银河期货股指期货数据日报-20260331

1. Report Industry Investment Rating No relevant content 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 information of IM, IF, IC, and IH contracts, as well as the trading volume and position data of major member seats [4][22][42][58]. 3. Summary by Related Catalogs IM (CSI 1000 Index Futures) - Daily Market: The main contract (IM2606) fell 1.69% to close at 7379.4 points. The total trading volume of the four contracts was 233,473 lots, a decrease of 3,452 lots from the previous day; the total open interest was 393,494 lots, an increase of 6,672 lots from the previous day. The main contract was at a discount of 240.45 points, an increase of 18.08 points from the previous day; the annualized basis rate was -14.16% [4][5]. - Major Member Seats: The trading volume, long - position volume, and short - position volume of major member seats such as CITIC Futures, Guotai Junan, and Haitong Futures are presented, along with their changes from the previous day [17][19][21]. IF (CSI 300 Index Futures) - Daily Market: The main contract (IF2606) fell 0.77% to close at 4375.8 points. The total trading volume of the four contracts was 97,664 lots, an increase of 2,925 lots from the previous day; the total open interest was 257,846 lots, an increase of 4,198 lots from the previous day. The main contract was at a discount of 74.25 points, an increase of 3.7 points from the previous day; the annualized basis rate was -7.37% [22][23]. - Major Member Seats: The trading volume, long - position volume, and short - position volume of major member seats such as CITIC Futures, Guotai Junan, and Dongzheng Futures are presented, along with their changes from the previous day [37][39][40]. IC (CSI 500 Index Futures) - Daily Market: The main contract (IC2606) fell 1.73% to close at 7425 points. The total trading volume of the four contracts was 166,503 lots, an increase of 6,990 lots from the previous day; the total open interest was 294,843 lots, an increase of 13,419 lots from the previous day. The main contract was at a discount of 192.33 points, an increase of 0.79 points from the previous day; the annualized basis rate was -11.26% [42][43]. - Major Member Seats: The trading volume, long - position volume, and short - position volume of major member seats such as CITIC Futures, Guotai Junan, and Haitong Futures are presented, along with their changes from the previous day [53][54][56]. IH (SSE 50 Index Futures) - Daily Market: The main contract (IH2606) fell 0.33% to close at 2804 points. The total trading volume of the four contracts was 47,813 lots, an increase of 1,832 lots from the previous day; the total open interest was 101,567 lots, an increase of 55 lots from the previous day. The main contract was at a discount of 22.12 points, a decrease of 1.31 points from the previous day; the annualized basis rate was -3.43% [58][59]. - Major Member Seats: The trading volume, long - position volume, and short - position volume of major member seats such as CITIC Futures, Guotai Junan, and Dongzheng Futures are presented, along with their changes from the previous day [72][74][76].