股指期货日度数据跟踪2025-06-05-20250605

1. Index Trends - On June 4th, the Shanghai Composite Index rose 0.42% to close at 3376.2 points with a trading volume of 446.845 billion yuan; the Shenzhen Component Index rose 0.87% to close at 10144.58 points with a trading volume of 706.203 billion yuan [1]. - The CSI 1000 Index rose 0.88% with a trading volume of 232.04 billion yuan, opening at 6067.83, closing at 6123.17, with a daily high of 6124.7 and a low of 6067.83 [1]. - The CSI 500 Index rose 0.78% with a trading volume of 150.315 billion yuan, opening at 5696.57, closing at 5739.01, with a daily high of 5744.45 and a low of 5696.57 [1]. - The SSE 50 Index rose 0.13% with a trading volume of 51.109 billion yuan, opening at 2688.74, closing at 2690.82, with a daily high of 2699.67 and a low of 2687.3 [1]. - The SSE 300 Index rose 0.43% with a trading volume of 211.736 billion yuan, opening at 3855.49, closing at 3868.74, with a daily high of 3875.86 and a low of 3855.49 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 53.13 points from the previous close, with sectors such as power equipment significantly pulling the index up [2]. - The CSI 500 rose 44.17 points from the previous close, with sectors such as electronics, pharmaceutical and biological, and non - bank finance significantly pulling the index up [2]. - The SSE 300 rose 16.73 points from the previous close, with sectors such as electronics, non - bank finance, and communication significantly pulling the index up, while transportation sectors pulled it down [2]. - The SSE 50 rose 3.52 points from the previous close, with sectors such as electronics, non - bank finance, and pharmaceutical and biological pulling the index up, while sectors like banks, utilities, and transportation pulled it down [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 64.19, IM01 of - 156.68, IM02 of - 321.86, and IM03 of - 501.29 [13]. - IC00 had an average daily basis of - 45.82, IC01 of - 115.92, IC02 of - 233.59, and IC03 of - 363.47 [13]. - IF00 had an average daily basis of - 23.62, IF01 of - 61.74, IF02 of - 96.86, and IF03 of - 135.77 [13]. - IH00 had an average daily basis of - 16.54, IH01 of - 46.96, IH02 of - 52.85, and IH03 of - 53.34 [13]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - Detailed data on the 15 - minute average roll - over point differences and their annualized costs for IM, IC, IF, and IH are provided, including values at different time points such as 09:45, 10:00, etc. [22][24][25][27]