股指期货日度数据跟踪2025-10-30-20251030

1. Index Trends - On October 29, the Shanghai Composite Index rose 0.7% to close at 4016.33 points, with a trading volume of 968.216 billion yuan; the Shenzhen Component Index rose 1.95% to close at 13691.38 points, with a trading volume of 1287.814 billion yuan [1]. - The CSI 1000 Index rose 1.2%, with a trading volume of 439.162 billion yuan, opening at 7481.24, closing at 7569.12, reaching a high of 7569.12 and a low of 7469.07 [1]. - The CSI 500 Index rose 1.91%, with a trading volume of 443.141 billion yuan, opening at 7350.76, closing at 7480.97, reaching a high of 7480.97 and a low of 7350.76 [1]. - The SSE 300 Index rose 1.19%, with a trading volume of 645.899 billion yuan, opening at 4701.04, closing at 4747.84, reaching a high of 4747.84 and a low of 4697.27 [1]. - The SSE 50 Index rose 0.41%, with a trading volume of 156.303 billion yuan, opening at 3049.45, closing at 3063.02, reaching a high of 3064.56 and a low of 3048.59 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 89.9 points from the previous close, with sectors such as power equipment, non - ferrous metals, and machinery having a significant upward pull on the index [2]. - The CSI 500 rose 139.94 points from the previous close, with power equipment, non - ferrous metals, and electronics having a significant upward pull on the index [2]. - The SSE 300 rose 55.87 points from the previous close, with power equipment, non - ferrous metals, and electronics having a significant upward pull, while the banking sector had a downward pull on the index [2]. - The SSE 50 rose 12.6 points from the previous close, with non - ferrous metals, non - bank finance, and power equipment having an upward pull, and food and beverage, banking sectors having a downward pull on the index [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 55.59, IM01 of - 127.76, IM02 of - 339.39, and IM03 of - 554.85 [12]. - IC00 had an average daily basis of - 43.14, IC01 of - 94.69, IC02 of - 259.46, and IC03 of - 448.53 [12]. - IF00 had an average daily basis of - 5.6, IF01 of - 17.67, IF02 of - 47.16, and IF03 of - 87.2 [12]. - IH00 had an average daily basis of 2.25, IH01 of 1.9, IH02 of 3.48, and IH03 of 0.84 [12]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - For IM, data on roll - over point differences and their annualized costs at different times (e.g., 09:45, 10:00, etc.) are provided, such as at 09:45, IM00 - 01 was - 73.02267, IM00 - 02 was - 259.4522, etc. [24]. - For IC, data on roll - over point differences and their annualized costs at different times are provided, such as at 09:45, IC00 - 01 was - 68.64222, IC00 - 02 was - 225.568, etc. [21]. - For IF, data on roll - over point differences and their annualized costs at different times are provided, such as at 09:45, IF00 - 01 was - 12.31678, IF00 - 02 was - 41.14122, etc. [21]. - For IH, data on roll - over point differences and their annualized costs at different times are provided, such as at 09:45, IH00 - 01 was 0.707, IH00 - 02 was 1.4593333, etc. [23].