股指期货日度数据跟踪2026-01-15-20260115
Guang Da Qi Huo·2026-01-15 03:06

Group 1: Index Trends - On January 14th, the Shanghai Composite Index had a change of -0.31%, closing at 4126.09 points with a trading volume of 1607.041 billion yuan; the Shenzhen Component Index had a change of 0.56%, closing at 14248.6 points with a trading volume of 2334.348 billion yuan [1] - The CSI 1000 Index had a change of 0.66% with a trading volume of 884.281 billion yuan, opening at 8204.28, closing at 8257.17, with a daily high of 8415.1 and a low of 8154.24 [1] - The CSI 500 Index had a change of 1.04% with a trading volume of 815.959 billion yuan, opening at 8165.35, closing at 8227.7, with a daily high of 8368.22 and a low of 8123.4 [1] - The SSE 50 Index had a change of -0.67% with a trading volume of 216.078 billion yuan, opening at 3136.84, closing at 3112.07, with a daily high of 3169.75 and a low of 3106.13 [1] - The SSE 300 Index had a change of -0.4% with a trading volume of 891.334 billion yuan, opening at 4767.7, closing at 4741.93, with a daily high of 4818.1 and a low of 4720.25 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 54.04 points from the previous close, with sectors such as computer, electronics, and media having a significant upward pull on the index [3] - The CSI 500 rose 84.42 points from the previous close, with sectors such as computer, electronics, and non - ferrous metals having a significant upward pull on the index [3] - The SSE 300 rose -19.1 points from the previous close, with sectors such as electronics and computer having an upward pull, while food and beverage, non - bank finance, and banking had a downward pull [3] - The SSE 50 rose -20.86 points from the previous close, with the electronics sector having an upward pull, while food and beverage, non - bank finance, and banking had a downward pull [3] Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of 13.22, IM01 of -5.71, IM02 of -42.54, and IM03 of -237.41 [13] - For IC contracts, IC00 had an average daily basis of 15.75, IC01 of 7.19, IC02 of -10.14, and IC03 of -158.45 [13] - For IF contracts, IF00 had an average daily basis of 4.14, IF01 of 4.0, IF02 of 0.9, and IF03 of -41.52 [13] - For IH contracts, IH00 had an average daily basis of 1.02, IH01 of 0.93, IH02 of 3.94, and IH03 of -0.83 [13]