股指期货日度数据跟踪2025-10-14-20251014

1. Report Industry Investment Rating No relevant content provided. 2. Core Viewpoints of the Report No clear core viewpoints are presented in the given text. The report mainly provides data on index trends, the impact of sector fluctuations on indices, futures basis, and futures rollover point differences. 3. Summary by Relevant Catalogs 3.1 Index Trends - On October 13th, the Shanghai Composite Index closed at 3889.5 points with a change of -0.19% and a trading volume of 1085.414 billion yuan; the Shenzhen Component Index closed at 13231.47 points with a change of -0.93% and a trading volume of 1269.327 billion yuan [1]. - The CSI 1000 Index had a change of -0.19% and a trading volume of 470.991 billion yuan, with an opening price of 7250.58, a closing price of 7519.76, a daily high of 7535.21, and a daily low of 7250.58 [1]. - The CSI 500 Index had a change of -0.29% and a trading volume of 473.286 billion yuan, with an opening price of 7135.1, a closing price of 7376.56, a daily high of 7391.82, and a daily low of 7135.1 [1]. - The SSE 50 Index had a change of -0.26% and a trading volume of 185.783 billion yuan, with an opening price of 2917.88, a closing price of 2967.21, a daily high of 2972.19, and a daily low of 2917.88 [1]. 3.2 Impact of Sector Fluctuations on Indices - The CSI 1000 Index rose -14.06 points compared to the previous closing price. Sectors such as electronics, non - ferrous metals, and national defense and military industry had a significant upward pull on the index, while sectors like machinery, pharmaceuticals, and automobiles had a downward pull [2]. - The CSI 500 Index rose -21.66 points compared to the previous closing price. Non - ferrous metals and electronics had an upward pull, while machinery, automobiles, and pharmaceuticals had a downward pull [2]. - The SSE 300 Index rose -22.85 points compared to the previous closing price. Non - ferrous metals and banks had an upward pull, while power equipment, pharmaceuticals, and non - bank finance had a downward pull [2]. - The SSE 50 Index rose -7.64 points compared to the previous closing price. Electronics, non - ferrous metals, and computers had an upward pull, while food and beverage, non - bank finance, and pharmaceuticals had a downward pull [2]. 3.3 Futures Basis and Annualized Opening Costs - For IM futures, IM00 had an average daily basis of -23.79, IM01 of -112.03, IM02 of -191.57, and IM03 of -414.08 [12]. - For IC futures, IC00 had an average daily basis of -15.26, IC01 of -87.02, IC02 of -132.55, and IC03 of -296.72 [12]. - For IF futures, IF00 had an average daily basis of -5.07, IF01 of -15.92, IF02 of -25.96, and IF03 of -45.99 [12]. - For IH futures, IH00 had an average daily basis of -1.73, IH01 of -4.12, IH02 of -4.67, and IH03 of -3.62 [12]. 3.4 Futures Rollover Point Differences and Annualized Costs - Details of the rollover point differences and their annualized costs for IM, IC, IF, and IH futures are provided in the corresponding tables, including data at different time points such as 09:45, 10:00, etc. [22][23][25][27].