Group 1: Index Trends - On May 7th, the Shanghai Composite Index rose by 0.8% to close at 3342.67 points with a trading volume of 595.23 billion yuan; the Shenzhen Component Index rose by 0.22% to close at 10104.13 points with a trading volume of 873.087 billion yuan [1]. - The CSI 1000 Index rose by 0.14% with a trading volume of 296.522 billion yuan, opening at 6171.61, closing at 6111.49, with a daily high of 6195.14 and a low of 6063.64 [1]. - The CSI 500 Index rose by 0.17% with a trading volume of 227.566 billion yuan, opening at 5805.66, closing at 5750.29, with a daily high of 5819.24 and a low of 5713.27 [1]. - The SSE 50 Index rose by 0.87% with a trading volume of 80.655 billion yuan, opening at 2685.56, closing at 2670.7, with a daily high of 2685.56 and a low of 2656.2 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 8.57 points from the previous close. Defense, machinery, and basic chemicals sectors significantly pulled the index up, while electronics, computer, and pharmaceutical sectors pulled it down [2]. - The CSI 500 rose 9.96 points from the previous close. Defense, basic chemicals, and power equipment sectors significantly pulled the index up, while computer, pharmaceutical, and electronics sectors pulled it down [2]. - The SSE 50 rose 22.98 points from the previous close. Banking and non - banking financial sectors significantly pulled the index up [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of -33.2, IM01 -137.18, IM02 -313.46, and IM03 -447.16 [12]. - IC00 had an average daily basis of -27.76, IC01 -116.52, IC02 -250.55, and IC03 -348.34 [12]. - IF00 had an average daily basis of -11.09, IF01 -42.8, IF02 -100.03, and IF03 -130.0 [12]. - IH00 had an average daily basis of -3.61, IH01 -20.75, IH02 -53.24, and IH03 -56.27 [12]. Group 4: Stock Index Futures Roll - over Point Differences and Annualized Costs - For IM, data on roll - over point differences and their annualized costs at different time points are provided, such as at 09:45, IM00 - 01 was -53.1193, IM00 - 02 was -158.791, etc. [22]. - For IC, data on roll - over point differences and their annualized costs at different time points are provided, such as at 09:45, IC00 - 01 was -26.1467, IC00 - 02 was -90.0318, etc. [24]. - For IF, data on roll - over point differences and their annualized costs at different time points are provided, such as at 09:45, IF00 - 01 was -5.99267, IF00 - 02 was -13.4098, etc. [24]. - For IH, data on roll - over point differences and their annualized costs at different time points are provided, such as at 09:45, IH00 - 01 was -1.29644, IH00 - 02 was 1.559889, etc. [26].
股指期货日度数据跟踪2025-05-08-20250508
Guang Da Qi Huo·2025-05-08 05:32