Group 1: Index Trends - On June 9th, the Shanghai Composite Index rose by 0.43% to close at 3399.77 points, with a trading volume of 511.88 billion yuan; the Shenzhen Component Index rose by 0.65% to close at 10250.14 points, with a trading volume of 774.512 billion yuan [1]. - The CSI 1000 Index rose by 1.07% with a trading volume of 255.785 billion yuan, opening at 6161.14, closing at 6218.96, with a daily high of 6226.38 and a low of 6158.9 [1]. - The CSI 500 Index rose by 0.76% with a trading volume of 171.482 billion yuan, opening at 5772.78, closing at 5805.65, with a daily high of 5823.9 and a low of 5765.35 [1]. - The SSE 50 Index fell by 0.08% with a trading volume of 65.216 billion yuan, opening at 2689.73, closing at 2686.83, with a daily high of 2698.36 and a low of 2681.69 [1]. - The SSE 300 Index rose by 0.29% with a trading volume of 262.024 billion yuan, opening at 3877.8, closing at 3885.25, with a daily high of 3894.65 and a low of 3871.99 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 66.12 points from the previous close, with sectors such as Medicine and Biology, and Electronics significantly pulling the index up [2]. - The CSI 500 rose 43.57 points from the previous close, with sectors such as Medicine and Biology, Power Equipment, and Non - Banking Finance significantly pulling the index up [2]. - The SSE 300 rose 11.27 points from the previous close, with sectors such as Non - Banking Finance, Medicine and Biology, and Agriculture, Forestry, Animal Husbandry and Fishery significantly pulling the index up, while sectors such as Automobile and Food and Beverage pulled the index down [2]. - The SSE 50 fell 2.02 points from the previous close, with sectors such as Non - Banking Finance, Medicine and Biology, and Banks significantly pulling the index up, while sectors such as Telecommunications, Non - Ferrous Metals, and Food and Beverage pulled the index down [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 41.51, IM01 of - 133.92, IM02 of - 296.53, and IM03 of - 472.57 [12]. - For IC contracts, IC00 had an average daily basis of - 31.34, IC01 of - 101.99, IC02 of - 213.64, and IC03 of - 339.47 [12]. - For IF contracts, IF00 had an average daily basis of - 15.32, IF01 of - 51.84, IF02 of - 83.42, and IF03 of - 117.23 [12]. - For IH contracts, IH00 had an average daily basis of - 12.08, IH01 of - 43.25, IH02 of - 47.54, and IH03 of - 47.12 [12]. Group 4: Stock Index Futures Rollover Point Differences and Annualized Costs - Data on IM rollover point differences and their annualized costs were presented, including values at different time points such as 09:45, 10:00, etc., for various contract combinations (e.g., IM00 - 01, IM00 - 02) [23]. - Data on IC rollover point differences and their annualized costs were presented, including values at different time points such as 09:45, 10:00, etc., for various contract combinations (e.g., IC00 - 01, IC00 - 02) [25]. - Data on IF rollover point differences and their annualized costs were presented, including values at different time points such as 09:45, 10:00, etc., for various contract combinations (e.g., IF00 - 01, IF00 - 02) [25]. - Data on IH rollover point differences and their annualized costs were presented, including values at different time points such as 09:45, 10:00, etc., for various contract combinations (e.g., IH00 - 01, IH00 - 02) [27].
股指期货日度数据跟踪2025-06-10-20250610
Guang Da Qi Huo·2025-06-10 05:30