股指期货日度数据跟踪2026-01-21-20260121

Group 1: Index Performance - On January 20th, the Shanghai Composite Index had a change of -0.01%, closing at 4113.65 points with a trading volume of 1221.486 billion yuan; the Shenzhen Component Index had a change of -0.97%, closing at 14155.63 points with a trading volume of 1556.172 billion yuan [1] - The CSI 1000 Index changed -1.0% with a trading volume of 579.037 billion yuan, opening at 8271.78, closing at 8182.75, with a daily high of 8300.05 and a low of 8104.92 [1] - The CSI 500 Index changed -0.48% with a trading volume of 588.171 billion yuan, opening at 8307.64, closing at 8247.8, with a daily high of 8342.87 and a low of 8142.14 [1] - The SSE 50 Index changed -0.17% with a trading volume of 175.736 billion yuan, opening at 3077.94, closing at 3070.65, with a daily high of 3090.09 and a low of 3058.61 [1] Group 2: Sector Impact on Index - The CSI 1000 dropped 82.9 points from the previous closing price, and sectors such as machinery, power equipment, and computer significantly pulled the index down [3] - The CSI 500 dropped 40.15 points from the previous closing price, and sectors like machinery, national defense and military, and power equipment significantly pulled the index down [3] - The SSE 300 dropped 15.58 points from the previous closing price, with sectors such as banks, basic chemicals, and transportation significantly pulling the index up, while power equipment, communication, and electronics pulling it down [3] - The SSE 50 dropped 5.29 points from the previous closing price, with non - banking finance, banks, and basic chemicals pulling the index up, while computer, medicine and biology, and electronics pulling it down [3] Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM futures, IM00 had an average daily basis of -30.18, IM01 of -75.84, IM02 of -252.01, and IM03 of -411.61 [14] - For IC futures, IC00 had an average daily basis of -3.5, IC01 of -15.35, IC02 of -123.26, and IC03 of -229.56 [14] - For IF futures, IF00 had an average daily basis of -6.72, IF01 of -12.48, IF02 of -51.24, and IF03 of -107.52 [14] - For IH futures, IH00 had an average daily basis of 0.4, IH01 of 2.53, IH02 of -3.2, and IH03 of -33.07 [14]