股指期货日度数据跟踪2025-08-13-20250813

1. Report Industry Investment Rating - No information provided in the report. 2. Core View of the Report - The report presents the index trends, sector - related impacts on indices, and data on futures basis, cost, and points differentials for various indices on August 12th. 3. Summary of Each Section Index Trends - On August 12th, the Shanghai Composite Index rose 0.5% to 3665.92 points with a trading volume of 778.161 billion yuan; the Shenzhen Component Index rose 0.53% to 11351.63 points with a trading volume of 1103.359 billion yuan [1]. - The CSI 1000 Index rose 0.28% with a trading volume of 409.923 billion yuan; the CSI 500 Index rose 0.41% with a trading volume of 290.495 billion yuan; the SSE 50 Index rose 0.61% with a trading volume of 109.688 billion yuan; the CSI 300 Index rose 0.52% with a trading volume of 383.088 billion yuan [1]. Impact of Sector Movements on Indices - The CSI 1000 rose 19.67 points, with sectors like electronics, communication, and non - bank finance pulling the index up, and non - ferrous metals pulling it down [2]. - The CSI 500 rose 26.4 points, with electronics, machinery, and non - bank finance pulling it up, and non - ferrous metals and national defense and military industry pulling it down [2]. - The CSI 300 rose 21.32 points, with electronics, communication, and non - bank finance pulling it up [2]. - The SSE 50 rose 17.11 points, with electronics, banks, and non - bank finance pulling it up, and food and beverage pulling it down [2]. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 5.26, IM01 of - 76.54, IM02 of - 264.55, and IM03 of - 446.98 [13]. - For IC contracts, IC00 had an average daily basis of - 8.04, IC01 of - 74.4, IC02 of - 229.64, and IC03 of - 365.56 [13]. - For IF contracts, IF00 had an average daily basis of - 1.26, IF01 of - 13.73, IF02 of - 42.76, and IF03 of - 74.94 [13]. - For IH contracts, IH00 had an average daily basis of - 0.03, IH01 of 0.34, IH02 of 0.66, and IH03 of 0.06 [13]. Futures Roll - over Point Differences and Annualized Costs - Detailed data on the roll - over point differences and their annualized costs for IM, IC, IF, and IH contracts are provided at different time points from 09:45 to 15:00 [23][24][25][26].