股指期货日度数据跟踪-20251205

1. Report's Industry Investment Rating - No relevant information provided in the content 2. Core Viewpoints of the Report - No clear core viewpoints presented in the content 3. Summary by Relevant Catalogs Index Trends - On December 4th, the Shanghai Composite Index had a change of -0.06%, closing at 3875.79 points with a trading volume of 623.713 billion yuan; the Shenzhen Component Index had a change of 0.4%, closing at 13006.72 points with a trading volume of 925.247 billion yuan [1]. - The CSI 1000 Index had a change of 0.01% with a trading volume of 311.316 billion yuan, opening at 7246.86, closing at 7248.66, with a daily high of 7269.9 and a low of 7185.91 [1]. - The CSI 500 Index had a change of 0.24% with a trading volume of 239.913 billion yuan, opening at 7001.64, closing at 7012.81, with a daily high of 7039.72 and a low of 6958.63 [1]. - The SSE 50 Index had a change of 0.38% with a trading volume of 88.622 billion yuan, opening at 2968.56, closing at 2974.34, with a daily high of 2980.24 and a low of 2958.61 [1]. Impact of Sector Movements on Indexes - The CSI 1000 rose 0.39 points from the previous closing price. Sectors such as Electronics, Machinery, and Automobiles significantly pulled the index up, while Media, Basic Chemicals, and Non - Ferrous Metals pulled it down [3]. - The CSI 500 rose 16.45 points from the previous closing price. Sectors like Electronics, National Defense and Military Industry, and Machinery significantly pulled the index up, while Non - Ferrous Metals pulled it down [3]. - The SSE 300 rose 15.52 points from the previous closing price. Sectors including Electronics, Power Equipment, and Communication significantly pulled the index up, while Banking and Food and Beverage pulled it down [3]. - The SSE 50 rose 11.26 points from the previous closing price. Sectors such as Electronics, Non - Ferrous Metals, and Pharmaceutical Biology significantly pulled the index up, while Banking and Food and Beverage pulled it down [3]. Stock Index Futures Basis and Annualized Opening Costs Converted from Basis - IM00 had an average daily basis of -48.93, IM01 of -122.48, IM02 of -274.44, and IM03 of -512.61 [12]. - IC00 had an average daily basis of -40.9, IC01 of -95.77, IC02 of -210.83, and IC03 of -419.05 [12]. - IF00 had an average daily basis of -13.65, IF01 of -30.25, IF02 of -50.75, and IF03 of -99.82 [12]. - IH00 had an average daily basis of -4.94, IH01 of -11.59, IH02 of -13.58, and IH03 of -27.91 [12]. Stock Index Futures Roll - over Point Differences and Their Converted Annualized Costs - For IM, data on roll - over point differences and their converted annualized costs at different 15 - minute intervals are provided, such as at 09:45, IM00 - 01 was -73.02267, IM00 - 02 was -259.4522 etc. [21]. - For IC, similar data is given, e.g., at 09:45, IC00 - 01 was -68.64222, IC00 - 02 was -225.568 etc. [23]. - For IF, at 09:45, IF00 - 01 was -12.31678, IF00 - 02 was -41.14122 etc. [23]. - For IH, at 09:45, IH00 - 01 was 0.707, IH00 - 02 was 1.4593333 etc. [25].