Index Trends - On July 17th, the Shanghai Composite Index rose 0.37% to close at 3516.83 points with a trading volume of 609.791 billion yuan; the Shenzhen Component Index rose 1.43% to close at 10873.62 points with a trading volume of 929.578 billion yuan [1]. - The CSI 1000 Index rose 1.14% with a trading volume of 325.984 billion yuan, opening at 6458.41, closing at 6535.67, with a high of 6535.67 and a low of 6451.15 [1]. - The CSI 500 Index rose 1.08% with a trading volume of 235.043 billion yuan, opening at 6013.71, closing at 6082.46, with a high of 6082.46 and a low of 6013.04 [1]. - The SSE 300 Index rose 0.68% with a trading volume of 325.517 billion yuan, opening at 4005.07, closing at 4034.49, with a high of 4034.59 and a low of 4005.07 [1]. - The SSE 50 Index rose 0.12% with a trading volume of 74.646 billion yuan, opening at 2737.35, closing at 2744.26, with a high of 2744.74 and a low of 2732.35 [1]. Impact of Sector Movements on Indexes - The CSI 1000 rose 73.61 points from the previous close, with sectors such as Medicine & Biology, Electronics, and Machinery having a significant upward pull on the index [3]. - The CSI 500 rose 65.27 points from the previous close, with sectors such as Electronics, Medicine & Biology, and National Defense & Military Industry having a significant upward pull on the index [3]. - The SSE 300 rose 27.29 points from the previous close, with sectors such as Electronics, Communication, and Medicine & Biology having a significant upward pull on the index [3]. - The SSE 50 rose 3.36 points from the previous close, with sectors such as Food & Beverage, Medicine & Biology, and National Defense & Military Industry having a significant upward pull, while sectors such as Transportation, Communication, and Banking had a downward pull [3]. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of -8.13, IM01 -75.98, IM02 -151.1, and IM03 -336.78 [14]. - For IC contracts, IC00 had an average daily basis of -1.49, IC01 -54.76, IC02 -108.14, and IC03 -235.3 [14]. - For IF contracts, IF00 had an average daily basis of -3.57, IF01 -15.25, IF02 -27.9, and IF03 -63.8 [14]. - For IH contracts, IH00 had an average daily basis of -2.73, IH01 -5.16, IH02 -5.96, and IH03 -4.36 [14]. Futures Roll - over Point Differences and Annualized Costs - Data on the roll - over point differences and their annualized costs for IM, IC, IF, and IH contracts at different time points from 09:45 to 15:00 are presented in detailed tables [25][26][27][28].
股指期货日度数据跟踪2025-07-18-20250718
Guang Da Qi Huo·2025-07-18 05:50