股指期货日度数据跟踪2026-01-13-20260113

1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints - The report presents the daily data tracking of stock index futures on January 12, 2026, including the index trends of major stock - market indices, the impact of sector fluctuations on these indices, and the basis and basis - converted annualized opening costs of stock index futures [1] 3. Summary by Directory Index Trends - On January 12, the Shanghai Composite Index rose 1.09% to close at 4165.29 points with a trading volume of 1.44623 trillion yuan; the Shenzhen Component Index rose 1.75% to close at 14366.91 points with a trading volume of 2.155146 trillion yuan [1] - The CSI 1000 Index rose 2.8% with a trading volume of 827.565 billion yuan, opening at 8196.08, closing at 8357.01, with a daily high of 8371.75 and a low of 8171.11 [1] - The CSI 500 Index rose 2.39% with a trading volume of 685.824 billion yuan, opening at 8141.63, closing at 8249.13, with a daily high of 8261.35 and a low of 8103.24 [1] - The SSE 50 Index rose 0.3% with a trading volume of 189.802 billion yuan, opening at 3146.51, closing at 3143.74, with a daily high of 3148.11 and a low of 3125.17 [1] - The SSE 300 Index rose 0.65% with a trading volume of 799.954 billion yuan, opening at 4769.65, closing at 4789.92, with a daily high of 4795.93 and a low of 4737.57 [1] Impact of Sector Fluctuations on Indices - The CSI 1000 rose 227.83 points compared to the previous closing price, and sectors such as computer, media, and national defense and military industry significantly boosted the index [3] - The CSI 500 rose 192.44 points compared to the previous closing price, and sectors such as national defense and military industry, computer, and electronics significantly boosted the index [3] - The SSE 300 rose 31.0 points compared to the previous closing price. Sectors such as computer, electronics, and machinery significantly boosted the index, while the power equipment sector pulled the index down [3] - The SSE 50 rose 9.42 points compared to the previous closing price. Sectors such as computer, electronics, and non - ferrous metals significantly boosted the index, while sectors such as petroleum and petrochemicals and non - bank finance pulled the index down [3] Stock Index Futures Basis and Basis - Converted Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of 20.17, IM01 had - 34.47, IM02 had - 80.61, and IM03 had - 292.94 [13] - For IC contracts, IC00 had an average daily basis of 17.1, IC01 had - 14.07, IC02 had - 38.09, and IC03 had - 191.13 [13] - For IF contracts, IF00 had an average daily basis of 3.06, IF01 had - 5.66, IF02 had - 13.04, and IF03 had - 54.94 [13] - For IH contracts, IH00 had an average daily basis of - 0.64, IH01 had - 1.76, IH02 had - 1.22, and IH03 had - 9.28 [13]