光大期货：股指期货日度数据跟踪-20250911

1. Index Trends - On September 10, the Shanghai Composite Index rose 0.13% to close at 3812.22 points, with a trading volume of 821.114 billion yuan; the Shenzhen Component Index rose 0.38% to close at 12557.68 points, with a trading volume of 1157.009 billion yuan [1]. - The CSI 1000 Index rose 0.06%, with a trading volume of 396.105 billion yuan. The opening price was 7214.23, the closing price was 7230.17, the highest price was 7296.0, and the lowest price was 7179.76 [1]. - The CSI 500 Index rose 0.05%, with a trading volume of 359.667 billion yuan. The opening price was 6911.11, the closing price was 6932.11, the highest price was 6977.77, and the lowest price was 6870.4 [1]. - The SSE 50 Index rose 0.37%, with a trading volume of 133.802 billion yuan. The opening price was 2928.11, the closing price was 2939.59, the highest price was 2954.44, and the lowest price was 2923.56 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 4.14 points from the previous closing price. Sectors such as computer, communication, and electronics had a significant upward pull on the index, while sectors such as basic chemicals, machinery, and power equipment had a significant downward pull [2]. - The CSI 500 rose 3.14 points from the previous closing price. Sectors such as electronics, media, and national defense and military industry had a significant upward pull on the index, while sectors such as basic chemicals, pharmaceuticals, and power equipment had a significant downward pull [2]. - The SSE 300 rose 9.1 points from the previous closing price. Sectors such as electronics, communication, and computer had a significant upward pull on the index, while sectors such as pharmaceuticals, non - ferrous metals, and power equipment had a significant downward pull [2]. - The SSE 50 rose 10.96 points from the previous closing price. Sectors such as electronics, food and beverage, and communication had a significant upward pull on the index, while the non - banking financial sector had a significant downward pull [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 48.92, IM01 had - 111.1, IM02 had - 256.62, and IM03 had - 440.96 [13]. - For IC contracts, IC00 had an average daily basis of - 45.02, IC01 had - 105.35, IC02 had - 219.54, and IC03 had - 367.48 [13]. - For IF contracts, IF00 had an average daily basis of - 9.15, IF01 had - 17.91, IF02 had - 37.36, and IF03 had - 57.04 [13]. - For IH contracts, IH00 had an average daily basis of - 1.43, IH01 had - 2.54, IH02 had - 2.66, and IH03 had - 0.32 [13]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - For IC contracts, data on roll - over point differences and their annualized costs at different times are provided, such as at 09:45, IC00 - 01 was - 68.64222, IC00 - 02 was - 225.568, etc. [23]. - For IH contracts, data on roll - over point differences and their annualized costs at different times are provided, such as at 09:45, IH00 - 01 was 0.707, IH00 - 02 was 1.4593333, etc. [24]. - For IM contracts, data on roll - over point differences and their annualized costs at different times are provided, such as at 09:45, IM00 - 01 was - 73.02267, IM00 - 02 was - 259.4522, etc. [25]. - For IF contracts, data on roll - over point differences and their annualized costs at different times are provided, such as at 09:45, IF00 - 01 was - 12.31678, IF00 - 02 was - 41.14122, etc. [26].