7月28日股指期货套利监测日报

Group 1 - The basis for the CSI 300 IF2508 contract is at a discount of 4.62, while the SSE 50 IH2508 contract is at a premium of 3.23. The CSI 500 IC2508 contract is at a discount of 49.42, and the CSI 1000 IM2508 contract is at a discount of 55.38 [1] - The month difference for the CSI 300 IF2508-2509 price spread is 9.2, the SSE 50 IH2508-2509 price spread is 0.2, the CSI 500 IC2508-2509 price spread is 52.0, and the CSI 1000 IM2508-2509 price spread is 72.6 [1]