股指期货日度数据跟踪2025-04-09-20250409

1. Index Trends - On April 8th, the Shanghai Composite Index rose by 1.58% to close at 3145.55 points, with a trading volume of 730.166 billion yuan. The Shenzhen Component Index rose by 0.64% to close at 9424.68 points, with a trading volume of 895.477 billion yuan [1]. - The CSI 1000 Index rose by 0.61% with a trading volume of 342.26 billion yuan. It opened at 5475.56, closed at 5530.02, with a daily high of 5632.64 and a low of 5426.03 [1]. - The CSI 500 Index rose by 0.75% with a trading volume of 261.875 billion yuan. It opened at 5279.76, closed at 5326.91, with a daily high of 5371.18 and a low of 5249.23 [1]. - The SSE 50 Index rose by 2.28% with a trading volume of 153.823 billion yuan. It opened at 2526.51, closed at 2574.35, with a daily high of 2574.35 and a low of 2510.64 [1]. - The SSE 300 Index rose by 1.71% with a trading volume of 464.021 billion yuan. It opened at 3597.99, closed at 3650.76, with a daily high of 3650.76 and a low of 3583.87 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 33.58 points from the previous close. Sectors such as pharmaceutical biology, agriculture, forestry, animal husbandry, and fishery, and food and beverage had a significant upward pull on the index, while sectors like power equipment, automobiles, and machinery had a downward pull [3]. - The CSI 500 rose 39.88 points from the previous close. Sectors such as pharmaceutical biology, food and beverage, and national defense and military industry had a significant upward pull on the index, while sectors like machinery, automobiles, and electronics had a downward pull [3]. - The SSE 300 rose 61.32 points from the previous close. Sectors such as food and beverage, banks, and non - bank finance had a significant upward pull on the index, while the electronics sector had a downward pull [3]. - The SSE 50 rose 57.38 points from the previous close. Sectors such as food and beverage and banks had a significant upward pull on the index [3]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 46.67, IM01 of - 106.94, IM02 of - 177.48, and IM03 of - 334.59 [14]. - For IC contracts, IC00 had an average daily basis of - 38.82, IC01 of - 91.65, IC02 of - 158.57, and IC03 of - 280.69 [14]. - For IF contracts, IF00 had an average daily basis of - 26.87, IF01 of - 46.3, IF02 of - 76.42, and IF03 of - 125.36 [14]. - For IH contracts, IH00 had an average daily basis of - 12.24, IH01 of - 18.65, IH02 of - 28.61, and IH03 of - 55.78 [14]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - The report provides data on the annualized costs and 15 - minute average point differences for IM, IC, IF, and IH contracts during the roll - over period [23][25][26][27].