股指期货日度数据跟踪2025-05-13-20250513

1. Index Movements - On May 12, the Shanghai Composite Index rose 0.82% to close at 3369.24 points, with a trading volume of 522.081 billion yuan; the Shenzhen Component Index rose 1.72% to close at 10301.16 points, with a trading volume of 786.329 billion yuan [1]. - The CSI 1000 Index rose 1.4%, with a trading volume of 264.308 billion yuan, opening at 6122.67, closing at 6167.46, with a daily high of 6167.46 and a low of 6110.02 [1]. - The CSI 500 Index rose 1.26%, with a trading volume of 199.427 billion yuan, opening at 5751.44, closing at 5793.67, with a daily high of 5794.52 and a low of 5737.46 [1]. - The SSE 300 Index rose 1.16%, with a trading volume of 296.123 billion yuan, opening at 3866.53, closing at 3890.61, with a daily high of 3890.73 and a low of 3859.03 [1]. - The SSE 50 Index rose 0.69%, with a trading volume of 78.88 billion yuan, opening at 2688.75, closing at 2702.62, with a daily high of 2710.61 and a low of 2681.96 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 85.38 points from the previous closing price, with sectors such as electronics, power equipment, and machinery significantly pulling the index up [3]. - The CSI 500 rose 71.95 points from the previous closing price, with sectors such as national defense and military industry, electronics, and computer significantly pulling the index up [3]. - The SSE 300 rose 44.45 points from the previous closing price, with sectors such as non - bank finance, power equipment, and electronics significantly pulling the index up [3]. - The SSE 50 rose 18.61 points from the previous closing price, with sectors such as non - bank finance, food and beverage, and banks significantly pulling the index up, while the pharmaceutical and biological sector pulled the index down [3]. 3. Stock Index Futures Basis and Annualized Opening Costs Converted from Basis - IM00 average daily basis was - 21.01, IM01 was - 134.41, IM02 was - 324.53, and IM03 was - 465.93 [12]. - IC00 average daily basis was - 12.18, IC01 was - 112.94, IC02 was - 271.41, and IC03 was - 377.95 [12]. - IF00 average daily basis was - 4.8, IF01 was - 37.52, IF02 was - 102.79, and IF03 was - 139.79 [12]. - IH00 average daily basis was 0.39, IH01 was - 16.22, IH02 was - 49.71, and IH03 was - 53.42 [12]. 4. Stock Index Futures Roll - over Point Differences and Their Annualized Costs - Data on IM roll - over point differences and their annualized costs were presented, including values at different time points such as 09:45, 10:00, etc. [22]. - Similar data for IC, IF, and IH roll - over point differences and their annualized costs were also provided with values at multiple time points [23][25]