股指期货日度数据跟踪2025-12-04-20251204

1. Report Industry Investment Rating - No relevant content provided 2. Core Viewpoints - The report presents the daily data tracking of stock index futures on December 4, 2025, including the index trends of major stock indices, the impact of sector fluctuations on the indices, the basis and annualized opening costs of stock index futures, and the point differences and annualized costs of futures contract roll - overs [1] 3. Summary by Directory 3.1 Index Trends - On December 3, 2025, the Shanghai Composite Index fell 0.51% to close at 3878.0 points with a trading volume of 647.167 billion yuan; the Shenzhen Component Index fell 0.78% to close at 12955.25 points with a trading volume of 1022.796 billion yuan [1] - The CSI 1000 Index fell 0.89% with a trading volume of 335.034 billion yuan, opening at 7312.67, closing at 7248.27, with a daily high of 7324.21 and a low of 7220.98 [1] - The CSI 500 Index fell 0.62% with a trading volume of 251.309 billion yuan, opening at 7044.86, closing at 6996.36, with a daily high of 7064.16 and a low of 6975.09 [1] - The SSE 50 Index fell 0.52% with a trading volume of 85.495 billion yuan, opening at 2976.11, closing at 2963.08, with a daily high of 2983.61 and a low of 2957.79 [1] - The SSE 300 Index fell 0.51% with a trading volume of 374.486 billion yuan, opening at 4554.59, closing at 4531.05, with a daily high of 4569.82 and a low of 4523.5 [1] 3.2 Impact of Sector Fluctuations on Indices - The CSI 1000 Index dropped 64.91 points from the previous closing price, with sectors such as Media, Electronics, and Computer significantly pulling the index down [2] - The CSI 500 Index dropped 43.94 points from the previous closing price, with sectors such as Machinery significantly pulling the index up, and sectors such as Power Equipment, Computer, and Electronics pulling the index down [2] - The SSE 300 Index dropped 23.28 points from the previous closing price, with sectors such as Non - Ferrous Metals significantly pulling the index up, and sectors such as Non - Banking Finance, Power Equipment, and Banking pulling the index down [2] - The SSE 50 Index dropped 15.39 points from the previous closing price, with sectors such as Non - Ferrous Metals significantly pulling the index up, and sectors such as Food and Beverage, Non - Banking Finance, and Banking pulling the index down [2] 3.3 Basis and Annualized Opening Costs of Stock Index Futures - For IM contracts, IM00 had an average daily basis of - 63.93, IM01 of - 136.48, IM02 of - 289.28, and IM03 of - 526.85 [13] - For IC contracts, IC00 had an average daily basis of - 55.35, IC01 of - 110.49, IC02 of - 225.35, and IC03 of - 432.23 [13] - For IF contracts, IF00 had an average daily basis of - 18.54, IF01 of - 34.56, IF02 of - 55.17, and IF03 of - 103.62 [13] - For IH contracts, IH00 had an average daily basis of - 7.43, IH01 of - 13.16, IH02 of - 14.61, and IH03 of - 28.05 [13] 3.4 Point Differences and Annualized Costs of Futures Contract Roll - overs - The report provides the point differences and annualized costs for different contract combinations (e.g., IM00 - 01, IM00 - 02) and their 15 - minute average values for IM, IC, IF, and IH contracts [22][24][25][27]