股指期货日度数据跟踪-20251217

Group 1: Index Trends - On December 16th, the Shanghai Composite Index dropped by 1.11% to close at 3824.81 points, with a trading volume of 733.294 billion yuan; the Shenzhen Component Index fell by 1.51% to 12914.67 points, with a trading volume of 990.879 billion yuan [1]. - The CSI 1000 Index decreased by 1.74% with a trading volume of 361.622 billion yuan, opening at 7302.16, closing at 7181.62, reaching a high of 7302.16 and a low of 7143.61 [1]. - The CSI 500 Index declined by 1.58% with a trading volume of 284.969 billion yuan, opening at 7101.67, closing at 7001.32, reaching a high of 7102.77 and a low of 6962.65 [1]. - The SSE 50 Index dropped by 1.08% with a trading volume of 103.324 billion yuan, opening at 2980.94, closing at 2954.79, reaching a high of 2986.08 and a low of 2946.6 [1]. - The SSE 50 Index dropped by 1.08% with a trading volume of 103.324 billion yuan, opening at 2980.94, closing at 2954.79, reaching a high of 2986.08 and a low of 2946.6 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 dropped 127.46 points from the previous close, with sectors such as non - ferrous metals, machinery, and power equipment significantly pulling the index down [2]. - The CSI 500 fell 112.64 points from the previous close, with non - ferrous metals, power equipment, and electronics sectors having a notable downward pull [2]. - The SSE 300 decreased 54.51 points from the previous close, and sectors like electronics, communication, and power equipment pulled the index down [2]. - The SSE 50 dropped 32.28 points from the previous close, with pharmaceutical biology, non - ferrous metals, and electronics sectors having a negative impact [2]. Group 3: Futures Basis and Annualized Opening Costs - For the IM series, IM00 had an average daily basis of - 4.47, IM01 of - 75.84, IM02 of - 234.12, and IM03 of - 475.0 [10]. - For the IC series, IC00 had an average daily basis of - 6.25, IC01 of - 60.11, IC02 of - 177.2, and IC03 of - 374.84 [10]. - For the IF series, IF00 had an average daily basis of - 10.05, IF01 of - 26.66, IF02 of - 54.69, and IF03 of - 98.76 [10]. - For the IH series, IH00 had an average daily basis of - 8.35, IH01 of - 13.44, IH02 of - 15.38, and IH03 of - 29.46 [10]. Group 4: Report Information - The report was written by the Macro - Finance Group of Everbright Futures Research Institute [19]. - The financial engineering analyst is Wang Dongying, with futures qualification number F03087149 and trading consultation number Z0019537 [19]. - The macro - finance team members include Zhu Jintao, Yu Jie, Zhao Fuchu, and Wang Dongying, each with their respective educational backgrounds, positions, and professional qualification numbers [20].