股指期货日度数据跟踪2026-03-11-20260311

Group 1: Index Trends - On March 10th, the Shanghai Composite Index rose 0.65% to close at 4123.14 points, with a trading volume of 1,036.427 billion yuan; the Shenzhen Component Index rose 2.04% to close at 14354.07 points, with a trading volume of 1,361.46 billion yuan [1] - The CSI 1000 Index rose 1.78% with a trading volume of 533.511 billion yuan, opening at 8272.94, closing at 8350.09, with a daily high of 8351.67 and a low of 8271.49 [1] - The CSI 500 Index rose 1.58% with a trading volume of 465.082 billion yuan, opening at 8341.14, closing at 8410.3, with a daily high of 8412.93 and a low of 8330.93 [1] - The SSE 50 Index rose 0.64% with a trading volume of 121.762 billion yuan, opening at 2973.82, closing at 2981.84, with a daily high of 2985.31 and a low of 2969.91 [1] - The SSE 300 Index rose 1.28% with a trading volume of 557.608 billion yuan, opening at 4648.79, closing at 4674.76, with a daily high of 4677.6 and a low of 4648.79 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 146.22 points from the previous closing price, with sectors such as electronics, machinery, and communications significantly driving the index up [3] - The CSI 500 rose 130.82 points from the previous closing price, with sectors such as electronics, communications, and power equipment significantly driving the index up [3] - The SSE 300 rose 59.3 points from the previous closing price, with sectors such as electronics, communications, and power equipment significantly driving the index up [3] - The SSE 50 rose 18.85 points from the previous closing price, with sectors such as electronics, non - bank finance, and non - ferrous metals significantly driving the index up, while coal and petroleum & petrochemical sectors pulled the index down [3] Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was - 33.66, IM01 was - 89.87, IM02 was - 243.03, and IM03 was - 444.71 [14] - For IC contracts, the average daily basis for IC00 was - 21.7, IC01 was - 64.35, IC02 was - 184.6, and IC03 was - 349.85 [14] - For IF contracts, the average daily basis for IF00 was - 8.89, IF01 was - 26.62, IF02 was - 73.75, and IF03 was - 145.44 [14] - For IH contracts, the average daily basis for IH00 was 0.54, IH01 was - 1.51, IH02 was - 6.84, and IH03 was - 45.78 [14]