7月29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 0.62, while the SSE 50 IH2508 contract is at a premium of 4.01. The CSI 500 IC2508 contract is at a discount of 37.13, and the CSI 1000 IM2508 contract is at a discount of 42.88 [1] - The month difference for the CSI 300 IF2508-2509 price spread is 9.2, while the SSE 50 IH2508-2509 price spread is -1.2. The CSI 500 IC2508-2509 price spread is 56.0, and the CSI 1000 IM2508-2509 price spread is 68.8 [1]