光大期货股指期货日度数据跟踪-20260306

Index Trends - On March 5th, the Shanghai Composite Index rose 0.64% to close at 4,108.57 points, with a trading volume of 1.068044 trillion yuan. The Shenzhen Component Index rose 1.23% to close at 14,088.84 points, with a trading volume of 1.321994 trillion yuan [1]. - The CSI 1000 Index rose 0.95%, with a trading volume of 508.72853430000005 billion yuan. The opening price was 8,235.37, the closing price was 8,171.12, the highest price of the day was 8,243.83, and the lowest price was 8,121.38 [1]. - The CSI 500 Index rose 0.73%, with a trading volume of 472.941 billion yuan. The opening price was 8,383.55, the closing price was 8,309.17, the highest price of the day was 8,391.04, and the lowest price was 8,251.11 [1]. - The SSE 50 Index rose 0.48%, with a trading volume of 139.933 billion yuan. The opening price was 2,993.59, the closing price was 2,988.45, the highest price of the day was 3,001.02, and the lowest price was 2,978.09 [1]. - The SSE 50 Index rose 0.48%, with a trading volume of 139.933 billion yuan. The opening price was 2,993.59, the closing price was 2,988.45, the highest price of the day was 3,001.02, and the lowest price was 2,978.09 [1]. Impact of Sector Movements on Indexes - The CSI 1000 rose 76.6 points from the previous closing price. Sectors such as electronics, power equipment, and machinery had a significant upward pull on the index [2]. - The CSI 500 rose 60.23 points from the previous closing price. Sectors such as electronics, power equipment, and machinery had a significant upward pull on the index, while sectors such as non-ferrous metals had a downward pull [2]. - The SSE 300 rose 45.07 points from the previous closing price. Sectors such as power equipment, electronics, and communications had a significant upward pull on the index [2]. - The SSE 50 rose 14.24 points from the previous closing price. Sectors such as electronics, banks, and non-bank finance had a significant upward pull on the index, while sectors such as non-ferrous metals and petroleum and petrochemicals had a downward pull [2]. Stock Index Futures Basis and Annualized Opening Costs - The average daily basis for IM00 was -41.77, IM01 was -89.02, IM02 was -237.54, and IM03 was -435.62 [12]. - The average daily basis for IC00 was -42.7, IC01 was -73.85, IC02 was -195.98, and IC03 was -362.05 [12]. - The average daily basis for IF00 was -19.89, IF01 was -33.06, IF02 was -76.46, and IF03 was -146.36 [12]. - The average daily basis for IH00 was -3.43, IH01 was -4.89, IH02 was -14.54, and IH03 was -52.46 [12].