股指期货日度数据跟踪2025-07-31-20250731

1. Index Trends - On July 30, the Shanghai Composite Index rose 0.17% to close at 3615.72 points, with a trading volume of 819.628 billion yuan; the Shenzhen Component Index fell 0.77% to close at 11203.03 points, with a trading volume of 1024.652 billion yuan [1]. - The CSI 1000 Index fell 0.82% with a trading volume of 392.675 billion yuan, opening at 6758.33, closing at 6718.48, with a daily high of 6770.88 and a low of 6662.91 [1]. - The CSI 500 Index fell 0.65% with a trading volume of 304.778 billion yuan, opening at 6345.37, closing at 6314.69, with a daily high of 6368.27 and a low of 6269.51 [1]. - The SSE 50 Index rose 0.38% with a trading volume of 112.597 billion yuan, opening at 2809.44, closing at 2819.35, with a daily high of 2842.47 and a low of 2802.74 [1]. - The CSI 300 Index fell 0.02% with a trading volume of 445.168 billion yuan, opening at 4148.94, closing at 4151.24, with a daily high of 4185.21 and a low of 4127.43 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 dropped 55.4 points from the previous close, with sectors such as non - ferrous metals, power equipment, and computers significantly dragging down the index [2]. - The CSI 500 dropped 41.44 points from the previous close, with power equipment, computers, and non - bank finance sectors having a significant downward pull on the index [2]. - The CSI 300 dropped 0.78 points from the previous close, with banks, food and beverage, and pharmaceutical biology sectors pulling the index up, while computers, electronics, and power equipment sectors pulling it down [2]. - The SSE 50 rose 10.76 points from the previous close, with banks, non - bank finance, and food and beverage sectors pulling the index up, and the electronics sector pulling it down [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was - 48.99, IM01 was - 119.91, IM02 was - 303.97, and IM03 was - 472.07 [13]. - IC00 average daily basis was - 46.19, IC01 was - 102.76, IC02 was - 241.09, and IC03 was - 367.61 [13]. - IF00 average daily basis was - 6.78, IF01 was - 17.41, IF02 was - 49.47, and IF03 was - 83.1 [13]. - IH00 average daily basis was 0.36, IH01 was 0.26, IH02 was 0.43, and IH03 was 0.33 [13]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - Data on IM, IC, IF, and IH roll - over point differences and their corresponding annualized costs are presented in the relevant tables and figures, including specific values at different time points [20][21][22][23][24][25]