股指期货日度数据跟踪2025-05-16-20250516

1. Index Trends - On May 15th, the Shanghai Composite Index dropped by 0.68% to close at 3380.82 points, with a trading volume of 461.292 billion yuan; the Shenzhen Component Index fell by 1.62% to 10186.45 points, with a trading volume of 691.102 billion yuan [1]. - The CSI 1000 Index decreased by 1.68%, with a trading volume of 224.908 billion yuan. It opened at 6146.0, closed at 6057.04, reached a high of 6146.0, and a low of 6055.84 [1]. - The CSI 500 Index declined by 1.45%, with a trading volume of 165.137 billion yuan. It opened at 5786.78, closed at 5715.3, had a high of 5786.78, and a low of 5715.29 [1]. - The SSE 50 Index dropped by 0.49%, with a trading volume of 69.236 billion yuan. It opened at 2748.54, closed at 2740.3, reached a high of 2758.08, and a low of 2735.9 [1]. - The SSE 50 Index dropped by 0.49%, with a trading volume of 69.236 billion yuan. It opened at 2748.54, closed at 2740.3, reached a high of 2758.08, and a low of 2735.9 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 Index fell 103.33 points from the previous close, with sectors such as Power Equipment, Computer, and Electronics significantly dragging down the index [2]. - The CSI 500 Index declined 83.82 points from the previous close, with sectors like Computer and Electronics having a notable negative impact [2]. - The SSE 50 Index decreased 13.48 points from the previous close. The Pharmaceutical and Biological sector pulled the index up, while Non - Ferrous Metals, Electronics, and Non - Banking Finance sectors dragged it down [2]. 3. Basis and Annualized Opening Costs of Stock Index Futures - For IM contracts, IM00 had an average daily basis of - 6.51, IM01 of - 126.26, IM02 of - 323.74, and IM03 of - 467.93 [10]. - For IC contracts, IC00 had an average daily basis of - 5.11, IC01 of - 109.87, IC02 of - 274.72, and IC03 of - 386.77 [10]. - For IF contracts, IF00 had an average daily basis of - 3.23, IF01 of - 39.55, IF02 of - 104.42, and IF03 of - 142.08 [10]. - For IH contracts, IH00 had an average daily basis of - 0.91, IH01 of - 18.58, IH02 of - 50.77, and IH03 of - 53.28 [10]. 4. Point Differences in Stock Index Futures Rollover and Annualized Costs - The report provides 15 - minute average data on the point differences in IM, IC, IF, and IH futures rollover and their corresponding annualized costs [19][20][22].