股指期货日度数据跟踪2025-07-01-20250701

1. Index Trends - On June 30, the Shanghai Composite Index rose 0.59% to close at 3,444.43 points, with a trading volume of 567.137 billion yuan. The Shenzhen Component Index rose 0.83% to close at 10,465.12 points, with a trading volume of 919.72 billion yuan. [1] - The CSI 1000 Index rose 1.26% with a trading volume of 336.221 billion yuan. It opened at 6,297.08, closed at 6,356.18, with a high of 6,358.03 and a low of 6,292.51. [1] - The CSI 500 Index rose 0.88% with a trading volume of 226.517 billion yuan. It opened at 5,877.67, closed at 5,915.39, with a high of 5,918.31 and a low of 5,872.23. [1] - The SSE 50 Index rose 0.16% with a trading volume of 76.464 billion yuan. It opened at 2,702.12, closed at 2,711.99, with a high of 2,716.3 and a low of 2,695.42. [1] 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 79.24 points from the previous close. Sectors such as electronics, national defense and military industry, and computer significantly pulled the index up. [2] - The CSI 500 rose 51.66 points from the previous close. Sectors such as national defense and military industry, electronics, and media significantly pulled the index up. [2] - The SSE 300 rose 14.32 points from the previous close. Sectors such as electronics, power equipment, and national defense and military industry significantly pulled the index up. [2] - The SSE 50 rose 4.42 points from the previous close. Sectors such as electronics, pharmaceutical biology, and national defense and military industry significantly pulled the index up, while sectors such as non - ferrous metals and banks pulled the index down. [2] 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 51.59, IM01 of - 114.33, IM02 of - 181.73, and IM03 of - 356.0. [12] - For IC contracts, IC00 had an average daily basis of - 38.42, IC01 of - 80.23, IC02 of - 127.59, and IC03 of - 247.16. [12] - For IF contracts, IF00 had an average daily basis of - 25.11, IF01 of - 37.67, IF02 of - 44.55, and IF03 of - 75.15. [12] - For IH contracts, IH00 had an average daily basis of - 20.28, IH01 of - 23.86, IH02 of - 24.19, and IH03 of - 23.5. [12] 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - For IM contracts, various roll - over point differences and their corresponding annualized costs were presented at different time points from 09:45 to 15:00. For example, at 09:45, IM00 - 01 was - 53.1193, IM00 - 02 was - 158.791, etc. [21] - For IC contracts, similar roll - over point differences and annualized costs were provided at different time intervals. For instance, at 09:45, IC00 - 01 was - 26.1467, IC00 - 02 was - 90.0318, etc. [23] - For IF contracts, at 09:45, IF00 - 01 was - 5.99267, IF00 - 02 was - 13.4098, etc., with roll - over point differences and annualized costs tracked throughout the day. [25] - For IH contracts, data such as at 09:45, IH00 - 01 was - 1.29644, IH00 - 02 was 1.559889, etc., were given for roll - over point differences and annualized costs. [27]