Report Summary 1. Index Movements - On January 15th, the Shanghai Composite Index dropped by 0.33% to close at 4112.6 points, with a trading volume of 1175.915 billion yuan. The Shenzhen Component Index rose by 0.41% to close at 14306.73 points, with a trading volume of 1729.581 billion yuan [1]. - The CSI 1000 Index fell by 0.2%, with a trading volume of 638.66 billion yuan. Its opening price was 8197.06, closing price 8240.78, daily high 8267.81, and daily low 8151.11 [1]. - The CSI 500 Index declined by 0.05%, with a trading volume of 600.802 billion yuan. Its opening price was 8170.35, closing price 8223.27, daily high 8249.03, and daily low 8148.79 [1]. - The SSE 50 Index decreased by 0.21%, with a trading volume of 158.768 billion yuan. Its opening price was 3104.33, closing price 3105.58, daily high 3130.99, and daily low 3097.11 [1]. - The SSE 50 Index decreased by 0.21%, with a trading volume of 158.768 billion yuan. Its opening price was 3104.33, closing price 3105.58, daily high 3130.99, and daily low 3097.11 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 Index dropped 16.39 points from the previous closing price. Sectors such as electronics, power equipment, and basic chemicals had a significant positive impact on the index, while national defense and military industry, media, and computer sectors had a negative impact [3]. - The CSI 500 Index decreased 4.43 points from the previous closing price. Electronics, non - ferrous metals, and basic chemicals sectors pulled the index up, while non - bank finance, computer, and national defense and military industry sectors pulled it down [3]. - The SSE 300 Index rose 9.5 points from the previous closing price. Electronics, communication, and non - ferrous metals sectors contributed positively, while computer, bank, and non - bank finance sectors had a negative effect [3]. - The SSE 50 Index dropped 6.49 points from the previous closing price. Electronics, non - ferrous metals, and national defense and military industry sectors pushed the index up, while communication, food and beverage, and bank sectors pulled it down [3]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was 3.56, IM01 was - 19.06, IM02 was - 62.87, and IM03 was - 254.72 [12]. - For IC contracts, the average daily basis for IC00 was 3.15, IC01 was - 4.82, IC02 was - 23.95, and IC03 was - 168.07 [12]. - For IF contracts, the average daily basis for IF00 was 0.87, IF01 was - 0.79, IF02 was - 5.45, and IF03 was - 47.17 [12]. - For IH contracts, the average daily basis for IH00 was - 1.86, IH01 was - 1.92, IH02 was 0.12, and IH03 was - 4.64 [12].
股指期货日度数据跟踪2026-01-16-20260116
Guang Da Qi Huo·2026-01-16 04:03