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].

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].

1. Report Industry Investment Rating - Not provided in the document 2. Core Viewpoints - The report provides a comprehensive daily analysis of the stock index futures market, including the IM, IF, IC, and IH contracts, covering aspects such as daily quotes, trading volume, open interest, basis, and positions of major seats [4][23][43][58] 3. Summary by Relevant Catalogs IM Contracts - **Daily Quotes**: The IM main contract rose 1.87% to close at 7,523.8 points. The total trading volume of the four contracts was 225,995 lots, an increase of 28,948 lots from the previous day; the total open interest was 383,089 lots, an increase of 1,557 lots from the previous day. The main contract was at a discount of 222.51 points, up 41.27 points from the previous day; the annualized basis rate was -12.27% [4][5] - **Position Analysis**: The document details the trading volume, long positions, and short positions of major seats in different contracts (IM2604, IM2606, IM2609), including the changes compared to the previous day [17][19][21] IF Contracts - **Daily Quotes**: The IF main contract rose 0.72% to close at 4,427.4 points. The total trading volume of the four contracts was 90,011 lots, an increase of 4,484 lots from the previous day; the total open interest was 258,716 lots, an increase of 4,911 lots from the previous day. The main contract was at a discount of 75.17 points, up 6.36 points from the previous day; the annualized basis rate was -7.04% [23][24] - **Position Analysis**: The document details the trading volume, long positions, and short positions of major seats in different contracts (IF2604, IF2606, IF2609), including the changes compared to the previous day [38][40][41] IC Contracts - **Daily Quotes**: The IC main contract rose 1.8% to close at 7,559.2 points. The total trading volume of the four contracts was 156,429 lots, an increase of 19,058 lots from the previous day; the total open interest was 287,610 lots, an increase of 7,793 lots from the previous day. The main contract was at a discount of 178.41 points, up 49.92 points from the previous day; the annualized basis rate was -9.79% [43][44] - **Position Analysis**: The document details the trading volume, long positions, and short positions of major seats in different contracts (IC2604, IC2606, IC2609), including the changes compared to the previous day [53][54][56] IH Contracts - **Daily Quotes**: The IH main contract rose 0.39% to close at 2,814.4 points. The total trading volume of the four contracts was 44,352 lots, an increase of 1,979 lots from the previous day; the total open interest was 101,939 lots, an increase of 806 lots from the previous day. The main contract was at a discount of 22.91 points, down 3.04 points from the previous day; the annualized basis rate was -3.38% [58][59] - **Position Analysis**: The document details the trading volume, long positions, and short positions of major seats in different contracts (IH2604, IH2606, IH2609), including the changes compared to the previous day [69][71][73]

1. Report Industry Investment Rating No relevant content provided. 2. Core Viewpoints The report presents the daily data of stock index futures, including the IM, IF, IC, and IH contracts, covering aspects such as closing prices, trading volumes, open interests, basis, and the positions of major seats. 3. Summary by Relevant Catalogs IM Contracts - **Daily Quotes**: The closing price of the CSI 1000 index was 7,639.38 points, down 1.44%. The main contract of IM fell 1.53% to close at 7,375.6 points. The total trading volume of the four IM contracts was 197,047 lots, a decrease of 26,805 lots from the previous day, and the total open interest was 381,532 lots, an increase of 5,924 lots [4][5][9]. - **Basis**: The main contract of IM was at a discount of 263.78 points, an increase of 10 points from the previous day, and the annualized basis rate was -14.67%. The dividend impacts of the four IM contracts were 0.17 points, 5.24 points, 38.14 points, and 59.4 points respectively [5][14]. - **Positions of Major Seats**: The report details the trading volumes, long positions, and short positions of the top 20 seats for each IM contract, along with their changes from the previous day [18][20][22]. IF Contracts - **Daily Quotes**: The closing price of the CSI 300 index was 4,477.53 points, down 1.32%. The main contract of IF fell 1.2% to close at 4,396 points. The total trading volume of the four IF contracts was 85,527 lots, a decrease of 16,748 lots from the previous day, and the total open interest was 253,805 lots, a decrease of 6,738 lots [23][24]. - **Basis**: The main contract of IF was at a discount of 81.53 points, an increase of 5.94 points from the previous day, and the annualized basis rate was -7.61%. The dividend impacts of the four IF contracts were 0.5 points, 7.65 points, 29.08 points, and 82.2 points respectively [24][34]. - **Positions of Major Seats**: The report details the trading volumes, long positions, and short positions of the top 20 seats for each IF contract, along with their changes from the previous day [38][40][41]. IC Contracts - **Daily Quotes**: The closing price of the CSI 500 index was 7,642.13 points, down 1.62%. The main contract of IC fell 1.8% to close at 7,413.8 points. The total trading volume of the four IC contracts was 137,371 lots, a decrease of 39,013 lots from the previous day, and the total open interest was 279,817 lots, a decrease of 5,998 lots [43][44]. - **Basis**: The main contract of IC was at a discount of 228.33 points, an increase of 9.34 points from the previous day, and the annualized basis rate was -12.63%. The dividend impacts of the four IC contracts were 6.77 points, 11.72 points, 56.85 points, and 92.18 points respectively [44][55]. - **Positions of Major Seats**: The report details the trading volumes, long positions, and short positions of the top 20 seats for each IC contract, along with their changes from the previous day [60][61][63]. IH Contracts - **Daily Quotes**: The closing price of the SSE 50 index was 2,824.67 points, down 1.22%. The main contract of IH fell 0.97% to close at 2,804.8 points. The total trading volume of the four IH contracts was 42,373 lots, a decrease of 9,146 lots from the previous day, and the total open interest was 101,133 lots, a decrease of 2,109 lots [65]. - **Basis**: The main contract of IH was at a discount of 19.87 points, an increase of 9.66 points from the previous day, and the annualized basis rate was -2.91%. The dividend impacts of the four IH contracts were 0 points, 3.03 points, 17.43 points, and 61.45 points respectively [66][74]. - **Positions of Major Seats**: The report details the trading volumes, long positions, and short positions of the top 20 seats for each IH contract, along with their changes from the previous day [79][81][83].

1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: March 25, 2026 [2] 2. IM Futures 2.1 Daily Quotes - The CSI 1000 index closed at 7,751.18, up 1.98%. The IM2604 contract closed at 7,650.00, up 1.75%; IM2605 at 7,586.20, up 1.79%; IM2606 at 7,477.40, up 1.73%; IM2609 at 7,253.00, up 1.64%. The main contract (IM2606) rose 1.73% to close at 7,477.4 points [4]. - The total trading volume of the four IM contracts was 223,852 lots, down 68,635 lots from the previous day; the total open interest was 375,608 lots, down 27,416 lots from the previous day [5]. - The main contract was at a discount of 273.78 points to the spot, down 60.12 points from the previous day; the annualized basis rate was -14.85% [5]. 2.2 Basis - The basis and annualized basis rates for different contracts are as follows: IM2604 -101.18 points (-1.3%, -20.1% annualized); IM2605 -164.98 points (-2.1%, -15.3% annualized); IM2606 -273.78 points (-3.5%, -14.8% annualized); IM2609 -498.18 points (-6.4%, -14.1% annualized) [13]. 2.3 Positions - Details of the top - ranking members' trading volume, long positions, and short positions for different contracts (IM2604, IM2606, IM2609) are provided, including changes from the previous day [17][21] 3. IF Futures 3.1 Daily Quotes - The SSE 300 index closed at 4,537.47, up 1.40%. The IF2604 contract closed at 4,505.60, up 1.56%; IF2605 at 4,487.80, up 1.62%; IF2606 at 4,450.00, up 1.61%; IF2609 at 4,364.40, up 1.56%. The main contract (IF2606) rose 1.61% to close at 4,450 points [22]. - The total trading volume of the four IF contracts was 102,275 lots, down 15,310 lots from the previous day; the total open interest was 260,543 lots, down 3,478 lots from the previous day [23]. - The main contract was at a discount of 87.47 points to the spot, down 1.15 points from the previous day; the annualized basis rate was -7.97% [23]. 3.2 Basis - The basis and annualized basis rates for different contracts are as follows: IF2604 -31.87 points (-0.7%, -10.8% annualized); IF2605 -49.67 points (-1.1%, -7.8% annualized); IF2606 -87.47 points (-1.9%, -8.0% annualized); IF2609 -173.07 points (-3.8%, -8.1% annualized) [31]. 3.3 Positions - Details of the top - ranking members' trading volume, long positions, and short positions for different contracts (IF2604, IF2606, IF2609) are provided, including changes from the previous day [35][38] 4. IC Futures 4.1 Daily Quotes - The CSI 500 index closed at 7,767.67, up 2.24%. The IC2604 contract closed at 7,685.60, up 2.18%; IC2605 at 7,630.00, up 2.20%; IC2606 at 7,530.00, up 2.17%; IC2609 at 7,355.00, up 2.25%. The main contract (IC2606) rose 2.17% to close at 7,530 points [40]. - The total trading volume of the four IC contracts was 176,384 lots, down 18,991 lots from the previous day; the total open interest was 285,815 lots, down 8,517 lots from the previous day [41]. - The main contract was at a discount of 237.67 points to the spot, down 49.9 points from the previous day; the annualized basis rate was -12.8% [41]. 4.2 Basis - The basis and annualized basis rates for different contracts are as follows: IC2604 -82.07 points (-1.1%, -16.2% annualized); IC2605 -137.67 points (-1.8%, -12.7% annualized); IC2606 -237.67 points (-3.1%, -12.8% annualized); IC2609 -412.67 points (-5.3%, -11.5% annualized) [51]. 4.3 Positions - Details of the top - ranking members' trading volume, long positions, and short positions for different contracts (IC2604, IC2606, IC2609) are provided, including changes from the previous day [55][58] 5. IH Futures 5.1 Daily Quotes - The SSE 50 index closed at 2,859.53, up 1.01%. The IH2604 contract closed at 2,848.00, up 0.92%; IH2605 at 2,847.00, up 1.01%; IH2606 at 2,830.00, up 0.81%; IH2609 at 2,793.20, up 0.86%. The main contract (IH2606) rose 0.81% to close at 2,830 points [60]. - The total trading volume of the four IH contracts was 51,519 lots, down 7,603 lots from the previous day; the total open interest was 103,242 lots, down 3,201 lots from the previous day [60]. - The main contract was at a discount of 29.53 points to the spot, down 9.28 points from the previous day; the annualized basis rate was -4.23% [61]. 5.2 Basis - The basis and annualized basis rates for different contracts are as follows: IH2604 -11.53 points (-0.4%, -6.2% annualized); IH2605 -12.53 points (-0.4%, -3.1% annualized); IH2606 -29.53 points (-1.0%, -4.2% annualized); IH2609 -66.33 points (-2.3%, -4.9% annualized) [70]. 5.3 Positions - Details of the top - ranking members' trading volume, long positions, and short positions for different contracts (IH2604, IH2606, IH2609) are provided, including changes from the previous day [75][79]

1. Report Industry Investment Rating There is no information about the report industry investment rating in the provided content. 2. Core Viewpoints of the Report The report presents daily data on stock index futures, including IM, IF, IC, and IH. It details the closing prices, trading volumes, trading amounts, open interests, basis points, and other relevant information of different contracts, as well as the changes compared with the previous day. 3. Summary by Relevant Catalogs IM Futures - **Daily Quotes**: The closing price of the CSI 1000 was 7,600.86, up 2.59%. The main contract IM2606 rose 3.09% to close at 7,387.2 points. The total trading volume of the four IM contracts was 292,487 lots, down 32,679 lots from the previous day, and the total open interest was 403,024 lots, down 5,904 lots [3][4]. - **Basis**: The main contract was at a discount of 213.66 points, up 5.45 points from the previous day, and the annualized basis rate was -11.6%. The dividend impacts of the four IM contracts were 0.16 points, 5.27 points, 37.96 points, and 59.1 points respectively [4][11]. - **Positions**: The report shows the trading volumes, long positions, and short positions of the top members of different contracts, as well as the changes compared with the previous day [15][17][19]. IF Futures - **Daily Quotes**: The closing price of the CSI 300 was 4,474.72, up 1.28%. The main contract IF2606 rose 1.41% to close at 4,388.4 points. The total trading volume of the four IF contracts was 117,585 lots, down 39,333 lots from the previous day, and the total open interest was 264,021 lots, down 12,902 lots [20][21]. - **Basis**: The main contract was at a discount of 86.32 points, down 12.72 points from the previous day, and the annualized basis rate was -7.89%. The dividend impacts of the four IF contracts were 0.5 points, 7.62 points, 29.26 points, and 82.86 points respectively [21][30]. - **Positions**: The report shows the trading volumes, long positions, and short positions of the top members of different contracts, as well as the changes compared with the previous day [34][36][38]. IC Futures - **Daily Quotes**: The closing price of the CSI 500 was 7,597.37, up 2.11%. The main contract IC2606 rose 2.72% to close at 7,409.6 points. The total trading volume of the four IC contracts was 195,375 lots, down 22,348 lots from the previous day, and the total open interest was 294,332 lots, down 4,523 lots [40][41]. - **Basis**: The main contract was at a discount of 187.77 points, up 17.98 points from the previous day, and the annualized basis rate was -10.16%. The dividend impacts of the four IC contracts were 7.06 points, 11.99 points, 58.12 points, and 93.43 points respectively [41][49]. - **Positions**: The report shows the trading volumes, long positions, and short positions of the top members of different contracts, as well as the changes compared with the previous day [55][56][58]. IH Futures - **Daily Quotes**: The closing price of the SSE 50 was 2,830.85, up 1.38%. The main contract IH2606 rose 1.66% to close at 2,810.6 points. The total trading volume of the four IH contracts was 59,122 lots, down 19,258 lots from the previous day, and the total open interest was 106,443 lots, down 9,026 lots [60]. - **Basis**: The main contract was at a discount of 20.25 points, down 3.92 points from the previous day, and the annualized basis rate was -2.89%. The dividend impacts of the four IH contracts were 0 points, 3.04 points, 17.81 points, and 61.93 points respectively [61][66]. - **Positions**: The report shows the trading volumes, long positions, and short positions of the top members of different contracts, as well as the changes compared with the previous day [71][73][75].

Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: March 23, 2026 [2] IM Futures Market Quotes - The closing price of CSI 1000 was 7,409.11, down 4.81%. The main contract of IM fell 5.55% to close at 7,190 points. The total trading volume of the four IM contracts was 325,166 lots, an increase of 73,858 lots from the previous day; the total open interest was 408,928 lots, an increase of 16,966 lots from the previous day [3][4]. - The main contract of IM was at a discount of 219.11 points, up 4.32 points from the previous day; the annualized basis rate was -12.09%. The dividend impacts of the four IM contracts were 0 points, 0.14 points, 38.43 points, and 59.68 points respectively [4]. Main Seats - In IM2604, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients) with 69,057 lots, Guotai Junan (on behalf of clients) with 58,217 lots, Zhongtai Futures (on behalf of clients) with 23,433 lots, Haitong Futures (on behalf of clients) with 19,108 lots, and Dongzheng Futures (on behalf of clients) with 17,427 lots [16]. - Similar data is provided for IM2606 and IM2609 contracts [20]. IF Futures Market Quotes - The closing price of CSI 300 was 4,418.00, down 3.26%. The main contract of IF fell 3.56% to close at 4,344.4 points. The total trading volume of the four IF contracts was 156,918 lots, an increase of 42,290 lots from the previous day; the total open interest was 276,923 lots, an increase of 13,787 lots from the previous day [21][22]. - The main contract of IF was at a discount of 73.6 points, up 7.02 points from the previous day; the annualized basis rate was -6.72%. The dividend impacts of the four IF contracts were 0 points, 0.48 points, 29.67 points, and 83.19 points respectively [22]. Main Seats - In IF2604, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients) with 32,723 lots, Guotai Junan (on behalf of clients) with 24,845 lots, Haitong Futures (on behalf of clients) with 10,623 lots, Dongzheng Futures (on behalf of clients) with 10,088 lots, and Guoxin Futures (on behalf of clients) with 8,652 lots [36]. - Similar data is provided for IF2606 and IF2609 contracts [39]. IC Futures Market Quotes - The closing price of CSI 500 was 7,440.75, down 4.11%. The main contract of IC fell 4.88% to close at 7,235 points. The total trading volume of the four IC contracts was 217,723 lots, an increase of 42,968 lots from the previous day; the total open interest was 298,855 lots, an increase of 8,495 lots from the previous day [41][42]. - The main contract of IC was at a discount of 205.75 points, down 5.11 points from the previous day; the annualized basis rate was -11.28%. The dividend impacts of the four IC contracts were 0 points, 7.07 points, 58.9 points, and 95.52 points respectively [42]. Main Seats - In IC2604, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients) with 25,155 lots, Guotai Junan (on behalf of clients) with 18,565 lots, Haitong Futures (on behalf of clients) with 9,339 lots, Dongzheng Futures (on behalf of clients) with 5,214 lots, and Zhongtai Futures (on behalf of clients) with 4,372 lots [55]. - Similar data is provided for IC2606 and IC2609 contracts [57]. IH Futures Market Quotes - The closing price of SSE 50 was 2,792.33, down 3.17%. The main contract of IH fell 3.43% to close at 2,776 points. The total trading volume of the four IH contracts was 78,380 lots, an increase of 24,589 lots from the previous day; the total open interest was 115,469 lots, an increase of 14,676 lots from the previous day [59]. - The main contract of IH was at a discount of 16.33 points, up 1.73 points from the previous day; the annualized basis rate was -2.33%. The dividend impacts of the four IH contracts were 0 points, 0 points, 18.31 points, and 62.65 points respectively [60]. Main Seats - In IH2604, the top five seats in terms of trading volume were CITIC Futures (on behalf of clients) with 15,950 lots, Guotai Junan (on behalf of clients) with 12,718 lots, Haitong Futures (on behalf of clients) with 5,530 lots, Dongzheng Futures (on behalf of clients) with 4,540 lots, and Guoxin Futures (on behalf of clients) with 4,215 lots [71]. - Similar data is provided for IH2606 and IH2609 contracts [73][75].

1. Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: March 20, 2026 [2] 2. IM Futures 2.1 Daily Quotes - The CSI 1000 index closed at 7,783.43, down 1.59%. The total trading volume of the four IM contracts was 290,587 lots, an increase of 8,391 lots from the previous day. The total open interest was 386,516 lots, a decrease of 8,321 lots from the previous day. The main contract (IM2606) closed at 7,560, down 1.26% [4][5]. - The main contract was at a discount of 223.43 points to the spot index, an increase of 4.8 points from the previous day. The annualized basis rate was -11.36% [5]. 2.2 Basis and Spread - The basis and spread data of the four IM contracts showed different trends, with the annualized roll - over costs and dividend impacts varying across contracts [9][12]. 2.3 Major Seats - The trading volume, long positions, and short positions of major seats in different contracts (IM2604, IM2606, IM2609) changed compared with the previous day, with some seats increasing and some decreasing their positions [16][18][20]. 3. IF Futures 3.1 Daily Quotes - The CSI 300 index closed at 4,567.02, down 0.35%. The total trading volume of the four IF contracts was 140,529 lots, a decrease of 12,841 lots from the previous day. The total open interest was 261,102 lots, a decrease of 21,044 lots from the previous day. The main contract (IF2606) closed at 4,486.4, down 0.28% [21][22]. - The main contract was at a discount of 80.62 points to the spot index, an increase of 0.43 points from the previous day. The annualized basis rate was -6.9% [22]. 3.2 Basis and Spread - Similar to IM futures, the basis and spread of IF contracts also showed different characteristics, with the annualized roll - over costs and dividend impacts varying by contract [27][30][32]. 3.3 Major Seats - The positions of major seats in IF contracts (IF2604, IF2606, IF2609) changed, with some seats adjusting their long and short positions [36][38][39]. 4. IC Futures 4.1 Daily Quotes - The CSI 500 index closed at 7,760.04, down 1.49%. The total trading volume of the four IC contracts was 200,135 lots, a decrease of 8,295 lots from the previous day. The total open interest was 286,787 lots, a decrease of 19,285 lots from the previous day. The main contract (IC2606) closed at 7,559.4, down 1.16% [41][42]. - The main contract was at a discount of 200.64 points to the spot index, an increase of 5.45 points from the previous day. The annualized basis rate was -10.2% [42]. 4.2 Basis and Spread - The basis and spread of IC contracts had their own characteristics, with different annualized roll - over costs and dividend impacts for each contract [46][48][51]. 4.3 Major Seats - The trading volume and positions of major seats in IC contracts (IC2604, IC2606, IC2609) changed compared with the previous day [56][57][59]. 5. IH Futures 5.1 Daily Quotes - The SSE 50 index closed at 2,883.86, down 1.11%. The total trading volume of the four IH contracts was 68,764 lots, a decrease of 117 lots from the previous day. The total open interest was 99,575 lots, a decrease of 10,992 lots from the previous day. The main contract (IH2606) closed at 2,865.8, down 0.95% [61][62]. - The main contract was at a discount of 18.06 points to the spot index, an increase of 4.37 points from the previous day. The annualized basis rate was -2.42% [62]. 5.2 Basis and Spread - The basis and spread of IH contracts showed different trends, with the annualized roll - over costs and dividend impacts varying across contracts [66][67][68]. 5.3 Major Seats - The positions of major seats in IH contracts (IH2604, IH2606, IH2609) changed, and different seats had different adjustments in their long and short positions [72][74][76].

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]

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].