股指期货日度数据跟踪2026-02-04-20260204

Index Trends - On February 3rd, the Shanghai Composite Index rose 1.29% to close at 4067.74 points, with a trading volume of 1.11072 trillion yuan; the Shenzhen Component Index rose 2.19% to close at 14127.11 points, with a trading volume of 1.433511 trillion yuan [1] - The CSI 1000 Index rose 2.93% with a trading volume of 525.76 billion yuan, opening at 8058.76, closing at 8209.1, with a daily high of 8210.05 and a low of 8023.24 [1] - The CSI 500 Index rose 3.11% with a trading volume of 543.264 billion yuan, opening at 8135.87, closing at 8286.7, with a daily high of 8286.7 and a low of 8075.37 [1] - The SSE 50 Index rose 1.05% with a trading volume of 192.78 billion yuan, opening at 3033.47, closing at 3034.58, with a daily high of 3037.0 and a low of 2987.41 [1] - The SSE 50 Index rose 1.05% with a trading volume of 192.78 billion yuan, opening at 3033.47, closing at 3034.58, with a daily high of 3037.0 and a low of 2987.41 [1] Impact of Sector Movements on Index - The CSI 1000 rose 233.67 points from the previous closing price, with sectors such as electronics and power equipment significantly driving the index up [3] - The CSI 500 rose 249.65 points from the previous closing price, with sectors such as electronics, power equipment, and machinery significantly driving the index up [3] - The SSE 300 rose 54.13 points from the previous closing price, with sectors such as non - ferrous metals, power equipment, and food and beverage significantly driving the index up [3] - The SSE 50 rose 31.44 points from the previous closing price, with sectors such as non - ferrous metals, food and beverage, and machinery significantly driving the index up, while sectors such as banks and electronics pulled the index down [3] Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of 13.79, IM01 had - 9.67, IM02 had - 167.77, and IM03 had - 316.52 [13] - For IC contracts, IC00 had an average daily basis of 9.2, IC01 had - 9.78, IC02 had - 107.94, and IC03 had - 205.19 [13] - For IF contracts, IF00 had an average daily basis of 2.87, IF01 had - 0.24, IF02 had - 24.57, and IF03 had - 72.0 [13] - For IH contracts, IH00 had an average daily basis of 0.93, IH01 had 0.65, IH02 had - 5.78, and IH03 had - 30.11 [13]