股指期货日度数据跟踪-20260227

Group 1: Index Trends - On February 26, the Shanghai Composite Index had a change of -0.01%, closing at 4146.63 points with a trading volume of 1067.199 billion yuan; the Shenzhen Component Index had a change of 0.19%, closing at 14503.79 points with a trading volume of 1471.247 billion yuan [1] - The CSI 1000 Index had a change of 0.76% with a trading volume of 571.186 billion yuan, opening at 8447.78, closing at 8490.62, with a daily high of 8496.75 and a low of 8398.07 [1] - The CSI 500 Index had a change of 0.35% with a trading volume of 513.985 billion yuan, opening at 8542.83, closing at 8557.22, with a daily high of 8582.76 and a low of 8490.92 [1] - The SSE 50 Index had a change of -0.65% with a trading volume of 141.005 billion yuan, opening at 3059.6, closing at 3035.07, with a daily high of 3060.34 and a low of 3023.43 [1] - The CSI 300 Index had a change of -0.19% with a trading volume of 599.849 billion yuan, opening at 4741.39, closing at 4726.87, with a daily high of 4742.15 and a low of 4706.69 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 64.29 points from the previous closing price, and sectors such as electronics, machinery, and power equipment had a significant upward pull on the index [2] - The CSI 500 rose 29.66 points from the previous closing price. Sectors like electronics, communication, and machinery had an upward pull, while non - bank finance, non - ferrous metals, and pharmaceutical biology had a downward pull [2] - The CSI 300 rose -9.02 points from the previous closing price. Sectors such as electronics, communication, and basic chemicals had an upward pull, while food and beverage, non - bank finance, and power equipment had a downward pull [2] - The SSE 50 rose -19.85 points from the previous closing price. The electronics sector had an upward pull, while non - ferrous metals, food and beverage, and non - bank finance had a downward pull [2] Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of -35.02, IM01 of -72.34, IM02 of -206.47, and IM03 of -390.76 [12] - For IC contracts, IC00 had an average daily basis of -13.69, IC01 of -32.79, IC02 of -115.96, and IC03 of -240.69 [12] - For IF contracts, IF00 had an average daily basis of -11.3, IF01 of -17.61, IF02 of -50.28, and IF03 of -108.22 [12] - For IH contracts, IH00 had an average daily basis of 0.24, IH01 of 1.5, IH02 of -3.8, and IH03 of -37.91 [12]