8月1日股指期货套利监测日报

Core Insights - The report provides an overview of the basis and monthly spread for various stock index futures contracts as of August 1st, indicating the current market conditions for these financial instruments [1]. Group 1: Basis - The basis for the CSI 300 IF2508 contract is at a discount of 11.73 points [1] - The basis for the SSE 50 IH2508 contract is at a discount of 0.13 points [1] - The basis for the CSI 500 IC2508 contract is at a discount of 47.4 points [1] - The basis for the CSI 1000 IM2508 contract is at a discount of 53.67 points [1] Group 2: Monthly Spread - The price spread between the CSI 300 IF2508 and IF2509 contracts is 12.6 points [1] - The price spread between the SSE 50 IH2508 and IH2509 contracts is -0.4 points [1] - The price spread between the CSI 500 IC2508 and IC2509 contracts is 61.8 points [1] - The price spread between the CSI 1000 IM2508 and IM2509 contracts is 74.4 points [1]