股指期货日度数据跟踪2025-06-26-20250626

1. Report Industry Investment Rating - Not provided in the content 2. Core Viewpoints of the Report - On June 25th, major stock indices in the A - share market showed an upward trend, with the Shanghai Composite Index rising 1.04%, the Shenzhen Component Index rising 1.72%, the CSI 1000 Index rising 1.32%, the CSI 500 Index rising 1.68%, the SSE 50 Index rising 1.17%, and the CSI 300 Index rising 1.44% [1] 3. Summary by Relevant Catalogs 3.1 Index Trends - The Shanghai Composite Index closed at 3455.97 points with a trading volume of 620.173 billion yuan; the Shenzhen Component Index closed at 10393.72 points with a trading volume of 982.567 billion yuan [1] - The CSI 1000 Index opened at 6196.15, closed at 6276.16, with a high of 6282.11, a low of 6194.15, and a trading volume of 334.998 billion yuan [1] - The CSI 500 Index opened at 5777.74, closed at 5862.55, with a high of 5866.52, a low of 5776.12, and a trading volume of 239.26 billion yuan [1] - The CSI 300 Index opened at 3907.07, closed at 3960.07, with a high of 3963.04, a low of 3902.18, and a trading volume of 361.727 billion yuan [1] - The SSE 50 Index opened at 2714.63, closed at 2747.73, with a high of 2750.39, a low of 2707.4, and a trading volume of 102.326 billion yuan [1] 3.2 Impact of Sector Movements on Index - The CSI 1000 Index rose 81.49 points compared to the previous closing price, and sectors such as computer, electronics, and national defense and military industry significantly pulled the index up [2] - The CSI 500 Index rose 96.71 points compared to the previous closing price, and sectors such as electronics, non - bank finance, and computer significantly pulled the index up [2] - The CSI 300 Index rose 56.04 points compared to the previous closing price, and sectors such as non - bank finance, banks, and power equipment significantly pulled the index up [2] - The SSE 50 Index rose 31.81 points compared to the previous closing price, and sectors such as non - bank finance, banks, and electronics significantly pulled the index up [2] 3.3 Futures Basis and Annualized Opening Costs of Futures Contracts - For IM contracts, IM00 had an average daily basis of - 55.79, IM01 had - 121.15, IM02 had - 190.18, and IM03 had - 365.53 [13] - For IC contracts, IC00 had an average daily basis of - 38.56, IC01 had - 83.93, IC02 had - 130.6, and IC03 had - 250.11 [13] - For IF contracts, IF00 had an average daily basis of - 29.5, IF01 had - 42.27, IF02 had - 48.85, and IF03 had - 80.19 [13] - For IH contracts, IH00 had an average daily basis of - 29.28, IH01 had - 32.16, IH02 had - 31.14, and IH03 had - 31.25 [13] 3.4 Futures Contract Rollover Point Differences and Annualized Costs - For IM contracts, data on rollover point differences and their annualized costs at different times (e.g., 09:45, 10:00, etc.) are provided, such as at 09:45, IM00 - 01 was - 53.1193, IM00 - 02 was - 158.791, etc. [22] - For IC contracts, similar data on rollover point differences and their annualized costs are provided, like at 09:45, IC00 - 01 was - 26.1467, IC00 - 02 was - 90.0318, etc. [24] - For IF contracts, at 09:45, IF00 - 01 was - 5.99267, IF00 - 02 was - 13.4098, etc., with corresponding annualized costs [26] - For IH contracts, at 09:45, IH00 - 01 was - 1.29644, IH00 - 02 was 1.559889, etc., along with annualized costs [28]