Index Trends - On December 1st, the Shanghai Composite Index rose 0.65% to close at 3914.01 points, with a trading volume of 785.658 billion yuan; the Shenzhen Component Index rose 1.25% to close at 13146.72 points, with a trading volume of 1088.279 billion yuan [1]. - The CSI 1000 Index rose 0.72%, with a trading volume of 392.32 billion yuan, opening at 7356.51, closing at 7386.68, with a daily high of 7388.62 and a low of 7342.6 [1]. - The CSI 500 Index rose 1.0%, with a trading volume of 308.534 billion yuan, opening at 7053.85, closing at 7101.83, with a daily high of 7101.83 and a low of 7040.8 [1]. - The SSE 50 Index rose 0.81%, with a trading volume of 112.813 billion yuan, opening at 2975.27, closing at 2993.68, with a daily high of 2994.45 and a low of 2972.79 [1]. - The SSE 300 Index rose 1.1%, with a trading volume of 463.862 billion yuan, opening at 4539.19, closing at 4576.49, with a daily high of 4576.97 and a low of 4531.29 [1]. Impact of Sector Movements on Indexes - The CSI 1000 rose 52.47 points from the previous close, with sectors such as electronics, machinery, and non - ferrous metals significantly pulling the index up [2]. - The CSI 500 rose 70.28 points from the previous close, with electronics, non - ferrous metals, and machinery sectors significantly pulling the index up [2]. - The SSE 300 rose 49.83 points from the previous close, with electronics, non - ferrous metals, and communication sectors significantly pulling the index up [2]. - The SSE 50 rose 24.06 points from the previous close, with non - ferrous metals, electronics, and banking sectors significantly pulling the index up [2]. Futures Basis and Annualized Opening Costs - IM00 average daily basis was - 80.52, IM01 was - 155.83, IM02 was - 313.92, and IM03 was - 554.48 [13]. - IC00 average daily basis was - 57.52, IC01 was - 113.43, IC02 was - 230.5, and IC03 was - 439.6 [13]. - IF00 average daily basis was - 19.24, IF01 was - 34.79, IF02 was - 54.29, and IF03 was - 102.8 [13]. - IH00 average daily basis was - 8.15, IH01 was - 12.89, IH02 was - 14.48, and IH03 was - 25.92 [13]. Futures Roll - over Point Differences and Annualized Costs - For IC, data such as IC00 - 01, IC00 - 02, IC00 - 03, IC01 - 02, IC01 - 03, and IC02 - 03 point differences and their corresponding annualized costs at different times (e.g., 09:45, 10:00, etc.) are provided, along with the value of the 000905.SH index [22]. - For IF, data such as IF00 - 01, IF00 - 02, IF00 - 03, IF01 - 02, IF01 - 03, and IF02 - 03 point differences and their corresponding annualized costs at different times (e.g., 09:45, 10:00, etc.) are provided, along with the value of the 000300.SH index [22]. - For IH, data such as IH00 - 01, IH00 - 02, IH00 - 03, IH01 - 02, IH01 - 03, and IH02 - 03 point differences and their corresponding annualized costs at different times (e.g., 09:45, 10:00, etc.) are provided, along with the value of the 000016.SH index [24]. - For IM, data such as IM00 - 01, IM00 - 02, IM00 - 03, IM01 - 02, IM01 - 03, and IM02 - 03 point differences and their corresponding annualized costs at different times (e.g., 09:45, 10:00, etc.) are provided, along with the value of the 000852.SH index [25].
股指期货日度数据跟踪-20251202
Guang Da Qi Huo·2025-12-02 05:21