股指期货日度数据跟踪2025-09-17-20250917

1. Index Trends - On September 16, the Shanghai Composite Index rose 0.04% to close at 3861.87 points, with a trading volume of 989.786 billion yuan; the Shenzhen Component Index rose 0.45% to close at 13063.97 points, with a trading volume of 1351.615 billion yuan [1]. - The CSI 1000 Index rose 0.92% with a trading volume of 474.734 billion yuan, opening at 7426.41, closing at 7483.63, with a daily high of 7487.07 and a low of 7364.73 [1]. - The CSI 500 Index rose 0.75% with a trading volume of 435.21 billion yuan, opening at 7152.19, closing at 7190.99, with a daily high of 7195.42 and a low of 7080.43 [1]. - The SSE 300 Index fell 0.21% with a trading volume of 613.728 billion yuan, opening at 4539.92, closing at 4523.34, with a daily high of 4552.42 and a low of 4494.79 [1]. - The SSE 50 Index fell 0.5% with a trading volume of 155.43 billion yuan, opening at 2969.23, closing at 2947.82, with a daily high of 2974.95 and a low of 2942.3 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 68.06 points from the previous close, with sectors such as electronics, machinery, and computers having a significant positive impact [2]. - The CSI 500 rose 53.63 points from the previous close, with sectors such as electronics, automobiles, and computers having a significant positive impact [2]. - The SSE 300 fell 9.72 points from the previous close, with sectors such as computers, electronics, and machinery having a positive impact, while non - ferrous metals, non - banking finance, and banks had a negative impact [2]. - The SSE 50 fell 14.8 points from the previous close, with the electronics sector having a positive impact, while food and beverage, non - banking finance, and banks had a negative impact [2]. 3. Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was - 26.35, IM01 was - 95.74, IM02 was - 248.6, and IM03 was - 455.45 [12]. - For IC contracts, the average daily basis for IC00 was - 18.99, IC01 was - 77.14, IC02 was - 186.78, and IC03 was - 345.03 [12]. - For IF contracts, the average daily basis for IF00 was - 3.61, IF01 was - 12.63, IF02 was - 33.84, and IF03 was - 58.86 [12]. - For IH contracts, the average daily basis for IH00 was 0.17, IH01 was - 0.2, IH02 was 0.6, and IH03 was 3.13 [12]. 4. Futures Roll - over Point Differences and Annualized Costs - The document provides data on the roll - over point differences and their annualized costs for IM, IC, IF, and IH contracts at different 15 - minute intervals [23][25][27][28].