93 points, an increase of 1.71 points from the previous day; the annualized basis rate was -18.13%. The dividend impacts of the four contracts were 0 points, 0.48 points, 29.73 points, and 83.21 points respectively [18][19]. - Positions of Major Seats: The report shows the trading volumes, long positions, and short positions of the top 20 seats in IF2603, IF2606, and IF2609 contracts, as well as their changes from the previous day [33][35][36]. IC Futures - Daily Market: The main contract of IC rose 0.69% to close at 8086 points. The total trading volume of the four contracts was 170,100 lots, a decrease of 239 lots from the previous day; the total open interest was 296,892 lots, an increase of 2,665 lots. The main contract was at a discount of 10.43 points, an increase of 5.6 points from the previous day; the annualized basis rate was -15.69%. The dividend impacts of the four contracts were 0 points, 6.88 points, 58.86 points, and 95.04 points respectively [38][39]. - Positions of Major Seats: The report shows the trading volumes, long positions, and short positions of the top 20 seats in IC2603, IC2606, and IC2609 contracts, as well as their changes from the previous day [53][54][56]. IH Futures - Daily Market: The main contract of IH fell 0.35% to close at 2958.6 points. The total trading volume of the four contracts was 54,518 lots, a decrease of 14,623 lots from the previous day; the total open interest was 104,462 lots, a decrease of 2,151 lots. The main contract was at a discount of 2.83 points, a decrease of 1.25 points from the previous day; the annualized basis rate was -11.62%. The dividend impacts of the four contracts were 0 points, 0 points, 18.23 points, and 63 points respectively [58][59][60]. - Positions of Major Seats: The report shows the trading volumes, long positions, and short positions of the top 20 seats in IH2603, IH2606, and IH2609 contracts, as well as their changes from the previous day [74][76][78].
银河期货股指期货数据日报-20260318 - Reportify