股指期货日度数据跟踪2025-04-16-20250416

1. Index Trends - On April 15th, the Shanghai Composite Index rose by 0.15%, closing at 3267.66 points with a trading volume of 456.33 billion yuan. The Shenzhen Component Index fell by 0.27%, closing at 9858.1 points with a trading volume of 620.861 billion yuan [1]. - The CSI 1000 Index fell by 0.41% with a trading volume of 225.752 billion yuan, opening at 5938.57, closing at 5914.03, with a daily high of 5949.86 and a low of 5872.29 [1]. - The CSI 500 Index fell by 0.44% with a trading volume of 161.901 billion yuan, opening at 5625.0, closing at 5602.53, with a daily high of 5626.68 and a low of 5567.03 [1]. - The SSE 50 Index rose by 0.24% with a trading volume of 72.435 billion yuan, opening at 2624.2, closing at 2634.59, with a daily high of 2637.75 and a low of 2615.37 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 fell 24.5 points from the previous close. Sectors such as National Defense and Military Industry, Computer, and Electronics significantly dragged the index down [2]. - The CSI 500 fell 24.61 points from the previous close. Sectors like Electronics, Computer, and National Defense and Military Industry had a significant downward pull on the index [2]. - The SSE 300 rose 2.09 points from the previous close. Sectors such as Banking, Household Appliances, and Food and Beverage pulled the index up, while Computer, Basic Chemicals, and Electronics dragged it down [2]. - The SSE 50 rose 6.38 points from the previous close. Sectors including Banking, Food and Beverage, and Non - Banking Finance pushed the index up, while Pharmaceutical Biology, Basic Chemicals, and Electronics pulled it down [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 30.23, IM01 of - 124.59, IM02 of - 232.38, and IM03 of - 403.73 [12]. - For IC contracts, IC00 had an average daily basis of - 25.94, IC01 of - 99.32, IC02 of - 183.93, and IC03 of - 315.12 [12]. - For IF contracts, IF00 had an average daily basis of - 12.95, IF01 of - 32.35, IF02 of - 64.15, and IF03 of - 115.64 [12]. - For IH contracts, IH00 had an average daily basis of - 4.31, IH01 of - 11.15, IH02 of - 21.94, and IH03 of - 54.49 [12]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - The report provides 15 - minute average data on roll - over point differences and their annualized costs for IM, IC, IF, and IH contracts [23][25][27].