Group 1: Index Trends - On August 4th, the Shanghai Composite Index rose 0.66% to close at 3583.31 points with a trading volume of 639.776 billion yuan; the Shenzhen Component Index rose 0.46% to close at 11041.56 points with a trading volume of 858.775 billion yuan [1]. - The CSI 1000 Index rose 1.04% with a trading volume of 329.555 billion yuan, opening at 6637.84, closing at 6739.69, with a daily high of 6739.73 and a low of 6631.12 [1]. - The CSI 500 Index rose 0.78% with a trading volume of 236.649 billion yuan, opening at 6190.34, closing at 6261.73, with a daily high of 6261.96 and a low of 6187.62 [1]. - The SSE 50 Index rose 0.55% with a trading volume of 80.252 billion yuan, opening at 2748.62, closing at 2769.39, with a daily high of 2769.39 and a low of 2748.62 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 69.22 points from the previous close, with sectors such as electronics, machinery, and national defense and military industry significantly contributing to the upward movement [2]. - The CSI 500 rose 48.53 points from the previous close, with sectors such as national defense and military industry, media, and non - ferrous metals significantly contributing to the upward movement [2]. - The SSE 50 rose 15.26 points from the previous close, with sectors such as banks, non - ferrous metals, and electronics significantly contributing to the upward movement [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 35.52, IM01 of - 107.93, IM02 of - 294.98, and IM03 of - 466.83 [13]. - For IC contracts, IC00 had an average daily basis of - 34.72, IC01 of - 96.84, IC02 of - 247.57, and IC03 of - 377.49 [13]. - For IF contracts, IF00 had an average daily basis of - 6.85, IF01 of - 19.1, IF02 of - 50.68, and IF03 of - 81.55 [13]. - For IH contracts, IH00 had an average daily basis of - 0.09, IH01 of 0.34, IH02 of 2.36, and IH03 of 2.52 [13]. Group 4: Stock Index Futures Roll - over Point Differences and Annualized Costs - For IM contracts, data on roll - over 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. [21]. - For IC contracts, data on roll - over point differences and their annualized costs at different times are provided, like at 09:45, IC00 - 01 was - 26.1467, IC00 - 02 was - 90.0318 etc. [22]. - For IF contracts, data on roll - over point differences and their annualized costs at different times are provided, for example, at 09:45, IF00 - 01 was - 5.99267, IF00 - 02 was - 13.4098 etc. [23]. - For IH contracts, data on roll - over point differences and their annualized costs at different times are provided, such as at 09:45, IH00 - 01 was - 1.29644, IH00 - 02 was 1.559889 etc. [24].
股指期货日度数据跟踪2025-08-05-20250805
Guang Da Qi Huo·2025-08-05 05:06