Galaxy Futures Stock Index Futures Daily
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Galaxy Futures' August 12, 2026 data daily tracks basis, positioning and dividend effects across China's four stock index futures products. The IC (CSI 500) dominant contract closed at 7,914.2, up 0.48%, at a 131.11-point discount for an annualized basis of -15.91%; IH (SSE 50) settled at 2,910.0, up 0.1%, at a 28.39-point discount, annualized -9.37%. CSI 1000 (IM) spot closed at 7,793.72 against a front-month settlement of 7,754.40, an annualized discount of -18.5%, while CSI 300 (IF) spot at 4,690.92 versus 4,672.00 implies -14.8%. Turnover and positioning both shrank: IC's four contracts traded 136,299 lots, down 21,684, with open interest of 296,705 lots, down 9,279; IH's four contracts traded 33,741 lots, down 9,965, with open interest of 114,327, down 5,909. Dividend adjustments amount to 1.51, 7.68, 18.92 and 21.42 points across IC's four maturities and 0.98, 2.76, 9.73 and 11.85 points for IH. All contracts across the four products remain in discount. Using days to expiry and dividend values, the report derives ex-dividend basis rates and annualized rolling costs, and monitors top-20 seat trading and long-short positioning for shifts in dominant money flows. It offers no directional forecast or recommendations.