股指期货日度数据跟踪 2026-02-27 一、指数走势 02 月 26 日，上证综指涨跌幅-0.01%，收于 4146.63 点，成交额 10671.99 亿元，深成指数涨跌幅 0.19%，收于 14503.79 点，成交额 14712.47 亿元。 中证 1000 指数涨跌幅 0.76%，成交额 5711.86 亿元，其中开盘价 8447.78，收盘价 8490.62，当日最高价 8496.75，最低价 8398.07； 中证 500 指数涨跌幅 0.35%，成交额 5139.85 亿元，其中开盘价 8542.83，收盘价 8557.22，当日最高价 8582.76，最低价 8490.92； 沪深 300 指数涨跌幅-0.19%，成交额 5998.49 亿元，其中开盘价 4741.39，收盘价 4726.87，当日最高价 4742.15，最低价 4706.69； 上证 50 指数涨跌幅-0.65%，成交额 1410.05 亿元，其中开盘价 3059.6，收盘价 3035.07，当日最高价 3060.34，最低价 3023.43。 数据来源：Wind，光期研究所 数据来源：Wind，光期研究所 二、板块涨跌 ...

Index Trends - On February 3rd, the Shanghai Composite Index rose 1.29% to close at 4067.74 points, with a trading volume of 1.11072 trillion yuan; the Shenzhen Component Index rose 2.19% to close at 14127.11 points, with a trading volume of 1.433511 trillion yuan [1] - The CSI 1000 Index rose 2.93% with a trading volume of 525.76 billion yuan, opening at 8058.76, closing at 8209.1, with a daily high of 8210.05 and a low of 8023.24 [1] - The CSI 500 Index rose 3.11% with a trading volume of 543.264 billion yuan, opening at 8135.87, closing at 8286.7, with a daily high of 8286.7 and a low of 8075.37 [1] - The SSE 50 Index rose 1.05% with a trading volume of 192.78 billion yuan, opening at 3033.47, closing at 3034.58, with a daily high of 3037.0 and a low of 2987.41 [1] - The SSE 50 Index rose 1.05% with a trading volume of 192.78 billion yuan, opening at 3033.47, closing at 3034.58, with a daily high of 3037.0 and a low of 2987.41 [1] Impact of Sector Movements on Index - The CSI 1000 rose 233.67 points from the previous closing price, with sectors such as electronics and power equipment significantly driving the index up [3] - The CSI 500 rose 249.65 points from the previous closing price, with sectors such as electronics, power equipment, and machinery significantly driving the index up [3] - The SSE 300 rose 54.13 points from the previous closing price, with sectors such as non - ferrous metals, power equipment, and food and beverage significantly driving the index up [3] - The SSE 50 rose 31.44 points from the previous closing price, with sectors such as non - ferrous metals, food and beverage, and machinery significantly driving the index up, while sectors such as banks and electronics pulled the index down [3] Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of 13.79, IM01 had - 9.67, IM02 had - 167.77, and IM03 had - 316.52 [13] - For IC contracts, IC00 had an average daily basis of 9.2, IC01 had - 9.78, IC02 had - 107.94, and IC03 had - 205.19 [13] - For IF contracts, IF00 had an average daily basis of 2.87, IF01 had - 0.24, IF02 had - 24.57, and IF03 had - 72.0 [13] - For IH contracts, IH00 had an average daily basis of 0.93, IH01 had 0.65, IH02 had - 5.78, and IH03 had - 30.11 [13]

Group 1: Index Trends - On January 29, the Shanghai Composite Index rose 0.16% to close at 4157.98 points with a trading volume of 1485.795 billion yuan; the Shenzhen Component Index fell 0.3% to close at 14300.08 points with a trading volume of 1744.213 billion yuan [1] - The CSI 1000 Index fell 0.8% with a trading volume of 677.736 billion yuan, opening at 8380.61, closing at 8332.21, with a daily high of 8463.12 and a low of 8308.82 [1] - The CSI 500 Index fell 0.97% with a trading volume of 666.257 billion yuan, opening at 8584.68, closing at 8517.84, with a daily high of 8658.94 and a low of 8503.09 [1] - The SSE 50 Index rose 1.65% with a trading volume of 294.888 billion yuan, opening at 3074.49, closing at 3110.91, with a daily high of 3122.14 and a low of 3048.41 [1] - The CSI 300 Index rose 0.76% with a trading volume of 917.966 billion yuan, opening at 4733.09, closing at 4753.87, with a daily high of 4770.96 and a low of 4696.05 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 dropped 67.58 points from the previous close. Media and other sectors significantly pulled the index up, while Machinery, Power Equipment, and Electronics sectors dragged it down [3] - The CSI 500 dropped 83.32 points from the previous close. Media and other sectors significantly pulled the index up, while National Defense and Military Industry, Power Equipment, and Electronics sectors dragged it down [3] - The CSI 300 rose 35.88 points from the previous close. Food and Beverage, Non - Banking Finance, and Non - Ferrous Metals sectors significantly pulled the index up, while the Electronics sector dragged it down [3] - The SSE 50 rose 50.35 points from the previous close. Food and Beverage, Non - Banking Finance, and Non - Ferrous Metals sectors significantly pulled the index up, while the Electronics sector dragged it down [3] Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was 12.65, IM01 was -7.34, IM02 was -135.96, and IM03 was -294.03 [13] - For IC contracts, the average daily basis for IC00 was 18.85, IC01 was 16.11, IC02 was -30.7, and IC03 was -124.86 [13] - For IF contracts, the average daily basis for IF00 was 10.9, IF01 was 16.46, IF02 was 1.63, and IF03 was -44.08 [13] - For IH contracts, the average daily basis for IH00 was 6.1, IH01 was 10.77, IH02 was 13.81, and IH03 was -11.75 [13]

Index Trends - On January 26, the Shanghai Composite Index fell 0.09% to close at 4132.61 points, with a trading volume of 1.45186 trillion yuan. The Shenzhen Component Index fell 0.85% to close at 14316.64 points, with a trading volume of 1.796343 trillion yuan [1]. - The CSI 1000 Index fell 1.24% with a trading volume of 703.182 billion yuan, opening at 8513.22, closing at 8365.43, with a high of 8530.42 and a low of 8302.1 [1]. - The CSI 500 Index fell 0.97% with a trading volume of 692.105 billion yuan, opening at 8624.89, closing at 8506.69, with a high of 8671.35 and a low of 8453.48 [1]. - The SSE 300 Index rose 0.1% with a trading volume of 796.833 billion yuan, opening at 4715.38, closing at 4706.96, with a high of 4754.18 and a low of 4693.16 [1]. - The SSE 50 Index rose 0.57% with a trading volume of 239.456 billion yuan, opening at 3042.37, closing at 3049.59, with a high of 3088.57 and a low of 3039.64 [1]. Impact of Sector Movements on Indexes - The CSI 1000 fell 105.31 points from the previous close. Sectors such as non - ferrous metals had a significant upward pull on the index, while sectors like computer, machinery, and electronics had a significant downward pull [3]. - The CSI 500 fell 83.48 points from the previous close. Non - ferrous metals had an upward pull, while sectors like automotive, defense, and electronics had a downward pull [3]. - The SSE 300 rose 4.46 points from the previous close. Non - ferrous metals, non - bank finance, and petroleum and petrochemicals had an upward pull, while defense, power equipment, and electronics had a downward pull [3]. - The SSE 50 rose 17.4 points from the previous close. Non - ferrous metals, non - bank finance, and petroleum and petrochemicals had an upward pull, while electronics had a downward pull [3]. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 16.41, IM01 of - 48.09, IM02 of - 186.11, and IM03 of - 336.24 [13]. - For IC contracts, IC00 had an average daily basis of - 0.12, IC01 of - 8.26, IC02 of - 73.8, and IC03 of - 168.27 [13]. - For IF contracts, IF00 had an average daily basis of 8.25, IF01 of 14.27, IF02 of - 1.59, and IF03 of - 46.65 [13]. - For IH contracts, IH00 had an average daily basis of 4.7, IH01 of 8.46, IH02 of 9.64, and IH03 of - 21.22 [13].

1. Index Trends - On January 22, the Shanghai Composite Index rose 0.14% to close at 4122.58 points with a trading volume of 1201.764 billion yuan; the Shenzhen Component Index rose 0.5% to close at 14327.05 points with a trading volume of 1489.968 billion yuan [1] - The CSI 1000 Index rose 0.75% with a trading volume of 571.806 billion yuan, opening at 8272.47, closing at 8309.35, with a daily high of 8314.22 and a low of 8252.74 [1] - The CSI 500 Index rose 0.57% with a trading volume of 546.138 billion yuan, opening at 8355.68, closing at 8387.59, with a daily high of 8396.13 and a low of 8337.2 [1] - The SSE 50 Index fell 0.46% with a trading volume of 193.411 billion yuan, opening at 3080.2, closing at 3053.13, with a daily high of 3089.67 and a low of 3046.43 [1] - The CSI 300 Index rose 0.01% with a trading volume of 690.235 billion yuan, opening at 4741.75, closing at 4723.71, with a daily high of 4757.76 and a low of 4700.45 [1] 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 61.67 points from the previous close, with National Defense and Military Industry, Non - Ferrous Metals and other sectors significantly driving the index up [2] - The CSI 500 rose 47.48 points from the previous close, with National Defense and Military Industry, Computer, Basic Chemicals and other sectors significantly driving the index up, while the Media sector significantly pulling the index down [2] - The CSI 300 rose 0.64 points from the previous close, with Communications, National Defense and Military Industry, Petroleum and Petrochemicals and other sectors significantly driving the index up, while Non - Banking Finance, Power Equipment, Non - Ferrous Metals and other sectors significantly pulling the index down [2] - The SSE 50 fell 14.05 points from the previous close, with Petroleum and Petrochemicals, National Defense and Military Industry and other sectors significantly driving the index up, while Non - Ferrous Metals, Non - Banking Finance, Banking and other sectors significantly pulling the index down [2] 3. Stock Index Futures Basis and Annualized Opening Costs Converted from Basis - For IM contracts, IM00 had an average daily basis of - 7.79, IM01 of - 36.25, IM02 of - 210.33, and IM03 of - 375.27 [12] - For IC contracts, IC00 had an average daily basis of 8.93, IC01 of 7.02, IC02 of - 87.86, and IC03 of - 197.89 [12] - For IF contracts, IF00 had an average daily basis of - 0.14, IF01 of - 1.9, IF02 of - 36.88, and IF03 of - 95.46 [12] - For IH contracts, IH00 had an average daily basis of 2.23, IH01 of 5.46, IH02 of 2.53, and IH03 of - 30.97 [12]

Group 1: Index Trends - On January 21st, the Shanghai Composite Index rose 0.08% to close at 4116.94 points with a trading volume of 1180.185 billion yuan; the Shenzhen Component Index rose 0.7% to close at 14255.12 points with a trading volume of 1420.414 billion yuan [1] - The CSI 1000 Index rose 0.79% with a trading volume of 564.721 billion yuan, opening at 8138.68, closing at 8247.68, with a high of 8289.13 and a low of 8136.92 [1] - The CSI 500 Index rose 1.12% with a trading volume of 517.592 billion yuan, opening at 8196.56, closing at 8340.11, with a high of 8351.45 and a low of 8196.56 [1] - The SSE 50 Index fell 0.11% with a trading volume of 198.826 billion yuan, opening at 3073.77, closing at 3067.18, with a high of 3097.66 and a low of 3060.65 [1] - The CSI 300 Index rose 0.09% with a trading volume of 665.331 billion yuan, opening at 4714.55, closing at 4723.07, with a high of 4758.28 and a low of 4714.24 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 64.93 points from the previous close, and sectors such as electronics, non - ferrous metals, and machinery had a significant upward pull on the index [2] - The CSI 500 rose 92.31 points from the previous close, and sectors such as electronics, non - ferrous metals, and machinery had a significant upward pull on the index [2] - The CSI 300 rose 4.19 points from the previous close. Sectors like electronics, non - ferrous metals, and computers had an upward pull, while non - bank finance, food and beverage, and banking had a downward pull [2] - The SSE 50 fell 3.47 points from the previous close. Sectors like electronics, non - ferrous metals, and computers had an upward pull, while non - bank finance, food and beverage, and banking had a downward pull [2] Group 3: Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was -3.44, IM01 was -36.68, IM02 was -217.4, IM03 was -384.82 [12] - IC00 average daily basis was 15.66, IC01 was 11.14, IC02 was -91.92, IC03 was -206.25 [12] - IF00 average daily basis was 0.78, IF01 was -1.9, IF02 was -40.52, IF03 was -97.61 [12] - IH00 average daily basis was 2.73, IH01 was 5.93, IH02 was 1.82, IH03 was -30.48 [12]

Group 1: Index Performance - On January 20th, the Shanghai Composite Index had a change of -0.01%, closing at 4113.65 points with a trading volume of 1221.486 billion yuan; the Shenzhen Component Index had a change of -0.97%, closing at 14155.63 points with a trading volume of 1556.172 billion yuan [1] - The CSI 1000 Index changed -1.0% with a trading volume of 579.037 billion yuan, opening at 8271.78, closing at 8182.75, with a daily high of 8300.05 and a low of 8104.92 [1] - The CSI 500 Index changed -0.48% with a trading volume of 588.171 billion yuan, opening at 8307.64, closing at 8247.8, with a daily high of 8342.87 and a low of 8142.14 [1] - The SSE 50 Index changed -0.17% with a trading volume of 175.736 billion yuan, opening at 3077.94, closing at 3070.65, with a daily high of 3090.09 and a low of 3058.61 [1] Group 2: Sector Impact on Index - The CSI 1000 dropped 82.9 points from the previous closing price, and sectors such as machinery, power equipment, and computer significantly pulled the index down [3] - The CSI 500 dropped 40.15 points from the previous closing price, and sectors like machinery, national defense and military, and power equipment significantly pulled the index down [3] - The SSE 300 dropped 15.58 points from the previous closing price, with sectors such as banks, basic chemicals, and transportation significantly pulling the index up, while power equipment, communication, and electronics pulling it down [3] - The SSE 50 dropped 5.29 points from the previous closing price, with non - banking finance, banks, and basic chemicals pulling the index up, while computer, medicine and biology, and electronics pulling it down [3] Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM futures, IM00 had an average daily basis of -30.18, IM01 of -75.84, IM02 of -252.01, and IM03 of -411.61 [14] - For IC futures, IC00 had an average daily basis of -3.5, IC01 of -15.35, IC02 of -123.26, and IC03 of -229.56 [14] - For IF futures, IF00 had an average daily basis of -6.72, IF01 of -12.48, IF02 of -51.24, and IF03 of -107.52 [14] - For IH futures, IH00 had an average daily basis of 0.4, IH01 of 2.53, IH02 of -3.2, and IH03 of -33.07 [14]

Group 1: Index Trends - On January 19th, the Shanghai Composite Index rose by 0.29% to close at 4114.0 points, with a trading volume of 1190.138 billion yuan; the Shenzhen Component Index rose by 0.09% to close at 14294.05 points, with a trading volume of 1518.211 billion yuan [1]. - The CSI 1000 Index rose by 0.4%, with a trading volume of 581.676 billion yuan, opening at 8204.63, closing at 8265.65, with a daily high of 8298.48 and a low of 8187.94 [1]. - The CSI 500 Index rose by 0.67%, with a trading volume of 560.926 billion yuan, opening at 8199.5, closing at 8287.95, with a daily high of 8318.37 and a low of 8195.09 [1]. - The SSE 300 Index rose by 0.05%, with a trading volume of 655.149 billion yuan, opening at 4720.19, closing at 4734.46, with a daily high of 4761.63 and a low of 4715.09 [1]. - The SSE 50 Index fell by 0.12%, with a trading volume of 166.18 billion yuan, opening at 3077.81, closing at 3075.94, with a daily high of 3094.97 and a low of 3065.94 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 32.92 points from the previous close. Sectors such as power equipment, basic chemicals, and machinery had a significant upward pull on the index, while media, communication, and computer sectors had a downward pull [2]. - The CSI 500 rose 55.28 points from the previous close. Power equipment, basic chemicals, and non - ferrous metals sectors had a significant upward pull on the index, while computer and electronics sectors had a downward pull [2]. - The SSE 300 rose 2.59 points from the previous close. Power equipment, national defense and military industry, and basic chemicals sectors had a significant upward pull on the index, while electronics, computer, and banking sectors had a downward pull [2]. - The SSE 50 fell 3.82 points from the previous close. Basic chemicals, commerce and retail, and national defense and military industry sectors had an upward pull on the index, while pharmaceutical biology, banking, and non - ferrous metals sectors had a downward pull [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 6.83, IM01 had - 42.72, IM02 had - 237.19, and IM03 had - 411.27 [13]. - For IC contracts, IC00 had an average daily basis of 9.91, IC01 had - 0.61, IC02 had - 132.47, and IC03 had - 262.6 [13]. - For IF contracts, IF00 had an average daily basis of 2.38, IF01 had - 1.53, IF02 had - 43.71, and IF03 had - 101.76 [13]. - For IH contracts, IH00 had an average daily basis of 3.41, IH01 had 5.84, IH02 had 2.15, and IH03 had - 27.93 [13].

1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints - The report presents the daily data tracking of stock index futures on January 12, 2026, including the index trends of major stock - market indices, the impact of sector fluctuations on these indices, and the basis and basis - converted annualized opening costs of stock index futures [1] 3. Summary by Directory Index Trends - On January 12, the Shanghai Composite Index rose 1.09% to close at 4165.29 points with a trading volume of 1.44623 trillion yuan; the Shenzhen Component Index rose 1.75% to close at 14366.91 points with a trading volume of 2.155146 trillion yuan [1] - The CSI 1000 Index rose 2.8% with a trading volume of 827.565 billion yuan, opening at 8196.08, closing at 8357.01, with a daily high of 8371.75 and a low of 8171.11 [1] - The CSI 500 Index rose 2.39% with a trading volume of 685.824 billion yuan, opening at 8141.63, closing at 8249.13, with a daily high of 8261.35 and a low of 8103.24 [1] - The SSE 50 Index rose 0.3% with a trading volume of 189.802 billion yuan, opening at 3146.51, closing at 3143.74, with a daily high of 3148.11 and a low of 3125.17 [1] - The SSE 300 Index rose 0.65% with a trading volume of 799.954 billion yuan, opening at 4769.65, closing at 4789.92, with a daily high of 4795.93 and a low of 4737.57 [1] Impact of Sector Fluctuations on Indices - The CSI 1000 rose 227.83 points compared to the previous closing price, and sectors such as computer, media, and national defense and military industry significantly boosted the index [3] - The CSI 500 rose 192.44 points compared to the previous closing price, and sectors such as national defense and military industry, computer, and electronics significantly boosted the index [3] - The SSE 300 rose 31.0 points compared to the previous closing price. Sectors such as computer, electronics, and machinery significantly boosted the index, while the power equipment sector pulled the index down [3] - The SSE 50 rose 9.42 points compared to the previous closing price. Sectors such as computer, electronics, and non - ferrous metals significantly boosted the index, while sectors such as petroleum and petrochemicals and non - bank finance pulled the index down [3] Stock Index Futures Basis and Basis - Converted Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of 20.17, IM01 had - 34.47, IM02 had - 80.61, and IM03 had - 292.94 [13] - For IC contracts, IC00 had an average daily basis of 17.1, IC01 had - 14.07, IC02 had - 38.09, and IC03 had - 191.13 [13] - For IF contracts, IF00 had an average daily basis of 3.06, IF01 had - 5.66, IF02 had - 13.04, and IF03 had - 54.94 [13] - For IH contracts, IH00 had an average daily basis of - 0.64, IH01 had - 1.76, IH02 had - 1.22, and IH03 had - 9.28 [13]

1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints - The report presents the performance of multiple stock indices on January 08th, including the Shanghai Composite Index, Shenzhen Component Index, CSI 1000, CSI 500, SSE 50, and CSI 300, along with the impact of various sectors on these indices and the basis and annualized opening costs of stock index futures [1][2][13] 3. Summary by Directory Index Trends - On January 08th, the Shanghai Composite Index fell 0.07% to close at 4082.98 points, with a trading volume of 1183.189 billion yuan; the Shenzhen Component Index fell 0.51% to close at 13959.48 points, with a trading volume of 1617.077 billion yuan [1] - The CSI 1000 rose 0.82% with a trading volume of 605.389 billion yuan, opening at 7886.81, closing at 7971.59, with a high of 7993.63 and a low of 7886.63 [1] - The CSI 500 rose 0.25% with a trading volume of 564.453 billion yuan, opening at 7853.21, closing at 7894.54, with a high of 7938.59 and a low of 7849.07 [1] - The CSI 300 fell 0.82% with a trading volume of 630.656 billion yuan, opening at 4761.01, closing at 4737.65, with a high of 4765.49 and a low of 4717.01 [1] - The SSE 50 fell 0.73% with a trading volume of 187.896 billion yuan, opening at 3137.81, closing at 3122.06, with a high of 3142.85 and a low of 3107.02 [1] Impact of Sector Movements on Indices - The CSI 1000 rose 65.17 points from the previous close, with sectors such as National Defense and Military Industry, Electronics, and Medicine and Biology significantly pulling the index up [2] - The CSI 500 rose 19.46 points from the previous close, with sectors like National Defense and Military Industry, Computer, and Power Equipment pulling the index up, while Basic Chemicals, Non - Banking Finance, and Non - Ferrous Metals pulling it down [2] - The CSI 300 fell 39.02 points from the previous close, with National Defense and Military Industry pulling the index up, and Banking, Telecommunications, and Non - Banking Finance pulling it down [2] - The SSE 50 fell 23.06 points from the previous close, with Electronics and National Defense and Military Industry pulling the index up, and Food and Beverage, Banking, and Non - Banking Finance pulling it down [2] Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis of IM00 is - 12.56, IM01 is - 80.65, IM02 is - 139.25, and IM03 is - 366.77 [13] - For IC contracts, the average daily basis of IC00 is 0.82, IC01 is - 38.69, IC02 is - 68.42, and IC03 is - 242.22 [13] - For IF contracts, the average daily basis of IF00 is 1.09, IF01 is - 9.71, IF02 is - 18.24, and IF03 is - 64.07 [13] - For IH contracts, the average daily basis of IH00 is - 1.29, IH01 is - 1.76, IH02 is - 0.97, and IH03 is - 9.84 [13]