Group 1: Index Trends - On November 25th, the Shanghai Composite Index rose by 0.87%, closing at 3870.02 points with a trading volume of 722.789 billion yuan; the Shenzhen Component Index rose by 1.53%, closing at 12777.31 points with a trading volume of 1089.359 billion yuan [1]. - The CSI 1000 Index rose by 1.31% with a trading volume of 404.174 billion yuan, opening at 7195.1, closing at 7249.95, with a daily high of 7311.73 and a low of 7194.77 [1]. - The CSI 500 Index rose by 1.25% with a trading volume of 289.205 billion yuan, opening at 6915.12, closing at 6954.6, with a daily high of 7018.47 and a low of 6912.32 [1]. - The SSE 300 Index rose by 0.95% with a trading volume of 411.524 billion yuan, opening at 4475.84, closing at 4490.4, with a daily high of 4510.77 and a low of 4467.35 [1]. - The SSE 50 Index rose by 0.6% with a trading volume of 98.032 billion yuan, opening at 2963.69, closing at 2968.2, with a daily high of 2974.77 and a low of 2952.35 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 93.54 points from the previous closing price, with sectors such as electronics, communication, and power equipment significantly pulling the index up [2]. - The CSI 500 rose 85.63 points from the previous closing price, with sectors such as electronics and non - ferrous metals significantly pulling the index up [2]. - The SSE 300 rose 42.35 points from the previous closing price, with sectors such as electronics, banking, and communication significantly pulling the index up [2]. - The SSE 50 rose 17.64 points from the previous closing price, with sectors such as banking, non - banking finance, and non - ferrous metals significantly pulling the index up [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was - 64.84, IM01 was - 133.46, IM02 was - 277.15, and IM03 was - 502.43 [13]. - IC00 average daily basis was - 41.17, IC01 was - 92.86, IC02 was - 201.32, and IC03 was - 404.45 [13]. - IF00 average daily basis was - 12.2, IF01 was - 26.04, IF02 was - 41.26, and IF03 was - 83.51 [13]. - IH00 average daily basis was - 5.88, IH01 was - 10.02, IH02 was - 10.28, and IH03 was - 17.55 [13]. Group 4: Stock Index Futures Roll - over Point Differences and Annualized Costs - For IM, data on roll - over point differences and their annualized costs are presented in relevant graphs and tables [23][28]. - For IC, at 09:45, IC00 - 01 was - 68.64222, IC00 - 02 was - 225.568, etc., and data at different time points are also provided [24][25]. - For IF, at 09:45, IF00 - 01 was - 12.31678, IF00 - 02 was - 41.14122, etc., with data at various time points [25]. - For IH, at 09:45, IH00 - 01 was 0.707, IH00 - 02 was 1.4593333, etc., and data at different times are given [26][27].
股指期货日度数据跟踪-20251126
Guang Da Qi Huo·2025-11-26 06:05