Index Movement - On May 6th, the Shanghai Composite Index rose 1.13% to 3316.11 points with a trading volume of 551.825 billion yuan; the Shenzhen Component Index rose 1.84% to 10082.34 points with a trading volume of 784.346 billion yuan [1]. - The CSI 1000 Index rose 2.57% with a trading volume of 283.658 billion yuan, opening at 5993.33, closing at 6102.92, with a high of 6102.92 and a low of 5993.33 [1]. - The CSI 500 Index rose 1.93% with a trading volume of 217.06 billion yuan, opening at 5668.88, closing at 5740.33, with a high of 5740.33 and a low of 5666.47 [1]. - The SSE 50 Index rose 0.55% with a trading volume of 69.691 billion yuan, opening at 2650.46, closing at 2647.72, with a high of 2650.46 and a low of 2633.41 [1]. - The SSE 300 Index rose 1.01% with a trading volume of 267.937 billion yuan, opening at 3794.38, closing at 3808.54, with a high of 3809.09 and a low of 3782.78 [1]. Impact of Sector Movements on Index - The CSI 1000 rose 152.8 points from the previous close, with sectors such as electronics and computer significantly pulling the index up [2]. - The CSI 500 rose 108.51 points from the previous close, with sectors such as computer and electronics significantly pulling the index up [2]. - The SSE 300 rose 37.97 points from the previous close, with sectors such as electronics, non - bank finance, and computer significantly pulling the index up [2]. - The SSE 50 rose 14.56 points from the previous close, with sectors such as non - bank finance, electronics, and machinery significantly pulling the index up [2]. Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 34.24, IM01 of - 137.5, IM02 of - 315.25, and IM03 of - 449.0 [11]. - IC00 had an average daily basis of - 22.98, IC01 of - 109.08, IC02 of - 245.61, and IC03 of - 342.31 [11]. - IF00 had an average daily basis of - 7.98, IF01 of - 39.23, IF02 of - 96.32, and IF03 of - 125.75 [11]. - IH00 had an average daily basis of - 1.25, IH01 of - 17.81, IH02 of - 49.53, and IH03 of - 53.76 [11]. Futures Roll - over Point Differences and Annualized Costs - Data on IM roll - over point differences and their annualized costs are presented, including values at different time points such as 09:45, 10:00, etc [20]. - Data on IC roll - over point differences and their annualized costs are presented, including values at different time points [22]. - Data on IF roll - over point differences and their annualized costs are presented, including values at different time points [22]. - Data on IH roll - over point differences and their annualized costs are presented, including values at different time points [24].
股指期货日度数据跟踪-20250507
Guang Da Qi Huo·2025-05-07 05:47