股指期货日度数据跟踪-20251107

1. Index Trends - On November 06, the Shanghai Composite Index rose 0.97% to close at 4007.76 points, with a trading volume of 930.276 billion yuan; the Shenzhen Component Index rose 1.73% to close at 13452.42 points, with a trading volume of 1124.972 billion yuan [1] - The CSI 1000 Index rose 1.17% with a trading volume of 405.169 billion yuan, opening at 7482.91, closing at 7551.83, with a daily high of 7551.83 and a low of 7466.75 [1] - The CSI 500 Index rose 1.61% with a trading volume of 352.81 billion yuan, opening at 7243.2, closing at 7345.72, with a daily high of 7352.18 and a low of 7243.2 [1] - The SSE 50 Index rose 1.22% with a trading volume of 143.934 billion yuan, opening at 3015.35, closing at 3044.74, with a daily high of 3049.49 and a low of 3012.44 [1] - The SSE 300 Index rose 1.43% with a trading volume of 553.642 billion yuan, opening at 4642.01, closing at 4693.4, with a daily high of 4698.09 and a low of 4642.01 [1] 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 86.97 points from the previous close, with sectors such as electronics, power equipment, and non - ferrous metals having a significant upward pull on the index [3] - The CSI 500 rose 116.38 points from the previous close, with electronics and power equipment sectors having a significant upward pull on the index [3] - The SSE 300 rose 66.14 points from the previous close, with electronics, non - ferrous metals, and power equipment sectors having a significant upward pull on the index [3] - The SSE 50 rose 36.77 points from the previous close, with electronics, non - ferrous metals, and non - bank finance sectors having a significant upward pull on the index [3] 3. Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was - 67.21, IM01 was - 148.22, IM02 was - 363.75, IM03 was - 577.31 [13] - IC00 average daily basis was - 46.7, IC01 was - 106.32, IC02 was - 273.18, IC03 was - 462.04 [13] - IF00 average daily basis was - 9.75, IF01 was - 23.39, IF02 was - 53.99, IF03 was - 95.93 [13] - IH00 average daily basis was - 1.19, IH01 was - 2.55, IH02 was - 4.55, IH03 was - 9.12 [13] 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - Data on IM roll - over point differences and annualized costs at different timeslots from 09:45 to 15:00 are provided, including values for IM00 - 01, IM00 - 02, etc. [24] - Similar data for IC, IF, and IH roll - over point differences and annualized costs at different timeslots are also presented [26][28][29]