股指期货日度数据跟踪2025-09-02-20250902

Index Trends - On September 1st, the Shanghai Composite Index rose 0.46% to close at 3875.53 points, with a trading volume of 1208.348 billion yuan; the Shenzhen Component Index rose 1.05% to close at 12828.95 points, with a trading volume of 1541.613 billion yuan [1]. - The CSI 1000 Index rose 0.84% with a trading volume of 564.568 billion yuan, opening at 7475.0, closing at 7501.15, with a daily high of 7502.59 and a low of 7424.34 [1]. - The CSI 500 Index rose 0.94% with a trading volume of 536.161 billion yuan, opening at 7087.73, closing at 7110.29, with a daily high of 7110.69 and a low of 7038.34 [1]. - The SSE 50 Index rose 0.16% with a trading volume of 195.262 billion yuan, opening at 2986.65, closing at 2981.2, with a daily high of 2988.55 and a low of 2965.45 [1]. - The SSE 300 Index rose 0.6% with a trading volume of 770.378 billion yuan, opening at 4516.88, closing at 4523.71, with a daily high of 4528.13 and a low of 4487.53 [1]. Impact of Sector Movements on Index - The CSI 1000 rose 62.47 points from the previous close, with sectors such as electronics, biomedicine, and non - ferrous metals significantly pulling the index up [2]. - The CSI 500 rose 66.35 points from the previous close, with biomedicine, electronics, and non - ferrous metals sectors significantly pulling the index up [2]. - The SSE 300 rose 26.95 points from the previous close, with communication, biomedicine, and non - ferrous metals sectors pulling the index up, while banking and non - banking finance sectors pulling it down [2]. - The SSE 50 rose 4.73 points from the previous close, with non - ferrous metals, biomedicine, and electronics sectors pulling the index up, while food and beverage, banking, and non - banking finance sectors pulling it down [2]. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 93.15, IM01 of - 154.48, IM02 of - 288.35, and IM03 of - 468.81 [12]. - For IC contracts, IC00 had an average daily basis of - 70.43, IC01 of - 117.84, IC02 of - 223.47, and IC03 of - 371.28 [12]. - For IF contracts, IF00 had an average daily basis of - 6.04, IF01 of - 11.49, IF02 of - 25.94, and IF03 of - 48.15 [12]. - For IH contracts, IH00 had an average daily basis of - 0.62, IH01 of - 2.63, IH02 of 0.05, and IH03 of 2.4 [12]. Stock Index Futures Roll - over Point Differences and Annualized Costs - The report provides 15 - minute average data on roll - over point differences and their annualized costs for IC, IF, IH, and IM contracts from 09:45 to 15:00 [20][21][24][25].