股指期货日度数据跟踪2026-02-05-20260205

Index Trends - On February 4th, the Shanghai Composite Index rose 0.85% to close at 4102.2 points with a trading volume of 1063.545 billion yuan; the Shenzhen Component Index rose 0.21% to close at 14156.27 points with a trading volume of 1417.426 billion yuan [1] - The CSI 1000 Index fell 0.02% with a trading volume of 516.215 billion yuan, opening at 8184.2, closing at 8207.12, with a high of 8216.2 and a low of 8101.2 [1] - The CSI 500 Index rose 0.15% with a trading volume of 501.887 billion yuan, opening at 8270.84, closing at 8299.06, with a high of 8309.86 and a low of 8179.35 [1] - The SSE 300 Index rose 0.83% with a trading volume of 636.019 billion yuan, opening at 4647.97, closing at 4698.68, with a high of 4701.48 and a low of 4641.84 [1] - The SSE 50 Index rose 1.14% with a trading volume of 169.882 billion yuan, opening at 3033.55, closing at 3069.24, with a high of 3070.17 and a low of 3030.34 [1] Impact of Sector Movements on Index - The CSI 1000 rose -1.98 points from the previous close. Power equipment, public utilities, and pharmaceutical biology sectors significantly boosted the index, while media, electronics, and computer sectors pulled it down [2] - The CSI 500 rose 12.36 points from the previous close. Pharmaceutical biology, coal, and automobile sectors significantly boosted the index, while computer, media, and electronics sectors pulled it down [2] - The SSE 300 rose 38.57 points from the previous close. Power equipment, food and beverage, and banking sectors significantly boosted the index, while communication and electronics sectors pulled it down [2] - The SSE 50 rose 34.66 points from the previous close. Food and beverage, non - bank finance, and banking sectors significantly boosted the index, while the electronics sector pulled it down [2] Stock Index Futures Basis and Annualized Cost of Opening Positions - IM00 average daily basis was -5.88, IM01 was -37.83, IM02 was -194.47, IM03 was -346.69 [13] - IC00 average daily basis was -6.39, IC01 was -28.63, IC02 was -123.59, IC03 was -231.61 [13] - IF00 average daily basis was -4.7, IF01 was -11.25, IF02 was -37.8, IF03 was -89.59 [13] - IH00 average daily basis was -1.2, IH01 was -1.96, IH02 was -8.69, IH03 was -38.43 [13]