光大期货股指期货日度数据跟踪-20260320

Group 1: Index Trends - On March 19th, the Shanghai Composite Index fell 1.39% to close at 4006.55 points, with a trading volume of 935.265 billion yuan. The Shenzhen Component Index fell 2.02% to close at 13901.57 points, with a trading volume of 1175.704 billion yuan [1]. - The CSI 1000 Index fell 2.31% with a trading volume of 443.807 billion yuan. The opening price was 7988.87, the closing price was 7909.23, the highest price was 8008.39, and the lowest price was 7874.26 [1]. - The CSI 500 Index fell 2.71% with a trading volume of 394.855 billion yuan. The opening price was 7975.85, the closing price was 7877.09, the highest price was 8000.43, and the lowest price was 7844.15 [1]. - The SSE 300 Index fell 1.61% with a trading volume of 547.85 billion yuan. The opening price was 4611.44, the closing price was 4583.25, the highest price was 4634.55, and the lowest price was 4570.39 [1]. - The SSE 50 Index fell 1.53% with a trading volume of 136.419 billion yuan. The opening price was 2933.58, the closing price was 2916.23, the highest price was 2942.46, and the lowest price was 2908.44 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 Index dropped 187.36 points from the previous closing price. Sectors such as basic chemicals, power equipment, and non - ferrous metals significantly pulled the index down [2]. - The CSI 500 Index dropped 219.34 points from the previous closing price. Sectors like power equipment, non - ferrous metals, and electronics significantly pulled the index down [2]. - The SSE 300 Index dropped 75.08 points from the previous closing price. Sectors including electronics and non - ferrous metals significantly pulled the index down [2]. - The SSE 50 Index dropped 45.2 points from the previous closing price. Sectors such as electronics, non - bank finance, and non - ferrous metals significantly pulled the index down [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was - 7.07, IM01 was - 75.58, IM02 was - 250.28, and IM03 was - 475.35 [11]. - For IC contracts, the average daily basis for IC00 was - 9.36, IC01 was - 72.47, IC02 was - 224.49, and IC03 was - 405.4 [11]. - For IF contracts, the average daily basis for IF00 was - 2.97, IF01 was - 26.74, IF02 was - 85.73, and IF03 was - 172.32 [11]. - For IH contracts, the average daily basis for IH00 was - 0.02, IH01 was - 6.15, IH02 was - 22.16, and IH03 was - 58.55 [11].