股指期货日度数据跟踪 2026-02-25 一、指数走势 02 月 24 日，上证综指涨跌幅 0.87%，收于 4117.41 点，成交额 9386.11 亿元，深成指数涨跌幅 1.36%，收于 14291.57 点，成交额 12634.5 亿元。 中证 1000 指数涨跌幅 1.16%，成交额 4695.16 亿元，其中开盘价 8319.69，收盘价 8299.77，当日最高价 8356.91，最低价 8236.71； 中证 500 指数涨跌幅 1.12%，成交额 4497.14 亿元，其中开盘价 8403.31，收盘价 8392.91，当日最高价 8444.13，最低价 8328.57； 沪深 300 指数涨跌幅 1.01%，成交额 5260.84 亿元，其中开盘价 4727.3，收盘价 4707.54，当日最高价 4727.37，最低价 4698.35； 上证 50 指数涨跌幅 0.23%，成交额 1282.43 亿元，其中开盘价 3075.47，收盘价 3041.32，当日最高价 3075.9，最低价 3039.41。 数据来源：Wind，光期研究所 数据来源：Wind，光期研究所 数据来源：Wind ...

Group 1: Index Trends - On January 14th, the Shanghai Composite Index had a change of -0.31%, closing at 4126.09 points with a trading volume of 1607.041 billion yuan; the Shenzhen Component Index had a change of 0.56%, closing at 14248.6 points with a trading volume of 2334.348 billion yuan [1] - The CSI 1000 Index had a change of 0.66% with a trading volume of 884.281 billion yuan, opening at 8204.28, closing at 8257.17, with a daily high of 8415.1 and a low of 8154.24 [1] - The CSI 500 Index had a change of 1.04% with a trading volume of 815.959 billion yuan, opening at 8165.35, closing at 8227.7, with a daily high of 8368.22 and a low of 8123.4 [1] - The SSE 50 Index had a change of -0.67% with a trading volume of 216.078 billion yuan, opening at 3136.84, closing at 3112.07, with a daily high of 3169.75 and a low of 3106.13 [1] - The SSE 300 Index had a change of -0.4% with a trading volume of 891.334 billion yuan, opening at 4767.7, closing at 4741.93, with a daily high of 4818.1 and a low of 4720.25 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 54.04 points from the previous close, with sectors such as computer, electronics, and media having a significant upward pull on the index [3] - The CSI 500 rose 84.42 points from the previous close, with sectors such as computer, electronics, and non - ferrous metals having a significant upward pull on the index [3] - The SSE 300 rose -19.1 points from the previous close, with sectors such as electronics and computer having an upward pull, while food and beverage, non - bank finance, and banking had a downward pull [3] - The SSE 50 rose -20.86 points from the previous close, with the electronics sector having an upward pull, while food and beverage, non - bank finance, and banking had a downward pull [3] Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of 13.22, IM01 of -5.71, IM02 of -42.54, and IM03 of -237.41 [13] - For IC contracts, IC00 had an average daily basis of 15.75, IC01 of 7.19, IC02 of -10.14, and IC03 of -158.45 [13] - For IF contracts, IF00 had an average daily basis of 4.14, IF01 of 4.0, IF02 of 0.9, and IF03 of -41.52 [13] - For IH contracts, IH00 had an average daily basis of 1.02, IH01 of 0.93, IH02 of 3.94, and IH03 of -0.83 [13]

Index Trends - On December 29, the Shanghai Composite Index rose 0.04% to close at 3965.28 points, with a trading volume of 903.82 billion yuan; the Shenzhen Component Index fell 0.49% to close at 13537.1 points, with a trading volume of 1235.518 billion yuan [1] - The CSI 1000 Index fell 0.15% with a trading volume of 466.873 billion yuan, opening at 7606.44, closing at 7594.16, with a daily high of 7637.91 and a low of 7574.77 [1] - The CSI 500 Index fell 0.38% with a trading volume of 390.446 billion yuan, opening at 7467.5, closing at 7430.61, with a daily high of 7491.69 and a low of 7411.45 [1] - The SSE 50 Index fell 0.35% with a trading volume of 117.12 billion yuan, opening at 3048.98, closing at 3034.63, with a daily high of 3057.36 and a low of 3030.38 [1] - The SSE 50 Index fell 0.35% with a trading volume of 117.12 billion yuan, opening at 3048.98, closing at 3034.63, with a daily high of 3057.36 and a low of 3030.38 [1] Impact of Sector Movements on Index - The CSI 1000 rose -11.37 points from the previous closing price. Sectors such as automobiles, machinery, and national defense and military industry significantly pulled the index up, while sectors such as basic chemicals, power equipment, and pharmaceutical biology pulled it down [3] - The CSI 500 rose -28.23 points from the previous closing price. Sectors such as national defense and military industry and computer significantly pulled the index up, while public utilities, non-ferrous metals, and pharmaceutical biology pulled it down [3] - The SSE 300 rose -17.87 points from the previous closing price. Sectors such as banks and electronics significantly pulled the index up, while non-bank finance, non-ferrous metals, and power equipment pulled it down [3] - The SSE 50 rose -10.77 points from the previous closing price. Sectors such as banks, electronics, and petroleum and petrochemicals significantly pulled the index up, while food and beverage, non-bank finance, and non-ferrous metals pulled it down [3] Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was -18.43, IM01 was -87.99, IM02 was -149.69, and IM03 was -380.19 [13] - IC00 average daily basis was -10.43, IC01 was -51.93, IC02 was -90.66, and IC03 was -267.92 [13] - IF00 average daily basis was -7.41, IF01 was -21.96, IF02 was -30.03, and IF03 was -75.33 [13] - IH00 average daily basis was 0.43, IH01 was -0.2, IH02 was 2.82, and IH03 was -4.51 [13]