股指期货日度数据跟踪2025-09-10-20250910

1. Index Trends - On September 9th, the Shanghai Composite Index decreased by 0.51% to close at 3807.29 points, with a trading volume of 917.795 billion yuan. The Shenzhen Component Index decreased by 1.23% to close at 12510.6 points, with a trading volume of 1200.728 billion yuan [1]. - The CSI 1000 Index decreased by 1.16% with a trading volume of 431.929 billion yuan. The opening price was 7287.4, the closing price was 7226.03, the highest price was 7315.97, and the lowest price was 7198.32 [1]. - The CSI 500 Index decreased by 0.9% with a trading volume of 394.762 billion yuan. The opening price was 6959.94, the closing price was 6928.97, the highest price was 6999.73, and the lowest price was 6895.51 [1]. - The SSE 50 Index decreased by 0.38% with a trading volume of 139.241 billion yuan. The opening price was 2928.53, the closing price was 2928.63, the highest price was 2949.54, and the lowest price was 2915.04 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 decreased by 85.0 points compared to the previous closing price. Sectors such as Computer, Medicine & Biology, and Electronics significantly pulled the index down [2]. - The CSI 500 decreased by 63.15 points compared to the previous closing price. Sectors such as Medicine & Biology, Computer, and Electronics significantly pulled the index down [2]. - The SSE 300 decreased by 31.31 points compared to the previous closing price. The Banking sector significantly pulled the index up, while sectors such as Medicine & Biology, Power Equipment, and Electronics significantly pulled the index down [2]. - The SSE 50 decreased by 11.25 points compared to the previous closing price. Sectors such as Non - Ferrous Metals, Banking, and Food & Beverage significantly pulled the index up, while sectors such as Communication, Medicine & Biology, and Electronics significantly pulled the index down [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was -65.66, IM01 was -124.63, IM02 was -267.2, and IM03 was -445.73 [13]. - For IC contracts, the average daily basis for IC00 was -55.17, IC01 was -112.43, IC02 was -226.53, and IC03 was -371.08 [13]. - For IF contracts, the average daily basis for IF00 was -8.25, IF01 was -15.74, IF02 was -35.66, and IF03 was -54.15 [13]. - For IH contracts, the average daily basis for IH00 was -2.13, IH01 was -3.06, IH02 was -2.44, and IH03 was -0.23 [13]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - For IC contracts, the roll - over point differences and their corresponding annualized costs varied throughout the day. For example, at 09:45, the IC00 - 01 was -68.64222, IC00 - 02 was -225.568, etc. [24]. - For IH contracts, at 09:45, the IH00 - 01 was 0.707, IH00 - 02 was 1.4593333, etc. The values changed over different time points [25]. - For IM contracts, at 09:45, the IM00 - 01 was -73.02267, IM00 - 02 was -259.4522, etc. The values were dynamic during the trading day [26]. - For IF contracts, at 09:45, the IF00 - 01 was -12.31678, IF00 - 02 was -41.14122, etc. The roll - over point differences and annualized costs changed over time [27].