股指期货日度数据跟踪-20251230

Index Trends - On December 29, the Shanghai Composite Index rose 0.04% to close at 3965.28 points, with a trading volume of 903.82 billion yuan; the Shenzhen Component Index fell 0.49% to close at 13537.1 points, with a trading volume of 1235.518 billion yuan [1] - The CSI 1000 Index fell 0.15% with a trading volume of 466.873 billion yuan, opening at 7606.44, closing at 7594.16, with a daily high of 7637.91 and a low of 7574.77 [1] - The CSI 500 Index fell 0.38% with a trading volume of 390.446 billion yuan, opening at 7467.5, closing at 7430.61, with a daily high of 7491.69 and a low of 7411.45 [1] - The SSE 50 Index fell 0.35% with a trading volume of 117.12 billion yuan, opening at 3048.98, closing at 3034.63, with a daily high of 3057.36 and a low of 3030.38 [1] - The SSE 50 Index fell 0.35% with a trading volume of 117.12 billion yuan, opening at 3048.98, closing at 3034.63, with a daily high of 3057.36 and a low of 3030.38 [1] Impact of Sector Movements on Index - The CSI 1000 rose -11.37 points from the previous closing price. Sectors such as automobiles, machinery, and national defense and military industry significantly pulled the index up, while sectors such as basic chemicals, power equipment, and pharmaceutical biology pulled it down [3] - The CSI 500 rose -28.23 points from the previous closing price. Sectors such as national defense and military industry and computer significantly pulled the index up, while public utilities, non-ferrous metals, and pharmaceutical biology pulled it down [3] - The SSE 300 rose -17.87 points from the previous closing price. Sectors such as banks and electronics significantly pulled the index up, while non-bank finance, non-ferrous metals, and power equipment pulled it down [3] - The SSE 50 rose -10.77 points from the previous closing price. Sectors such as banks, electronics, and petroleum and petrochemicals significantly pulled the index up, while food and beverage, non-bank finance, and non-ferrous metals pulled it down [3] Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was -18.43, IM01 was -87.99, IM02 was -149.69, and IM03 was -380.19 [13] - IC00 average daily basis was -10.43, IC01 was -51.93, IC02 was -90.66, and IC03 was -267.92 [13] - IF00 average daily basis was -7.41, IF01 was -21.96, IF02 was -30.03, and IF03 was -75.33 [13] - IH00 average daily basis was 0.43, IH01 was -0.2, IH02 was 2.82, and IH03 was -4.51 [13]