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股指期货日度数据跟踪2026-02-03-20260203
Guang Da Qi Huo· 2026-02-03 03:19
Group 1: Index Trends - On February 2nd, the Shanghai Composite Index fell 2.48% to close at 4015.75 points with a trading volume of 1163.533 billion yuan; the Shenzhen Component Index fell 2.69% to close at 13824.35 points with a trading volume of 1421.232 billion yuan [1] - The CSI 1000 Index fell 3.39% with a trading volume of 498.941 billion yuan, opening at 8166.74, closing at 7975.43, with a daily high of 8221.58 and a low of 7974.6 [1] - The CSI 500 Index fell 3.98% with a trading volume of 546.056 billion yuan, opening at 8279.72, closing at 8037.05, with a daily high of 8324.43 and a low of 8032.35 [1] - The SSE 50 Index fell 2.07% with a trading volume of 208.153 billion yuan, opening at 3036.84, closing at 3003.14, with a daily high of 3076.02 and a low of 2997.85 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 dropped 279.43 points from the previous close, and sectors such as non - ferrous metals and electronics had a significant downward pull on the index [2] - The CSI 500 dropped 333.47 points from the previous close, and non - ferrous metals and electronics sectors pulled the index down significantly [2] - The SSE 50 dropped 63.36 points from the previous close, with electronics and non - ferrous metals sectors pulling the index down [2] - The CSI 300 dropped 100.36 points from the previous close, and communication, electronics, and non - ferrous metals sectors pulled the index down [2] Group 3: Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 9.83, IM01 of - 36.22, IM02 of - 173.51, and IM03 of - 318.76 [10] - For IC contracts, IC00 had an average daily basis of - 31.39, IC01 of - 55.23, IC02 of - 137.96, and IC03 of - 225.61 [10] - For IF contracts, IF00 had an average daily basis of - 5.27, IF01 of - 9.59, IF02 of - 28.97, and IF03 of - 74.7 [10] - For IH contracts, IH00 had an average daily basis of - 0.12, IH01 of - 0.62, IH02 of - 1.96, and IH03 of - 27.82 [10]