股指期货日度数据跟踪2025-09-16-20250916

1. Report Industry Investment Rating There is no relevant content provided in the report. 2. Core Viewpoints of the Report The report presents a comprehensive analysis of the performance of major stock indices on September 15, including their intraday trends, the impact of sector movements on index changes, and the basis and cost data of stock index futures [1][3]. 3. Summary by Relevant Catalogs Index Trends - On September 15, the Shanghai Composite Index closed at 3860.5 points with a decline of 0.26% and a trading volume of 986.172 billion yuan; the Shenzhen Component Index closed at 13005.77 points with an increase of 0.63% and a trading volume of 1291.213 billion yuan [1]. - The CSI 1000 Index closed at 7415.57 points with a decline of 0.1% and a trading volume of 475.105 billion yuan; the CSI 500 Index closed at 7137.36 points with a decline of 0.15% and a trading volume of 441.829 billion yuan [1]. - The SSE 50 Index closed at 2962.62 points with a decline of 0.2% and a trading volume of 145.698 billion yuan; the SSE 300 Index closed at 4533.06 points with an increase of 0.24% and a trading volume of 613.315 billion yuan [1]. Impact of Sector Movements on Index Changes - The CSI 1000 Index decreased by 7.31 points. Sectors such as pharmaceutical biology, power equipment, and automobiles had a significant positive impact, while national defense and military industry, non - ferrous metals, and computer sectors had a negative impact [3]. - The CSI 500 Index decreased by 10.39 points. Media, automobile, and power equipment sectors pulled the index up, while non - ferrous metals, pharmaceutical biology, and electronics sectors pulled it down [3]. - The SSE 300 Index increased by 11.06 points. Power equipment, automobile, and agriculture, forestry, animal husbandry, and fishery sectors contributed positively, while non - bank finance, banking, and communication sectors had a negative impact [3]. - The SSE 50 Index decreased by 5.92 points. Electronics, pharmaceutical biology, and automobile sectors had a positive impact, while communication, non - bank finance, and banking sectors pulled the index down [3]. Basis and Annualized Opening Costs of Stock Index Futures - IM00 had an average daily basis of - 35.46, IM01 of - 104.78, IM02 of - 257.48, and IM03 of - 465.25 [12]. - IC00 had an average daily basis of - 20.83, IC01 of - 82.03, IC02 of - 189.44, and IC03 of - 349.6 [12]. - IF00 had an average daily basis of - 4.11, IF01 of - 13.84, IF02 of - 36.38, and IF03 of - 61.42 [12]. - IH00 had an average daily basis of - 0.54, IH01 of - 0.48, IH02 of 0.23, and IH03 of 2.65 [12]. Point Differences in Contract Roll - over and Annualized Costs of Stock Index Futures - The report provides data on the point differences in contract roll - over and their annualized costs for IM, IC, IF, and IH stock index futures at different time intervals, such as 15 - minute average values [20][22][24].