股指期货日度数据跟踪2025-10-17-20251017

1. Report Industry Investment Rating No relevant content provided. 2. Core Viewpoints of the Report No core viewpoints are explicitly presented in the provided content. The report mainly presents data on stock index trends, the impact of sector movements on indices, and data related to stock index futures, without summarizing a clear core view. 3. Summary by Relevant Catalogs 3.1 Index Trends - On October 16th, the Shanghai Composite Index rose 0.1% to close at 3916.23 points, with a trading volume of 869.265 billion yuan; the Shenzhen Component Index fell 0.25% to close at 13086.41 points, with a trading volume of 1061.873 billion yuan [1]. - The CSI 1000 Index fell 1.09% with a trading volume of 374.297 billion yuan; the CSI 500 Index fell 0.86% with a trading volume of 359.838 billion yuan; the SSE 50 Index rose 0.59% with a trading volume of 152.08 billion yuan; the CSI 300 Index rose 0.26% with a trading volume of 560.567 billion yuan [1]. 3.2 Impact of Sector Movements on Indices - The CSI 1000 Index dropped 81.61 points compared to the previous closing price, with the computer, machinery, and electronics sectors having a significant downward pull on the index [2]. - The CSI 500 Index dropped 62.47 points compared to the previous closing price, with the national defense and military industry, basic chemicals, and non - ferrous metals sectors having a significant downward pull on the index [2]. - The CSI 300 Index rose 12.13 points compared to the previous closing price, with the banking, communication, and power equipment sectors having an upward pull on the index, while the computer, electronics, and non - ferrous metals sectors had a downward pull [2]. - The SSE 50 Index rose 17.85 points compared to the previous closing price, with the banking, food and beverage, and non - banking finance sectors having an upward pull on the index, while the electronics and non - ferrous metals sectors had a downward pull [2]. 3.3 Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 17.83, IM01 had - 129.92, IM02 had - 215.88, and IM03 had - 433.95 [13]. - For IC contracts, IC00 had an average daily basis of - 20.15, IC01 had - 114.62, IC02 had - 176.02, and IC03 had - 337.99 [13]. - For IF contracts, IF00 had an average daily basis of - 3.64, IF01 had - 18.94, IF02 had - 29.69, and IF03 had - 53.04 [13]. - For IH contracts, IH00 had an average daily basis of 0.81, IH01 had - 0.91, IH02 had - 0.26, and IH03 had - 0.75 [13]. 3.4 Stock Index Futures Roll - over Point Differences and Annualized Costs - Data on the roll - over point differences and their annualized costs for IM, IC, IF, and IH contracts are presented in the form of tables and figures, showing the point differences and costs at different time points [23][24][26][28].