股指期货日度数据跟踪2025-05-14-20250514

Report Summary 1. Index Trends - On May 13th, the Shanghai Composite Index rose 0.17% to close at 3374.87 points with a trading volume of 506.609 billion yuan; the Shenzhen Component Index fell 0.13% to close at 10288.08 points with a trading volume of 784.916 billion yuan [1]. - The CSI 1000 Index fell 0.27% with a trading volume of 263.463 billion yuan; the CSI 500 Index fell 0.21% with a trading volume of 194.252 billion yuan; the SSE 50 Index rose 0.2% with a trading volume of 69.358 billion yuan; the SSE 300 Index rose 0.15% with a trading volume of 267.586 billion yuan [1]. 2. Impact of Sector Movements on Indexes - For the CSI 1000, sectors such as Medicine & Biology and Banking had a significant positive impact, while sectors like Computer, National Defense & Military Industry, and Electronics had a negative impact [3]. - For the CSI 500, Medicine & Biology and Banking pulled the index up, while Electronics, Computer, and National Defense & Military Industry pulled it down [3]. - For the SSE 300, Banking, Power Equipment, and Medicine & Biology boosted the index, while Electronics, Non - Banking Finance, and National Defense & Military Industry dragged it down [3]. - For the SSE 50, Banking, Power Equipment, and Medicine & Biology contributed positively, while Electronics, Non - Banking Finance, and Food & Beverage had a negative effect [3]. 3. Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 28.2, IM01 of - 154.3, IM02 of - 346.67, and IM03 of - 489.3 [13]. - IC00 had an average daily basis of - 18.12, IC01 of - 128.41, IC02 of - 291.39, and IC03 of - 401.14 [13]. - IF00 had an average daily basis of - 7.03, IF01 of - 45.26, IF02 of - 113.55, and IF03 of - 151.61 [13]. - IH00 had an average daily basis of - 0.67, IH01 of - 20.26, IH02 of - 53.63, and IH03 of - 57.01 [13]. 4. 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 futures contracts [24][25][27].