股指期货日度数据跟踪2026-02-25-20260225

Group 1: Index Trends - On February 24, the Shanghai Composite Index rose 0.87% to close at 4117.41 points with a trading volume of 938.611 billion yuan. The Shenzhen Component Index rose 1.36% to close at 14291.57 points with a trading volume of 1.26345 trillion yuan [1]. - The CSI 1000 Index rose 1.16% with a trading volume of 469.516 billion yuan. The opening price was 8319.69, the closing price was 8299.77, the daily high was 8356.91, and the daily low was 8236.71 [1]. - The CSI 500 Index rose 1.12% with a trading volume of 449.714 billion yuan. The opening price was 8403.31, the closing price was 8392.91, the daily high was 8444.13, and the daily low was 8328.57 [1]. - The SSE 50 Index rose 0.23% with a trading volume of 128.243 billion yuan. The opening price was 3075.47, the closing price was 3041.32, the daily high was 3075.9, and the daily low was 3039.41 [1]. - The CSI 300 Index rose 1.01% with a trading volume of 526.084 billion yuan. The opening price was 4727.3, the closing price was 4707.54, the daily high was 4727.37, and the daily low was 4698.35 [1]. Group 2: Impact of Sector Fluctuations on Indexes - The CSI 1000 rose 94.94 points from the previous closing price. Sectors such as non - ferrous metals, basic chemicals, and power equipment significantly pulled the index up, while sectors such as media and computer significantly pulled it down [2]. - The CSI 500 rose 93.33 points from the previous closing price. Sectors such as electronics, basic chemicals, and non - ferrous metals significantly pulled the index up, while sectors such as media and computer significantly pulled it down [2]. - The CSI 300 rose 47.13 points from the previous closing price. Sectors such as non - ferrous metals, electronics, and communication significantly pulled the index up [2]. - The SSE 50 rose 6.97 points from the previous closing price. Sectors such as non - ferrous metals, petroleum and petrochemicals, and coal significantly pulled the index up, while sectors such as commercial retail, food and beverage, and non - banking finance significantly pulled it down [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis of IM00 was 0.65, IM01 was - 7.46, IM02 was - 164.07, and IM03 was - 342.05 [13]. - For IC contracts, the average daily basis of IC00 was 0.63, IC01 was - 1.82, IC02 was - 98.75, and IC03 was - 223.07 [13]. - For IF contracts, the average daily basis of IF00 was - 1.81, IF01 was - 20.12, IF02 was - 62.71, and IF03 was - 120.27 [13]. - For IH contracts, the average daily basis of IH00 was 0.08, IH01 was - 3.15, IH02 was - 7.86, and IH03 was - 39.6 [13].