股指期货日度数据跟踪-20260324

Group 1: Index Trends - On March 23, the Shanghai Composite Index fell 3.63% to close at 3813.28 points, with a trading volume of 1086.248 billion yuan. The Shenzhen Component Index fell 3.76% to close at 13345.51 points, with a trading volume of 1345.27 billion yuan [1]. - The CSI 1000 Index fell 4.81% with a trading volume of 505.938 billion yuan. The opening price was 7632.97, the closing price was 7409.11, the highest price was 7712.04, and the lowest price was 7357.7 [1]. - The CSI 500 Index fell 4.11% with a trading volume of 451.939 billion yuan. The opening price was 7623.24, the closing price was 7440.75, the highest price was 7708.43, and the lowest price was 7399.04 [1]. - The SSE 50 Index fell 3.17% with a trading volume of 173.993 billion yuan. The opening price was 2847.52, the closing price was 2792.33, the highest price was 2847.78, and the lowest price was 2779.6 [1]. - The SSE 50 Index fell 3.17% with a trading volume of 173.993 billion yuan. The opening price was 2847.52, the closing price was 2792.33, the highest price was 2847.78, and the lowest price was 2779.6 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 Index dropped 374.32 points from the previous closing price, and sectors such as electronics significantly pulled the index down [2]. - The CSI 500 Index dropped 319.29 points from the previous closing price, and sectors such as electronics significantly pulled the index down [2]. - The SSE 300 Index dropped 149.02 points from the previous closing price, and sectors such as banking, non - banking finance, and electronics significantly pulled the index down [2]. - The SSE 50 Index dropped 91.53 points from the previous closing price, and sectors such as banking, electronics, and non - banking finance significantly pulled the index down [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of -51.53, IM01 had -116.68, IM02 had -220.43, and IM03 had -432.93 [10]. - IC00 had an average daily basis of -52.72, IC01 had -108.46, IC02 had -207.07, and IC03 had -384.6 [10]. - IF00 had an average daily basis of -21.84, IF01 had -41.55, IF02 had -81.0, and IF03 had -166.93 [10]. - IH00 had an average daily basis of -3.28, IH01 had -6.29, IH02 had -19.33, and IH03 had -53.1 [10].