股指期货日度数据跟踪2025-04-29-20250429

1. Report Industry Investment Rating - No relevant content provided. 2. Core View of the Report - The report presents the performance of major stock indices on April 28, including their price movements, trading volumes, and the impact of sector fluctuations on these indices. It also provides data on the basis and cost of futures contracts, as well as the points difference and cost of futures contract roll - overs [1][4][13][21]. 3. Summary by Directory Index Trends - On April 28, the Shanghai Composite Index closed at 3288.41 points, down 0.2%, with a trading volume of 441.916 billion yuan. The Shenzhen Component Index closed at 9855.2 points, down 0.62%, with a trading volume of 614.393 billion yuan [1]. - The CSI 1000 Index closed at 5877.06 points, down 1.05%, with a trading volume of 221.938 billion yuan. The CSI 500 Index closed at 5598.3 points, down 0.51%, with a trading volume of 167.616 billion yuan [1]. - The SSE 50 Index closed at 2651.23 points, up 0.09%, with a trading volume of 57.671 billion yuan. The SSE 300 Index closed at 3781.62 points, down 0.14%, with a trading volume of 210.635 billion yuan [1]. Impact of Sector Movements on Index - The CSI 1000 Index dropped 62.44 points, with sectors such as machinery, basic chemicals, and electronics significantly pulling the index down [4]. - The CSI 500 Index dropped 28.88 points, with machinery, electronics, and non - bank finance sectors significantly pulling the index down [4]. - The SSE 300 Index dropped 5.37 points. Sectors like banks, household appliances, and utilities pulled the index up, while real estate, non - bank finance, and automotive sectors pulled it down [4]. - The SSE 50 Index rose 2.42 points. Sectors like banks, electronics, and utilities pulled the index up, while coal, real estate, and food and beverage sectors pulled it down [4]. Futures Basis and Annualized Opening Cost - For the IM contracts, the average daily basis for IM00 was - 58.89, IM01 was - 158.16, IM02 was - 316.67, and IM03 was - 442.49 [13]. - For the IC contracts, the average daily basis for IC00 was - 47.14, IC01 was - 134.14, IC02 was - 260.58, and IC03 was - 354.58 [13]. - For the IF contracts, the average daily basis for IF00 was - 19.19, IF01 was - 52.35, IF02 was - 109.54, and IF03 was - 135.66 [13]. - For the IH contracts, the average daily basis for IH00 was - 5.89, IH01 was - 23.37, IH02 was - 56.54, and IH03 was - 61.01 [13]. Futures Contract Roll - over Points Difference and Annualized Cost - The report provides 15 - minute average data on the points difference and annualized cost of contract roll - overs for IM, IC, IF, and IH futures contracts [21][23].