Group 1: Index Trends - On July 24, the Shanghai Composite Index rose 0.65% to close at 3605.73 points, with a trading volume of 852.24 billion yuan; the Shenzhen Component Index rose 1.21% to close at 11193.06 points, with a trading volume of 992.466 billion yuan [1] - The CSI 1000 Index rose 1.42% with a trading volume of 374.406 billion yuan, opening at 6602.17, closing at 6701.12, with a daily high of 6701.12 and a low of 6602.17 [1] - The CSI 500 Index rose 1.56% with a trading volume of 320.188 billion yuan, opening at 6197.85, closing at 6293.6, with a daily high of 6293.6 and a low of 6197.85 [1] - The SSE 50 Index rose 0.4% with a trading volume of 118.138 billion yuan, opening at 2797.26, closing at 2812.44, with a daily high of 2819.13 and a low of 2791.78 [1] - The SSE 50 Index rose 0.4% with a trading volume of 118.138 billion yuan, opening at 2797.26, closing at 2812.44, with a daily high of 2819.13 and a low of 2791.78 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 93.9 points from the previous close, with sectors such as electronics, pharmaceuticals and biology, and non - ferrous metals having a significant upward pull on the index [3] - The CSI 500 rose 96.84 points from the previous close, with non - bank finance, non - ferrous metals, and pharmaceuticals and biology having a significant upward pull on the index [3] - The SSE 300 rose 29.27 points from the previous close, with non - bank finance, electronics, and pharmaceuticals and biology having a significant upward pull, while the banking sector had a downward pull [3] - The SSE 50 rose 11.24 points from the previous close, with non - bank finance, food and beverages, and electronics having a significant upward pull, while the banking sector had a downward pull [3] Group 3: Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 27.61, IM01 of - 91.7, IM02 of - 274.65, and IM03 of - 433.62 [13] - IC00 had an average daily basis of - 23.31, IC01 of - 68.3, IC02 of - 193.39, and IC03 of - 308.17 [13] - IF00 had an average daily basis of - 0.95, IF01 of - 7.45, IF02 of - 37.24, and IF03 of - 67.48 [13] - IH00 had an average daily basis of 2.25, IH01 of 3.33, IH02 of 5.32, and IH03 of 5.88 [13] Group 4: Futures Roll - over Point Differences and Annualized Costs - Data on IM, IC, IF, and IH roll - over point differences and their corresponding annualized costs at different times are provided, such as for IF at 09:45, IF00 - 01 was - 5.99267, etc. [23][26][27]
股指期货日度数据跟踪2025-07-25-20250725
Guang Da Qi Huo·2025-07-25 06:41