光大期货股指期货日度数据跟踪-20260310

Group 1: Index Trends - On March 9th, the Shanghai Composite Index fell by 0.67% to close at 4096.6 points, with a trading volume of 1194.106 billion yuan; the Shenzhen Component Index fell by 0.74% to close at 14067.5 points, with a trading volume of 1453.439 billion yuan [1] - The CSI 1000 Index fell by 0.55%, with a trading volume of 568.761 billion yuan, an opening price of 8131.74, a closing price of 8203.87, a daily high of 8230.66, and a daily low of 7983.57 [1] - The CSI 500 Index fell by 0.97%, with a trading volume of 523.829 billion yuan, an opening price of 8234.19, a closing price of 8279.48, a daily high of 8305.92, and a daily low of 8066.14 [1] - The SSE 300 Index fell by 0.97%, with a trading volume of 665.822 billion yuan, an opening price of 4600.25, a closing price of 4615.46, a daily high of 4625.98, and a daily low of 4548.97 [1] - The SSE 50 Index fell by 0.99%, with a trading volume of 171.357 billion yuan, an opening price of 2963.2, a closing price of 2962.99, a daily high of 2970.95, and a daily low of 2933.92 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 Index dropped 44.99 points from the previous closing price. Sectors such as Computer and Power Equipment had a significant upward pull on the index, while Non - ferrous Metals, Machinery, and Electronics had a significant downward pull [3] - The CSI 500 Index dropped 80.85 points from the previous closing price. The Computer sector had a significant upward pull on the index, while National Defense and Military Industry, Machinery, and Electronics had a significant downward pull [3] - The SSE 300 Index dropped 44.98 points from the previous closing price. The Power Equipment sector had a significant upward pull on the index, while Communication, Non - bank Finance, and Electronics had a significant downward pull [3] - The SSE 50 Index dropped 29.71 points from the previous closing price. Sectors such as Coal and Petroleum and Petrochemicals had a significant upward pull on the index, while Non - ferrous Metals, Electronics, and Non - bank Finance had a significant downward pull [3] Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was - 51.95, IM01 was - 111.62, IM02 was - 275.35, and IM03 was - 478.48 [13] - For IC contracts, the average daily basis for IC00 was - 47.69, IC01 was - 98.82, IC02 was - 239.23, and IC03 was - 416.06 [13] - For IF contracts, the average daily basis for IF00 was - 23.79, IF01 was - 40.02, IF02 was - 89.96, and IF03 was - 164.85 [13] - For IH contracts, the average daily basis for IH00 was - 5.21, IH01 was - 7.91, IH02 was - 18.42, and IH03 was - 58.3 [13]