Report Summary 1. Index Performance - On August 28, the Shanghai Composite Index rose 1.14% to close at 3,843.6 points with a trading volume of 1.265186 trillion yuan; the Shenzhen Component Index rose 2.25% to close at 12,571.37 points with a trading volume of 1.705617 trillion yuan [1]. - The CSI 1000 Index rose 1.51% with a trading volume of 631.712 billion yuan, opening at 7,331.19, closing at 7,447.11, reaching a high of 7,447.11 and a low of 7,216.77 [1]. - The CSI 500 Index rose 2.17% with a trading volume of 563.652 billion yuan, opening at 6,858.5, closing at 7,011.16, reaching a high of 7,011.16 and a low of 6,798.93 [1]. - The SSE 50 Index rose 1.45% with a trading volume of 195.215 billion yuan, opening at 2,918.53, closing at 2,960.73, reaching a high of 2,963.07 and a low of 2,906.65 [1]. 2. Sector Impact on Indexes - The CSI 1000 rose 110.61 points from the previous close, with sectors such as electronics and communication significantly pulling the index up [2]. - The CSI 500 rose 148.6 points from the previous close, with sectors such as electronics and computer significantly pulling the index up [2]. - The SSE 50 rose 42.35 points from the previous close, with the electronics sector significantly pulling the index up [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of -51.98, IM01 -105.75, IM02 -225.02, and IM03 -389.19 [12]. - IC00 had an average daily basis of -33.72, IC01 -75.41, IC02 -168.85, and IC03 -300.35 [12]. - IF00 had an average daily basis of -0.46, IF01 -7.38, IF02 -19.21, and IF03 -41.1 [12]. - IH00 had an average daily basis of 0.34, IH01 0.4, IH02 2.57, and IH03 4.97 [12]. 4. Stock Index Futures Rollover Point Differences and Annualized Costs - The report provides data on the rollover point differences and their annualized costs for IM, IC, IF, and IH futures contracts at different time intervals [21][23][25][26].
股指期货日度数据跟踪2025-08-29-20250829
Guang Da Qi Huo·2025-08-29 05:10