股指期货日度数据跟踪2026-01-22-20260122
Guang Da Qi Huo·2026-01-22 07:44

Group 1: Index Trends - On January 21st, the Shanghai Composite Index rose 0.08% to close at 4116.94 points with a trading volume of 1180.185 billion yuan; the Shenzhen Component Index rose 0.7% to close at 14255.12 points with a trading volume of 1420.414 billion yuan [1] - The CSI 1000 Index rose 0.79% with a trading volume of 564.721 billion yuan, opening at 8138.68, closing at 8247.68, with a high of 8289.13 and a low of 8136.92 [1] - The CSI 500 Index rose 1.12% with a trading volume of 517.592 billion yuan, opening at 8196.56, closing at 8340.11, with a high of 8351.45 and a low of 8196.56 [1] - The SSE 50 Index fell 0.11% with a trading volume of 198.826 billion yuan, opening at 3073.77, closing at 3067.18, with a high of 3097.66 and a low of 3060.65 [1] - The CSI 300 Index rose 0.09% with a trading volume of 665.331 billion yuan, opening at 4714.55, closing at 4723.07, with a high of 4758.28 and a low of 4714.24 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 64.93 points from the previous close, and sectors such as electronics, non - ferrous metals, and machinery had a significant upward pull on the index [2] - The CSI 500 rose 92.31 points from the previous close, and sectors such as electronics, non - ferrous metals, and machinery had a significant upward pull on the index [2] - The CSI 300 rose 4.19 points from the previous close. Sectors like electronics, non - ferrous metals, and computers had an upward pull, while non - bank finance, food and beverage, and banking had a downward pull [2] - The SSE 50 fell 3.47 points from the previous close. Sectors like electronics, non - ferrous metals, and computers had an upward pull, while non - bank finance, food and beverage, and banking had a downward pull [2] Group 3: Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was -3.44, IM01 was -36.68, IM02 was -217.4, IM03 was -384.82 [12] - IC00 average daily basis was 15.66, IC01 was 11.14, IC02 was -91.92, IC03 was -206.25 [12] - IF00 average daily basis was 0.78, IF01 was -1.9, IF02 was -40.52, IF03 was -97.61 [12] - IH00 average daily basis was 2.73, IH01 was 5.93, IH02 was 1.82, IH03 was -30.48 [12]