股指期货日度数据跟踪2026-01-20-20260120

Group 1: Index Trends - On January 19th, the Shanghai Composite Index rose by 0.29% to close at 4114.0 points, with a trading volume of 1190.138 billion yuan; the Shenzhen Component Index rose by 0.09% to close at 14294.05 points, with a trading volume of 1518.211 billion yuan [1]. - The CSI 1000 Index rose by 0.4%, with a trading volume of 581.676 billion yuan, opening at 8204.63, closing at 8265.65, with a daily high of 8298.48 and a low of 8187.94 [1]. - The CSI 500 Index rose by 0.67%, with a trading volume of 560.926 billion yuan, opening at 8199.5, closing at 8287.95, with a daily high of 8318.37 and a low of 8195.09 [1]. - The SSE 300 Index rose by 0.05%, with a trading volume of 655.149 billion yuan, opening at 4720.19, closing at 4734.46, with a daily high of 4761.63 and a low of 4715.09 [1]. - The SSE 50 Index fell by 0.12%, with a trading volume of 166.18 billion yuan, opening at 3077.81, closing at 3075.94, with a daily high of 3094.97 and a low of 3065.94 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 32.92 points from the previous close. Sectors such as power equipment, basic chemicals, and machinery had a significant upward pull on the index, while media, communication, and computer sectors had a downward pull [2]. - The CSI 500 rose 55.28 points from the previous close. Power equipment, basic chemicals, and non - ferrous metals sectors had a significant upward pull on the index, while computer and electronics sectors had a downward pull [2]. - The SSE 300 rose 2.59 points from the previous close. Power equipment, national defense and military industry, and basic chemicals sectors had a significant upward pull on the index, while electronics, computer, and banking sectors had a downward pull [2]. - The SSE 50 fell 3.82 points from the previous close. Basic chemicals, commerce and retail, and national defense and military industry sectors had an upward pull on the index, while pharmaceutical biology, banking, and non - ferrous metals sectors had a downward pull [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 6.83, IM01 had - 42.72, IM02 had - 237.19, and IM03 had - 411.27 [13]. - For IC contracts, IC00 had an average daily basis of 9.91, IC01 had - 0.61, IC02 had - 132.47, and IC03 had - 262.6 [13]. - For IF contracts, IF00 had an average daily basis of 2.38, IF01 had - 1.53, IF02 had - 43.71, and IF03 had - 101.76 [13]. - For IH contracts, IH00 had an average daily basis of 3.41, IH01 had 5.84, IH02 had 2.15, and IH03 had - 27.93 [13].