光大期货股指期货日度数据跟踪-20260312

1. Index Trends - On March 11, the Shanghai Composite Index rose 0.25% to close at 4133.43 points, with a trading volume of 1.063601 trillion yuan; the Shenzhen Component Index rose 0.78% to close at 14465.41 points, with a trading volume of 1.444777 trillion yuan [1] - The CSI 1000 Index rose 0.16%, with a trading volume of 549.267 billion yuan, an opening price of 8356.09, a closing price of 8363.53, a daily high of 8394.12, and a low of 8334.33 [1] - The CSI 500 Index fell 0.08%, with a trading volume of 495.752 billion yuan, an opening price of 8419.31, a closing price of 8403.33, a daily high of 8439.62, and a low of 8379.03 [1] - The SSE 50 Index rose 0.12%, with a trading volume of 122.447 billion yuan, an opening price of 2983.46, a closing price of 2985.34, a daily high of 2988.75, and a low of 2970.83 [1] - The CSI 300 Index rose 0.64%, with a trading volume of 579.564 billion yuan, an opening price of 4681.03, a closing price of 4704.5, a daily high of 4711.87, and a low of 4674.71 [1] 2. Impact of Sector Changes on Indexes - The CSI 1000 rose 13.44 points from the previous closing price. Sectors such as basic chemicals, power equipment, and public utilities significantly pulled the index up, while sectors such as computers, non - ferrous metals, and electronics pulled the index down [3] - The CSI 500 fell 6.97 points from the previous closing price. Sectors such as basic chemicals, power equipment, and public utilities significantly pulled the index up, while sectors such as non - ferrous metals, machinery, and electronics pulled the index down [3] - The CSI 300 rose 29.74 points from the previous closing price. Sectors such as power equipment and banks significantly pulled the index up, while the electronics sector pulled the index down [3] - The SSE 50 rose 3.5 points from the previous closing price. Sectors such as banks, coal, and non - bank finance significantly pulled the index up, while sectors such as non - ferrous metals, pharmaceuticals, and electronics pulled the index down [3] 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 43.08, IM01 of - 104.08, IM02 of - 253.58, and IM03 of - 451.79 [14] - For IC contracts, IC00 had an average daily basis of - 28.01, IC01 of - 68.44, IC02 of - 180.32, and IC03 of - 335.3 [14] - For IF contracts, IF00 had an average daily basis of - 14.99, IF01 of - 32.81, IF02 of - 78.59, and IF03 of - 150.81 [14] - For IH contracts, IH00 had an average daily basis of - 1.28, IH01 of - 2.48, IH02 of - 8.74, and IH03 of - 46.49 [14]