股指期货日度数据跟踪2025-11-20-20251120

Group 1: Index Trends - On November 19th, the Shanghai Composite Index rose by 0.18% to close at 3946.74 points, with a trading volume of 720.909 billion yuan; the Shenzhen Component Index had a change of -0.0% to close at 13080.09 points, with a trading volume of 1005.0 billion yuan [1]. - The CSI 1000 Index fell by 0.82%, with a trading volume of 367.173 billion yuan, opening at 7438.14, closing at 7387.21, with a daily high of 7471.73 and a low of 7348.04 [1]. - The CSI 500 Index fell by 0.4%, with a trading volume of 256.755 billion yuan, opening at 7141.26, closing at 7122.75, with a daily high of 7178.15 and a low of 7086.12 [1]. - The SSE 50 Index rose by 0.58%, with a trading volume of 99.551 billion yuan, opening at 3004.65, closing at 3020.35, with a daily high of 3033.22 and a low of 3004.2 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 dropped 60.89 points from the previous close, with sectors such as electronics, computer, and pharmaceutical biology significantly dragging down the index [2]. - The CSI 500 dropped 28.27 points from the previous close, with sectors like non - ferrous metals pulling the index up, while pharmaceutical biology, computer, and electronics dragging it down [2]. - The SSE 300 rose 20.1 points from the previous close, with non - ferrous metals, banks, and power equipment pulling the index up, and electronics dragging it down [2]. - The SSE 50 rose 17.33 points from the previous close, with non - ferrous metals, non - bank finance, and banks pulling the index up, and electronics dragging it down [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 2.83, IM01 of - 94.97, IM02 of - 325.53, and IM03 of - 555.01 [11]. - For IC contracts, IC00 had an average daily basis of - 2.88, IC01 of - 72.75, IC02 of - 252.92, and IC03 of - 459.44 [11]. - For IF contracts, IF00 had an average daily basis of - 5.31, IF01 of - 22.15, IF02 of - 53.99, and IF03 of - 99.73 [11]. - For IH contracts, IH00 had an average daily basis of - 1.64, IH01 of - 7.5, IH02 of - 12.25, and IH03 of - 21.64 [11]. Group 4: Stock Index Futures Roll - over Point Differences and Annualized Costs - For IM contracts, data shows roll - over point differences and their annualized costs at different time points from 09:45 to 15:00 [21]. - For IC contracts, roll - over point differences and annualized costs are presented at various 15 - minute intervals from 09:45 to 15:00 [22]. - For IF contracts, roll - over point differences and annualized costs are provided at 15 - minute intervals from 09:45 to 15:00 [22]. - For IH contracts, roll - over point differences and annualized costs are given at 15 - minute intervals from 09:45 to 15:00 [24].