股指期货日度数据跟踪2026-01-30-20260130

Group 1: Index Trends - On January 29, the Shanghai Composite Index rose 0.16% to close at 4157.98 points with a trading volume of 1485.795 billion yuan; the Shenzhen Component Index fell 0.3% to close at 14300.08 points with a trading volume of 1744.213 billion yuan [1] - The CSI 1000 Index fell 0.8% with a trading volume of 677.736 billion yuan, opening at 8380.61, closing at 8332.21, with a daily high of 8463.12 and a low of 8308.82 [1] - The CSI 500 Index fell 0.97% with a trading volume of 666.257 billion yuan, opening at 8584.68, closing at 8517.84, with a daily high of 8658.94 and a low of 8503.09 [1] - The SSE 50 Index rose 1.65% with a trading volume of 294.888 billion yuan, opening at 3074.49, closing at 3110.91, with a daily high of 3122.14 and a low of 3048.41 [1] - The CSI 300 Index rose 0.76% with a trading volume of 917.966 billion yuan, opening at 4733.09, closing at 4753.87, with a daily high of 4770.96 and a low of 4696.05 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 dropped 67.58 points from the previous close. Media and other sectors significantly pulled the index up, while Machinery, Power Equipment, and Electronics sectors dragged it down [3] - The CSI 500 dropped 83.32 points from the previous close. Media and other sectors significantly pulled the index up, while National Defense and Military Industry, Power Equipment, and Electronics sectors dragged it down [3] - The CSI 300 rose 35.88 points from the previous close. Food and Beverage, Non - Banking Finance, and Non - Ferrous Metals sectors significantly pulled the index up, while the Electronics sector dragged it down [3] - The SSE 50 rose 50.35 points from the previous close. Food and Beverage, Non - Banking Finance, and Non - Ferrous Metals sectors significantly pulled the index up, while the Electronics sector dragged it down [3] Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was 12.65, IM01 was -7.34, IM02 was -135.96, and IM03 was -294.03 [13] - For IC contracts, the average daily basis for IC00 was 18.85, IC01 was 16.11, IC02 was -30.7, and IC03 was -124.86 [13] - For IF contracts, the average daily basis for IF00 was 10.9, IF01 was 16.46, IF02 was 1.63, and IF03 was -44.08 [13] - For IH contracts, the average daily basis for IH00 was 6.1, IH01 was 10.77, IH02 was 13.81, and IH03 was -11.75 [13]