股指期货日度数据跟踪2025-12-09-20251209

Group 1: Index Trends - On December 8th, the Shanghai Composite Index rose by 0.54% to close at 3924.08 points with a trading volume of 839.439 billion yuan; the Shenzhen Component Index rose by 1.39% to close at 13329.99 points with a trading volume of 1197.207 billion yuan [1]. - The CSI 1000 Index rose by 1.1% with a trading volume of 418.475 billion yuan, opening at 7359.49, closing at 7423.05, with a daily high of 7446.19 and a low of 7359.49 [1]. - The CSI 500 Index rose by 1.05% with a trading volume of 347.245 billion yuan, opening at 7119.05, closing at 7172.37, with a daily high of 7193.72 and a low of 7114.32 [1]. - The SSE 50 Index rose by 0.58% with a trading volume of 125.239 billion yuan, opening at 3006.63, closing at 3019.36, with a daily high of 3030.57 and a low of 3005.38 [1]. - The SSE 300 Index rose by 0.81% with a trading volume of 496.716 billion yuan, opening at 4593.14, closing at 4621.75, with a daily high of 4640.63 and a low of 4592.74 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 80.56 points from the previous close, with sectors such as electronics, communication, and computer significantly pulling the index up [2]. - The CSI 500 rose 74.53 points from the previous close, with sectors such as electronics, power equipment, and machinery significantly pulling the index up [2]. - The SSE 300 rose 37.21 points from the previous close, with sectors such as communication, electronics, and non - bank finance significantly pulling the index up [2]. - The SSE 50 rose 17.35 points from the previous close, with non - bank finance, electronics, and pharmaceutical biology pulling the index up, while food and beverage pulled it down [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 32.04, IM01 of - 107.61, IM02 of - 265.18, and IM03 of - 506.23 [13]. - For IC contracts, IC00 had an average daily basis of - 19.05, IC01 of - 74.87, IC02 of - 192.01, and IC03 of - 401.1 [13]. - For IF contracts, IF00 had an average daily basis of - 4.8, IF01 of - 20.14, IF02 of - 42.8, and IF03 of - 90.5 [13]. - For IH contracts, IH00 had an average daily basis of - 1.21, IH01 of - 8.49, IH02 of - 11.56, and IH03 of - 26.2 [13]. Group 4: Stock Index Futures Roll - over Point Differences and Annualized Costs - Data on IM roll - over point differences and their annualized costs at different time points from 09:45 to 15:00 are provided, showing the changes in point differences and costs over time [28]. - Similar data for IC, IF, and IH contracts are also presented, including point differences and their annualized costs at various time intervals [23][26][29].