光大期货股指期货日度数据跟踪-20260317

Index Trends - On March 16, the Shanghai Composite Index fell by 0.26% to close at 4084.79 points, with a trading volume of 1037.224 billion yuan. The Shenzhen Component Index rose by 0.19% to close at 14307.58 points, with a trading volume of 1288.107 billion yuan [1]. - The CSI 1000 Index fell by 0.04% with a trading volume of 489.125 billion yuan. Its opening price was 8212.27, closing price was 8211.35, the highest price of the day was 8226.03, and the lowest price was 8089.49 [1]. - The CSI 500 Index fell by 0.66% with a trading volume of 460.797 billion yuan. Its opening price was 8227.69, closing price was 8185.15, the highest price of the day was 8233.66, and the lowest price was 8060.78 [1]. - The SSE 50 Index fell by 0.09% with a trading volume of 143.862 billion yuan. Its opening price was 2952.42, closing price was 2954.09, the highest price of the day was 2955.0, and the lowest price was 2927.94 [1]. - The SSE 300 Index rose by 0.05% with a trading volume of 598.799 billion yuan. Its opening price was 4669.22, closing price was 4671.56, the highest price of the day was 4673.69, and the lowest price was 4621.81 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 Index decreased by 2.94 points compared to the previous closing price. Sectors such as electronics, computer, and national defense and military industry had a significant upward pull on the index, while sectors like basic chemicals, power equipment, and non - ferrous metals had a downward pull [3]. - The CSI 500 Index decreased by 54.65 points compared to the previous closing price. The electronics sector had an upward pull on the index, while power equipment, basic chemicals, and non - ferrous metals had a downward pull [3]. - The SSE 300 Index increased by 2.42 points compared to the previous closing price. Sectors such as electronics, food and beverage, and communication had an upward pull on the index, while construction decoration, basic chemicals, and non - ferrous metals had a downward pull [3]. - The SSE 50 Index decreased by 2.76 points compared to the previous closing price. Sectors such as food and beverage, electronics, and banks had an upward pull on the index, while basic chemicals, non - bank finance, and non - ferrous metals had a downward pull [3]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis of IM00 was - 23.32, IM01 was - 92.02, IM02 was - 260.35, and IM03 was - 468.87 [13]. - For IC contracts, the average daily basis of IC00 was - 17.65, IC01 was - 63.43, IC02 was - 195.77, and IC03 was - 361.05 [13]. - For IF contracts, the average daily basis of IF00 was - 9.86, IF01 was - 27.29, IF02 was - 80.65, and IF03 was - 157.08 [13]. - For IH contracts, the average daily basis of IH00 was - 0.27, IH01 was - 2.68, IH02 was - 9.56, and IH03 was - 47.77 [13].