银河期货股指期货数据日报-20260330

1. Report Industry Investment Rating No relevant content provided. 2. Core Viewpoints - The report presents the daily market data of four stock index futures, including IM, IF, IC, and IH, covering closing prices, trading volumes, open interests, basis, and positions of major seats [3][21][42][61]. 3. Summary by Related Catalogs IM Futures - Daily Quotes: The closing price of the CSI 1000 index was 7,767.93, up 0.28%. The main contract IM2606 rose 0.1% to close at 7,509.4 points. The total trading volume of the four contracts was 236,925 lots, an increase of 10,930 lots from the previous day; the total open interest was 386,822 lots, an increase of 3,733 lots [3][5]. - Basis: The main contract was at a discount of 258.53 points, a decrease of 36.02 points from the previous day; the annualized basis rate was -14.78%. The dividend impacts of the four contracts were 0.17 points, 5.26 points, 37.65 points, and 58.75 points respectively [5]. - Positions of Major Seats: The positions and trading volumes of major seats in IM2604, IM2605, IM2606, and IM2609 are presented, including details of the top five, top ten, and top twenty seats [16][18][20]. IF Futures - Daily Quotes: The closing price of the CSI 300 index was 4,491.95, down 0.24%. The main contract IF2606 fell 0.33% to close at 4,414 points. The total trading volume of the four contracts was 94,739 lots, an increase of 4,728 lots from the previous day; the total open interest was 253,648 lots, a decrease of 5,068 lots [21][23]. - Basis: The main contract was at a discount of 77.95 points, a decrease of 2.78 points from the previous day; the annualized basis rate was -7.58%. The dividend impacts of the four contracts were 0.51 points, 6.95 points, 26.79 points, and 72.35 points respectively [23]. - Positions of Major Seats: The positions and trading volumes of major seats in IF2604, IF2605, IF2606, and IF2609 are presented, including details of the top five, top ten, and top twenty seats [37][39][40]. IC Futures - Daily Quotes: The closing price of the CSI 500 index was 7,753.72, up 0.21%. The main contract IC2606 rose 0.26% to close at 7,560.6 points. The total trading volume of the four contracts was 159,513 lots, an increase of 3,084 lots from the previous day; the total open interest was 281,424 lots, a decrease of 6,186 lots [42][43]. - Basis: The main contract was at a discount of 193.12 points, a decrease of 14.71 points from the previous day; the annualized basis rate was -10.97%. The dividend impacts of the four contracts were 6.67 points, 11.07 points, 56.18 points, and 91.2 points respectively [43]. - Positions of Major Seats: The positions and trading volumes of major seats in IC2604, IC2606, and IC2609 are presented, including details of the top five, top ten, and top twenty seats [56][57][59]. IH Futures - Daily Quotes: The closing price of the SSE 50 index was 2,833.21, down 0.14%. The main contract IH2606 fell 0.16% to close at 2,812.4 points. The total trading volume of the four contracts was 45,981 lots, an increase of 1,629 lots from the previous day; the total open interest was 101,512 lots, a decrease of 427 lots [61]. - Basis: The main contract was at a discount of 20.81 points, an increase of 2.1 points from the previous day; the annualized basis rate was -3.18%. The dividend impacts of the four contracts were 0 points, 2.31 points, 14.32 points, and 51.5 points respectively [62]. - Positions of Major Seats: The positions and trading volumes of major seats in IH2604, IH2606, and IH2609 are presented, including details of the top five, top ten, and top twenty seats [75][77][79].