Using 5-minute high-fequency price data of CSI 300 stock index futures and its underlying index, this paper ana1yses jump effects of Stock index futures on spot index during synchronous and extendng tradmg session by logit and regression models．The conclusions are examined under different market conditions.The resu1ts indicate that price jumps of stock index future shaves ignificant influences on its underlying index jump during synchronous and pre-opening sessions，especially in bear markets.No matter in synchronous or in pre-opening trading periods，up-jumps(down-jumps) of stock index futures have ignificantly positive effect on up-jumps(down-jumps) of the underlying index，and are more significant in bull (bear) markets respectively．The jump effects of stock index futures during the pre-opening trading session on the spot index jumps during its opening period mainly exist in the first five minutes of the pre-opening trading session and have diminishing effects．The degree of influence is greater than the jump effect of stock index futures at same trading period on spot index jump．The stock index futures jumps during post-closing trading session the day befored do not have a significant inf1uence on the underlying index jumps at its opening period.