Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Date: March 19, 2026 [2] 1. IM Futures 1.1 Daily Quotes - The closing price of CSI 1000 was 7909.23, down 2.31%. The main contract (IM2606) fell 2.14% to 7681 points. [4] - The total trading volume of the four IM contracts was 282,196 lots, an increase of 28,223 lots from the previous day. The total open interest was 394,837 lots, an increase of 5025 lots. [5] - The main contract was at a discount of 228.23 points, up 23.76 points from the previous day. The annualized basis rate was -11.3%. [5] 1.2 Main Seats - In IM2603, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 46,395 lots, an increase of 7856 lots from the previous day. [16] - In IM2606, the top five seats in terms of long positions were led by Guotai Junan (on behalf of clients) with 11,869 lots, an increase of 769 lots from the previous day. [20] 2. IF Futures 2.1 Daily Quotes - The closing price of CSI 300 was 4583.25, down 1.61%. The main contract (IF2606) fell 1.53% to 4502.2 points. [21] - The total trading volume of the four IF contracts was 153,370 lots, an increase of 12,184 lots from the previous day. The total open interest was 282,146 lots, an increase of 6721 lots. [22] - The main contract was at a discount of 81.05 points, up 7.68 points from the previous day. The annualized basis rate was -6.84%. [22] 2.2 Main Seats - In IF2603, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 22,053 lots, an increase of 5836 lots from the previous day. [34] - In IF2606, the top five seats in terms of long positions were led by Guotai Junan (on behalf of clients) with 12,291 lots, an increase of 882 lots from the previous day. [37] 3. IC Futures 3.1 Daily Quotes - The closing price of CSI 500 was 7877.09, down 2.71%. The main contract (IC2606) fell 2.79% to 7671 points. [39] - The total trading volume of the four IC contracts was 208,430 lots, an increase of 38,330 lots from the previous day. The total open interest was 306,072 lots, an increase of 9180 lots. [40] - The main contract was at a discount of 206.09 points, up 5.94 points from the previous day. The annualized basis rate was -10.21%. [40] 3.2 Main Seats - In IC2603, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 37,537 lots, an increase of 10,138 lots from the previous day. [56] - In IC2606, the top five seats in terms of long positions were led by CITIC Futures (on behalf of clients) with 11,332 lots, an increase of 541 lots from the previous day. [59] 4. IH Futures 4.1 Daily Quotes - The closing price of SSE 50 was 2916.23, down 1.53%. The main contract (IH2606) fell 1.62% to 2893.8 points. [61] - The total trading volume of the four IH contracts was 68,881 lots, an increase of 14,363 lots from the previous day. The total open interest was 110,567 lots, an increase of 6105 lots. [61] - The main contract was at a discount of 22.43 points, down 3.2 points from the previous day. The annualized basis rate was -2.95%. [62] 4.2 Main Seats - In IH2603, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients) with 9070 lots, an increase of 2902 lots from the previous day. [75] - In IH2609, the top five seats in terms of long positions were led by Guotai Junan (on behalf of clients) with 1969 lots, an increase of 38 lots from the previous day. [79]
银河期货股指期货数据日报-20260319
Yin He Qi Huo·2026-03-19 09:35