股指期货日度数据跟踪-20251022

1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report No explicit core view is presented in the given content. The report mainly provides data on index trends, the impact of sector movements on indices, and information about stock index futures basis and roll - over point differences. 3. Summary by Directory 3.1 Index Trends - On October 21st, the Shanghai Composite Index rose by 1.36% to close at 3916.33 points with a trading volume of 837.938 billion yuan; the Shenzhen Component Index rose by 2.06% to close at 13077.32 points with a trading volume of 1035.956 billion yuan [1]. - The CSI 1000 index rose by 1.45% with a trading volume of 348.159 billion yuan, opening at 7257.11, closing at 7344.05, with a high of 7350.92 and a low of 7236.63 [1]. - The CSI 500 index rose by 1.64% with a trading volume of 344.991 billion yuan, opening at 7095.62, closing at 7185.62, with a high of 7193.73 and a low of 7082.3 [1]. - The SSE 50 index rose by 1.09% with a trading volume of 147.27 billion yuan, opening at 2983.28, closing at 3007.26, with a high of 3014.1 and a low of 2979.12 [1]. - The SSE 300 index rose by 1.53% with a trading volume of 551.39 billion yuan, opening at 4556.12, closing at 4607.87, with a high of 4615.46 and a low of 4547.93 [1]. 3.2 Impact of Sector Movements on Indices - The CSI 1000 rose 104.87 points from the previous close, and sectors such as electronics and power equipment significantly boosted the index [2]. - The CSI 500 rose 115.98 points from the previous close, and the electronics sector significantly boosted the index [2]. - The SSE 300 rose 69.65 points from the previous close, and sectors such as electronics, communication, and power equipment significantly boosted the index [2]. - The SSE 50 rose 32.4 points from the previous close, and sectors such as electronics and banks significantly boosted the index [2]. 3.3 Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 60.67, IM01 of - 135.11, IM02 of - 354.02, and IM03 of - 562.12 [13]. - For IC contracts, IC00 had an average daily basis of - 55.3, IC01 of - 109.79, IC02 of - 274.46, and IC03 of - 455.37 [13]. - For IF contracts, IF00 had an average daily basis of - 9.92, IF01 of - 21.29, IF02 of - 47.53, and IF03 of - 83.78 [13]. - For IH contracts, IH00 had an average daily basis of - 0.17, IH01 of - 0.02, IH02 of 0.36, and IH03 of - 0.72 [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 at different time points are provided, including specific values for different contract combinations (e.g., IM00 - 01, IC00 - 02) [23][25][26][27].