股指期货日度数据跟踪2026-01-27-20260127
Guang Da Qi Huo·2026-01-27 03:17

Index Trends - On January 26, the Shanghai Composite Index fell 0.09% to close at 4132.61 points, with a trading volume of 1.45186 trillion yuan. The Shenzhen Component Index fell 0.85% to close at 14316.64 points, with a trading volume of 1.796343 trillion yuan [1]. - The CSI 1000 Index fell 1.24% with a trading volume of 703.182 billion yuan, opening at 8513.22, closing at 8365.43, with a high of 8530.42 and a low of 8302.1 [1]. - The CSI 500 Index fell 0.97% with a trading volume of 692.105 billion yuan, opening at 8624.89, closing at 8506.69, with a high of 8671.35 and a low of 8453.48 [1]. - The SSE 300 Index rose 0.1% with a trading volume of 796.833 billion yuan, opening at 4715.38, closing at 4706.96, with a high of 4754.18 and a low of 4693.16 [1]. - The SSE 50 Index rose 0.57% with a trading volume of 239.456 billion yuan, opening at 3042.37, closing at 3049.59, with a high of 3088.57 and a low of 3039.64 [1]. Impact of Sector Movements on Indexes - The CSI 1000 fell 105.31 points from the previous close. Sectors such as non - ferrous metals had a significant upward pull on the index, while sectors like computer, machinery, and electronics had a significant downward pull [3]. - The CSI 500 fell 83.48 points from the previous close. Non - ferrous metals had an upward pull, while sectors like automotive, defense, and electronics had a downward pull [3]. - The SSE 300 rose 4.46 points from the previous close. Non - ferrous metals, non - bank finance, and petroleum and petrochemicals had an upward pull, while defense, power equipment, and electronics had a downward pull [3]. - The SSE 50 rose 17.4 points from the previous close. Non - ferrous metals, non - bank finance, and petroleum and petrochemicals had an upward pull, while electronics had a downward pull [3]. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 16.41, IM01 of - 48.09, IM02 of - 186.11, and IM03 of - 336.24 [13]. - For IC contracts, IC00 had an average daily basis of - 0.12, IC01 of - 8.26, IC02 of - 73.8, and IC03 of - 168.27 [13]. - For IF contracts, IF00 had an average daily basis of 8.25, IF01 of 14.27, IF02 of - 1.59, and IF03 of - 46.65 [13]. - For IH contracts, IH00 had an average daily basis of 4.7, IH01 of 8.46, IH02 of 9.64, and IH03 of - 21.22 [13].