股指期货日度数据跟踪-20260226

Group 1: Index Trends - On February 25th, the Shanghai Composite Index rose 0.72% to close at 4147.23 points, with a trading volume of 1085.97 billion yuan; the Shenzhen Component Index rose 1.29% to close at 14475.87 points, with a trading volume of 1376.578 billion yuan [1] - The CSI 1000 Index rose 1.52% with a trading volume of 533.141 billion yuan, opening at 8320.61, closing at 8426.33, with a daily high of 8449.76 and a low of 8310.33 [1] - The CSI 500 Index rose 1.6% with a trading volume of 506.849 billion yuan, opening at 8412.08, closing at 8527.56, with a daily high of 8551.53 and a low of 8401.6 [1] - The SSE 50 Index rose 0.45% with a trading volume of 150.623 billion yuan, opening at 3045.45, closing at 3054.92, with a daily high of 3080.08 and a low of 3041.59 [1] - The CSI 300 Index rose 0.6% with a trading volume of 596.904 billion yuan, opening at 4713.58, closing at 4735.89, with a daily high of 4766.56 and a low of 4713.34 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 126.56 points from the previous closing price, with sectors such as non - ferrous metals, electronics, and power equipment significantly pulling the index up [2] - The CSI 500 rose 134.65 points from the previous closing price, with non - ferrous metals, electronics, and national defense and military industries significantly pulling the index up [2] - The CSI 300 rose 28.35 points from the previous closing price, with electronics and non - ferrous metals significantly pulling the index up [2] - The SSE 50 rose 13.6 points from the previous closing price, with non - ferrous metals, food and beverage, and national defense and military industries significantly pulling the index up [2] Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 3.93, IM01 of - 32.87, IM02 of - 164.84, and IM03 of - 346.58 [13] - For IC contracts, IC00 had an average daily basis of 6.23, IC01 of - 8.89, IC02 of - 89.67, and IC03 of - 213.58 [13] - For IF contracts, IF00 had an average daily basis of - 0.83, IF01 of - 8.18, IF02 of - 39.1, and IF03 of - 95.31 [13] - For IH contracts, IH00 had an average daily basis of 4.34, IH01 of 5.52, IH02 of - 0.29, and IH03 of - 33.49 [13]