股指期货日度数据跟踪2025-08-20-20250820

Report Overview - This is a daily data tracking report on stock index futures dated August 20, 2025, covering index trends, impacts of sector movements on indices, basis and annualized opening costs of stock index futures, and points differences and annualized costs during contract roll - overs [1] Index Trends - On August 19, the Shanghai Composite Index dropped 0.02% to close at 3727.29 points with a turnover of 1.060899 trillion yuan; the Shenzhen Component Index fell 0.12% to 11821.63 points with a turnover of 1.52747 trillion yuan [1] - The CSI 1000 Index rose 0.07% with a turnover of 558.781 billion yuan, opening at 7231.93, closing at 7242.85, hitting a high of 7289.03 and a low of 7193.59 [1] - The CSI 500 Index declined 0.19% with a turnover of 444.629 billion yuan, opening at 6663.16, closing at 6655.31, reaching a high of 6707.11 and a low of 6631.12 [1] - The SSE 50 Index tumbled 0.93% with a turnover of 153.14 billion yuan, opening at 2843.28, closing at 2812.42, peaking at 2858.41 and bottoming at 2812.3 [1] - The SSE 300 Index decreased 0.38% with a turnover of 553.536 billion yuan, opening at 4241.77, closing at 4223.37, reaching a high of 4264.23 and a low of 4215.21 [1] Impacts of Sector Movements on Indices - The CSI 1000 Index rose 5.25 points compared to the previous closing price. Sectors like communication, automotive, and computer pulled the index up, while basic chemicals, pharmaceuticals, and national defense and military industries dragged it down [3] - The CSI 500 Index dropped 12.86 points. Sectors such as computer, household appliances, and communication boosted the index, while basic chemicals, non - bank finance, and national defense and military industries weighed it down [3] - The SSE 300 Index fell 16.04 points. Sectors like communication and food and beverage supported the index, while power equipment, pharmaceuticals, and non - bank finance dampened it [3] - The SSE 50 Index declined 26.45 points. Sectors including electronics, pharmaceuticals, and non - bank finance had a negative impact on the index [3] Basis and Annualized Opening Costs of Stock Index Futures - For IM contracts, IM00 had an average daily basis of - 49.32, IM01 of - 96.6, IM02 of - 209.21, and IM03 of - 366.06 [13] - For IC contracts, IC00 had an average daily basis of - 50.15, IC01 of - 89.41, IC02 of - 176.29, and IC03 of - 299.12 [13] - For IF contracts, IF00 had an average daily basis of - 3.95, IF01 of - 9.41, IF02 of - 21.61, and IF03 of - 41.08 [13] - For IH contracts, IH00 had an average daily basis of 3.34, IH01 of 3.8, IH02 of 6.81, and IH03 of 9.06 [13] Points Differences and Annualized Costs during Contract Roll - overs - For IM contracts, data on points differences and annualized costs between different contract periods (e.g., IM00 - 01, IM00 - 02, etc.) at different times (from 09:45 to 15:00) are provided [23] - For IC contracts, similar data on points differences and annualized costs between different contract periods at different times are presented [27] - For IF contracts, relevant data on points differences and annualized costs between different contract periods at different times are given [25] - For IH contracts, data on points differences and annualized costs between different contract periods at different times are also included [26]