1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: March 17, 2026 [2] 2. IM Contract Analysis 2.1 Market Quotes - The closing price of CSI 1000 was 8019.86, down 2.33%; the total trading volume of the four IM contracts was 235,540 lots, an increase of 16,761 lots from the previous day; the total open interest was 382,072 lots, an increase of 508 lots from the previous day [4][5]. - The main contract of IM (IM2603) fell 1.96% to close at 8014 points [4]. 2.2 Basis and Premium/Discount - The main contract of IM was at a discount of 5.86 points, up 18.49 points from the previous day; the annualized basis rate was -6.67% [5]. - The dividend impacts of the four IM contracts were 0 points, 0.19 points, 38.82 points, and 60.28 points respectively [5]. 2.3 Positions of Major Seats - In IM2603, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 31,805 lots and an increase of 4,288 lots from the previous day [16]. - The top five seats in terms of long positions were led by Guotai Junan (on behalf of clients), with a long position of 20,265 lots and a decrease of 512 lots from the previous day [16]. - The top five seats in terms of short positions were led by CITIC Futures (on behalf of clients), with a short position of 30,623 lots and an increase of 1,529 lots from the previous day [16]. 3. IF Contract Analysis 3.1 Market Quotes - The closing price of CSI 300 was 4637.44, down 0.73%; the total trading volume of the four IF contracts was 146,045 lots, an increase of 21,683 lots from the previous day; the total open interest was 280,450 lots, an increase of 6,776 lots from the previous day [21][22]. - The main contract of IF (IF2603) fell 0.66% to close at 4628.8 points [21]. 3.2 Basis and Premium/Discount - The main contract of IF was at a discount of 8.64 points, up 0.12 points from the previous day; the annualized basis rate was -17.03% [22]. - The dividend impacts of the four IF contracts were 0 points, 0.48 points, 30.15 points, and 84.14 points respectively [22]. 3.3 Positions of Major Seats - In IF2603, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 15,202 lots and an increase of 3,469 lots from the previous day [36]. - The top five seats in terms of long positions were led by Guotai Junan (on behalf of clients), with a long position of 23,177 lots and an increase of 1,223 lots from the previous day [36]. - The top five seats in terms of short positions were led by CITIC Futures (on behalf of clients), with a short position of 19,334 lots and an increase of 1,619 lots from the previous day [36]. 4. IC Contract Analysis 4.1 Market Quotes - The closing price of CSI 500 was 8016.03, down 2.07%; the total trading volume of the four IC contracts was 170,339 lots, an increase of 560 lots from the previous day; the total open interest was 294,227 lots, a decrease of 8,120 lots from the previous day [41][42]. - The main contract of IC (IC2603) fell 2.1% to close at 8000 points [41]. 4.2 Basis and Premium/Discount - The main contract of IC was at a discount of 16.03 points, down 9.28 points from the previous day; the annualized basis rate was -18.28% [42]. - The dividend impacts of the four IC contracts were 0 points, 7.12 points, 59.41 points, and 96.03 points respectively [42]. 4.3 Positions of Major Seats - In IC2603, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 31,439 lots and a decrease of 3,601 lots from the previous day [58]. - The top five seats in terms of long positions were led by CITIC Futures (on behalf of clients), with a long position of 11,667 lots and a decrease of 2,737 lots from the previous day [58]. - The top five seats in terms of short positions were led by CITIC Futures (on behalf of clients), with a short position of 12,459 lots and a decrease of 2,680 lots from the previous day [58]. 5. IH Contract Analysis 5.1 Market Quotes - The closing price of SSE 50 was 2963.58, up 0.32%; the total trading volume of the four IH contracts was 69,141 lots, an increase of 8,837 lots from the previous day; the total open interest was 106,613 lots, a decrease of 3,547 lots from the previous day [62]. - The main contract of IH (IH2603) rose 0.18% to close at 2962 points [62]. 5.2 Basis and Premium/Discount - The main contract of IH was at a discount of 1.58 points, up 0.51 points from the previous day; the annualized basis rate was -4.86% [63]. - The dividend impacts of the four IH contracts were 0 points, 0 points, 18.25 points, and 63.28 points respectively [63]. 5.3 Positions of Major Seats - In IH2603, the top five seats in terms of trading volume were led by CITIC Futures (on behalf of clients), with a trading volume of 6,435 lots and an increase of 1,402 lots from the previous day [77]. - The top five seats in terms of long positions were led by Guotai Junan (on behalf of clients), with a long position of 4,122 lots and an increase of 44 lots from the previous day [77]. - The top five seats in terms of short positions were led by CITIC Futures (on behalf of clients), with a short position of 7,067 lots and an increase of 250 lots from the previous day [77].