股指期货日度数据跟踪2025-06-17-20250617

1. Index Trends - On June 16th, the Shanghai Composite Index rose by 0.35% to close at 3388.73 points, with a trading volume of 481.594 billion yuan; the Shenzhen Component Index rose by 0.41% to close at 10163.55 points, with a trading volume of 733.481 billion yuan [1]. - The CSI 1000 Index rose by 0.68% with a trading volume of 253.088 billion yuan, opening at 6089.96, closing at 6147.46, reaching a high of 6151.51 and a low of 6089.96 [1]. - The CSI 500 Index rose by 0.48% with a trading volume of 170.989 billion yuan, opening at 5725.0, closing at 5767.81, reaching a high of 5775.95 and a low of 5725.0 [1]. - The SSE 50 Index rose by 0.32% with a trading volume of 68.811 billion yuan, opening at 2666.82, closing at 2685.01, reaching a high of 2687.11 and a low of 2664.43 [1]. - The SSE 300 Index rose by 0.25% with a trading volume of 246.861 billion yuan, opening at 3853.62, closing at 3873.8, reaching a high of 3876.17 and a low of 3853.62 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 41.45 points from the previous close, with sectors such as computer, power equipment, and media significantly pulling the index up [3]. - The CSI 500 rose 27.57 points from the previous close, with sectors such as media, electronics, and non - bank finance significantly pulling the index up, while the pharmaceutical and biological sector pulled it down [3]. - The SSE 300 rose 9.62 points from the previous close, with sectors such as banks, non - bank finance, and electronics significantly pulling the index up, while sectors such as automobiles, non - ferrous metals, and pharmaceutical and biological pulled it down [3]. - The SSE 50 rose 8.58 points from the previous close, with sectors such as banks and non - bank finance significantly pulling the index up, while non - ferrous metals pulled it down [3]. 3. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 13.01, IM01 of - 107.61, IM02 of - 269.2, and IM03 of - 449.07 [13]. - For IC contracts, IC00 had an average daily basis of - 5.28, IC01 of - 78.58, IC02 of - 185.61, and IC03 of - 311.9 [13]. - For IF contracts, IF00 had an average daily basis of - 2.83, IF01 of - 45.25, IF02 of - 73.74, and IF03 of - 104.93 [13]. - For IH contracts, IH00 had an average daily basis of - 5.71, IH01 of - 43.45, IH02 of - 48.57, and IH03 of - 50.32 [13]. 4. Futures Roll - over Point Differences and Annualized Costs - Multiple tables show the roll - over point differences and their annualized costs for IM, IC, IF, and IH contracts at different time points [23][25][26].