股指期货日度数据跟踪-20260318

Group 1: Index Trends - On March 17th, the Shanghai Composite Index fell by 0.85% to close at 4049.91 points, with a trading volume of 951.228 billion yuan. The Shenzhen Component Index fell by 1.87% to close at 14039.73 points, with a trading volume of 1256.633 billion yuan [1]. - The CSI 1000 Index fell by 2.33% with a trading volume of 452.754 billion yuan. The opening price was 8219.5, the closing price was 8019.86, the highest price was 8223.99, and the lowest price was 8019.08 [1]. - The CSI 500 Index fell by 2.07% with a trading volume of 406.247 billion yuan. The opening price was 8199.99, the closing price was 8016.03, the highest price was 8207.46, and the lowest price was 8016.0 [1]. - The SSE 300 Index fell by 0.73% with a trading volume of 578.502 billion yuan. The opening price was 4685.57, the closing price was 4637.44, the highest price was 4720.86, and the lowest price was 4637.37 [1]. - The SSE 50 Index rose by 0.32% with a trading volume of 132.384 billion yuan. The opening price was 2957.01, the closing price was 2963.58, the highest price was 2995.23, and the lowest price was 2956.16 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 Index dropped 191.49 points from the previous closing price. Sectors such as communication, power equipment, and electronics significantly pulled the index down [3]. - The CSI 500 Index dropped 169.12 points from the previous closing price. Sectors like power equipment and electronics significantly pulled the index down [3]. - The SSE 300 Index dropped 34.12 points from the previous closing price. Sectors such as non - banking finance and banks significantly pulled the index up, while power equipment, communication, and electronics pulled it down [3]. - The SSE 50 Index rose 9.49 points from the previous closing price. Sectors such as non - banking finance, banks, and food and beverage significantly pulled the index up, while computer, coal, and electronics pulled it down [3]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was - 20.46, IM01 was - 87.83, IM02 was - 258.78, and IM03 was - 471.51 [13]. - For IC contracts, the average daily basis for IC00 was - 14.82, IC01 was - 61.92, IC02 was - 192.99, and IC03 was - 363.29 [13]. - For IF contracts, the average daily basis for IF00 was - 4.86, IF01 was - 22.91, IF02 was - 76.14, and IF03 was - 157.53 [13]. - For IH contracts, the average daily basis for IH00 was 0.84, IH01 was - 3.57, IH02 was - 12.57, and IH03 was - 49.82 [13].