股指期货日度数据跟踪2026-01-23-20260123

1. Index Trends - On January 22, the Shanghai Composite Index rose 0.14% to close at 4122.58 points with a trading volume of 1201.764 billion yuan; the Shenzhen Component Index rose 0.5% to close at 14327.05 points with a trading volume of 1489.968 billion yuan [1] - The CSI 1000 Index rose 0.75% with a trading volume of 571.806 billion yuan, opening at 8272.47, closing at 8309.35, with a daily high of 8314.22 and a low of 8252.74 [1] - The CSI 500 Index rose 0.57% with a trading volume of 546.138 billion yuan, opening at 8355.68, closing at 8387.59, with a daily high of 8396.13 and a low of 8337.2 [1] - The SSE 50 Index fell 0.46% with a trading volume of 193.411 billion yuan, opening at 3080.2, closing at 3053.13, with a daily high of 3089.67 and a low of 3046.43 [1] - The CSI 300 Index rose 0.01% with a trading volume of 690.235 billion yuan, opening at 4741.75, closing at 4723.71, with a daily high of 4757.76 and a low of 4700.45 [1] 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 61.67 points from the previous close, with National Defense and Military Industry, Non - Ferrous Metals and other sectors significantly driving the index up [2] - The CSI 500 rose 47.48 points from the previous close, with National Defense and Military Industry, Computer, Basic Chemicals and other sectors significantly driving the index up, while the Media sector significantly pulling the index down [2] - The CSI 300 rose 0.64 points from the previous close, with Communications, National Defense and Military Industry, Petroleum and Petrochemicals and other sectors significantly driving the index up, while Non - Banking Finance, Power Equipment, Non - Ferrous Metals and other sectors significantly pulling the index down [2] - The SSE 50 fell 14.05 points from the previous close, with Petroleum and Petrochemicals, National Defense and Military Industry and other sectors significantly driving the index up, while Non - Ferrous Metals, Non - Banking Finance, Banking and other sectors significantly pulling the index down [2] 3. Stock Index Futures Basis and Annualized Opening Costs Converted from Basis - For IM contracts, IM00 had an average daily basis of - 7.79, IM01 of - 36.25, IM02 of - 210.33, and IM03 of - 375.27 [12] - For IC contracts, IC00 had an average daily basis of 8.93, IC01 of 7.02, IC02 of - 87.86, and IC03 of - 197.89 [12] - For IF contracts, IF00 had an average daily basis of - 0.14, IF01 of - 1.9, IF02 of - 36.88, and IF03 of - 95.46 [12] - For IH contracts, IH00 had an average daily basis of 2.23, IH01 of 5.46, IH02 of 2.53, and IH03 of - 30.97 [12]