Index Trends - On September 29, the Shanghai Composite Index rose 0.9% to close at 3862.53 points with a turnover of 968.212 billion yuan; the Shenzhen Component Index rose 2.05% to close at 13479.43 points with a turnover of 1193.249 billion yuan [1]. - The CSI 1000 Index rose 1.36% with a turnover of 419.535 billion yuan, opening at 7415.13, closing at 7497.83, with a daily high of 7517.12 and a low of 7376.91 [1]. - The CSI 500 Index rose 1.51% with a turnover of 433.864 billion yuan, opening at 7251.52, closing at 7350.56, with a daily high of 7377.22 and a low of 7216.74 [1]. - The SSE 50 Index rose 1.09% with a turnover of 189.969 billion yuan, opening at 2940.04, closing at 2973.04, with a daily high of 3000.48 and a low of 2922.01 [1]. - The SSE 300 Index rose 1.54% with a turnover of 693.395 billion yuan, opening at 4555.03, closing at 4620.05, with a daily high of 4647.57 and a low of 4541.43 [1]. Impact of Sector Movements on Indexes - The CSI 1000 rose 100.24 points from the previous close, with sectors such as electronics, power equipment, and non - ferrous metals significantly pulling the index up [2]. - The CSI 500 rose 109.65 points from the previous close, with sectors such as electronics, non - bank finance, and power equipment significantly pulling the index up [2]. - The SSE 300 rose 70.0 points from the previous close, with sectors such as non - bank finance, power equipment, and non - ferrous metals significantly pulling the index up [2]. - The SSE 50 rose 32.02 points from the previous close, with sectors such as non - ferrous metals, non - bank finance, and electronics significantly pulling the index up, while the banking sector pulled it down [2]. Futures Basis and Annualized Opening Costs - For IM futures, IM00 had an average daily basis of - 33.34, IM01 of - 117.12, IM02 of - 191.69, and IM03 of - 412.21 [12]. - For IC futures, IC00 had an average daily basis of - 31.0, IC01 of - 100.17, IC02 of - 150.99, and IC03 of - 329.66 [12]. - For IF futures, IF00 had an average daily basis of - 5.02, IF01 of - 17.61, IF02 of - 23.81, and IF03 of - 50.41 [12]. - For IH futures, IH00 had an average daily basis of 1.54, IH01 of 0.15, IH02 of 1.98, and IH03 of 0.3 [12]. Futures Roll - over Point Differences and Annualized Costs - Various data on the roll - over point differences and their annualized costs for IM, IC, IF, and IH futures are presented in the report, including values at different time points such as 09:45, 10:00, etc. For example, for IM futures at 09:45, IM00 - 01 was - 73.02267, IM00 - 02 was - 259.4522, etc. [23][25][26]
股指期货日度数据跟踪-20250930
Guang Da Qi Huo·2025-09-30 05:17