股指期货日度数据跟踪2025-06-25-20250625

1. Index Trends - On June 24th, the Shanghai Composite Index rose 1.15% to close at 3420.57 points with a trading volume of 544.882 billion yuan; the Shenzhen Component Index rose 1.68% to close at 10217.63 points with a trading volume of 869.7 billion yuan [1]. - The CSI 1000 Index rose 1.92% with a trading volume of 303.658 billion yuan, opening at 6082.74, closing at 6194.67, with a daily high of 6194.67 and a low of 6082.74 [1]. - The CSI 500 Index rose 1.62% with a trading volume of 191.935 billion yuan, opening at 5683.46, closing at 5765.84, with a daily high of 5766.02 and a low of 5683.46 [1]. - The SSE 50 Index rose 1.16% with a trading volume of 89.075 billion yuan, opening at 2685.85, closing at 2715.92, with a daily high of 2731.18 and a low of 2685.85 [1]. - The SSE 50 Index rose 1.16% with a trading volume of 89.075 billion yuan, opening at 2685.85, closing at 2715.92, with a daily high of 2731.18 and a low of 2685.85 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 116.45 points from the previous close, with sectors such as power equipment, electronics, and computer significantly contributing to the upward movement [3]. - The CSI 500 rose 91.67 points from the previous close, with electronics, power equipment, and non - banking finance sectors significantly contributing to the upward movement [3]. - The SSE 300 rose 46.13 points from the previous close, with non - banking finance, power equipment, and electronics sectors significantly contributing to the upward movement [3]. - The SSE 50 rose 31.14 points from the previous close, with non - banking finance, banks, and electronics sectors significantly contributing to the upward movement [3]. 3. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 55.17, IM01 of - 123.04, IM02 of - 195.3, and IM03 of - 370.85 [12]. - For IC contracts, IC00 had an average daily basis of - 34.93, IC01 of - 80.85, IC02 of - 127.08, and IC03 of - 244.07 [12]. - For IF contracts, IF00 had an average daily basis of - 29.83, IF01 of - 43.83, IF02 of - 50.93, and IF03 of - 81.08 [12]. - For IH contracts, IH00 had an average daily basis of - 31.25, IH01 of - 33.89, IH02 of - 32.68, and IH03 of - 32.81 [12]. 4. Futures Roll - over Point Differences and Annualized Costs - For IM contracts, various roll - over point differences and their corresponding annualized costs are presented at different time points from 09:45 to 15:00 [21]. - For IC contracts, various roll - over point differences and their corresponding annualized costs are presented at different time points from 09:45 to 15:00 [23]. - For IF contracts, various roll - over point differences and their corresponding annualized costs are presented at different time points from 09:45 to 15:00 [23]. - For IH contracts, various roll - over point differences and their corresponding annualized costs are presented at different time points from 09:45 to 15:00 [25].