股指期货日度数据跟踪2026-01-09-20260109

1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints - The report presents the performance of multiple stock indices on January 08th, including the Shanghai Composite Index, Shenzhen Component Index, CSI 1000, CSI 500, SSE 50, and CSI 300, along with the impact of various sectors on these indices and the basis and annualized opening costs of stock index futures [1][2][13] 3. Summary by Directory Index Trends - On January 08th, the Shanghai Composite Index fell 0.07% to close at 4082.98 points, with a trading volume of 1183.189 billion yuan; the Shenzhen Component Index fell 0.51% to close at 13959.48 points, with a trading volume of 1617.077 billion yuan [1] - The CSI 1000 rose 0.82% with a trading volume of 605.389 billion yuan, opening at 7886.81, closing at 7971.59, with a high of 7993.63 and a low of 7886.63 [1] - The CSI 500 rose 0.25% with a trading volume of 564.453 billion yuan, opening at 7853.21, closing at 7894.54, with a high of 7938.59 and a low of 7849.07 [1] - The CSI 300 fell 0.82% with a trading volume of 630.656 billion yuan, opening at 4761.01, closing at 4737.65, with a high of 4765.49 and a low of 4717.01 [1] - The SSE 50 fell 0.73% with a trading volume of 187.896 billion yuan, opening at 3137.81, closing at 3122.06, with a high of 3142.85 and a low of 3107.02 [1] Impact of Sector Movements on Indices - The CSI 1000 rose 65.17 points from the previous close, with sectors such as National Defense and Military Industry, Electronics, and Medicine and Biology significantly pulling the index up [2] - The CSI 500 rose 19.46 points from the previous close, with sectors like National Defense and Military Industry, Computer, and Power Equipment pulling the index up, while Basic Chemicals, Non - Banking Finance, and Non - Ferrous Metals pulling it down [2] - The CSI 300 fell 39.02 points from the previous close, with National Defense and Military Industry pulling the index up, and Banking, Telecommunications, and Non - Banking Finance pulling it down [2] - The SSE 50 fell 23.06 points from the previous close, with Electronics and National Defense and Military Industry pulling the index up, and Food and Beverage, Banking, and Non - Banking Finance pulling it down [2] Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis of IM00 is - 12.56, IM01 is - 80.65, IM02 is - 139.25, and IM03 is - 366.77 [13] - For IC contracts, the average daily basis of IC00 is 0.82, IC01 is - 38.69, IC02 is - 68.42, and IC03 is - 242.22 [13] - For IF contracts, the average daily basis of IF00 is 1.09, IF01 is - 9.71, IF02 is - 18.24, and IF03 is - 64.07 [13] - For IH contracts, the average daily basis of IH00 is - 1.29, IH01 is - 1.76, IH02 is - 0.97, and IH03 is - 9.84 [13]