股指期货日度数据跟踪 2025-12-03 12 月 02 日，上证综指涨跌幅-0.42%，收于 3897.71 点，成交额 6274.41 亿元，深成指数涨跌幅-0.68%，收于 13056.7 点，成交额 9659.9 亿元。 中证 1000 指数涨跌幅-1.0%，成交额 3202.19 亿元，其中开盘价 7364.2，收盘价 7313.18，当日最高价 7364.2，最低价 7299.27； 中证 500 指数涨跌幅-0.87%，成交额 2473.6 亿元，其中开盘价 7084.8，收盘价 7040.3，当日最高价 7085.3，最低价 7022.61； 沪深 300 指数涨跌幅-0.48%，成交额 3643.66 亿元，其中开盘价 4571.91，收盘价 4554.33，当日最高价 4575.49，最低价 4539.43； 上证 50 指数涨跌幅-0.51%，成交额 791.66 亿元，其中开盘价 2992.38，收盘价 2978.47，当日最高价 2994.71，最低价 2970.95。 数据来源：Wind，光期研究所 数据来源：Wind，光期研究所 二、板块涨跌对指数影响 中证 1000 较前收盘 ...

股指期货日度数据跟踪 2025-11-27 一、指数走势 11 月 26 日，上证综指涨跌幅-0.15%，收于 3864.18 点，成交额 7010.2 亿元，深成指数涨跌幅 1.02%，收于 12907.83 点，成交额 10823.27 亿元。 中证 1000 指数涨跌幅-0.02%，成交额 3769.64 亿元，其中开盘价 7236.66，收盘价 7248.45，当日最高价 7307.2，最低价 7225.09； 中证 500 指数涨跌幅 0.15%，成交额 2748.58 亿元，其中开盘价 6946.08，收盘价 6965.05，当日最高价 7024.88，最低价 6936.88； 沪深 300 指数涨跌幅 0.61%，成交额 4273.61 亿元，其中开盘价 4490.2，收盘价 4517.63，当日最高价 4538.14，最低价 4485.7； 上证 50 指数涨跌幅 0.12%，成交额 972.58 亿元，其中开盘价 2969.78，收盘价 2971.8，当日最高价 2979.98，最低价 2968.02。 数据来源：Wind，光期研究所 数据来源：Wind，光期研究所 二、板块涨跌对指数影响 ...

1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report No explicit core view is presented in the given content. The report mainly provides data on index trends, the impact of sector movements on indices, and information about stock index futures basis and roll - over point differences. 3. Summary by Directory 3.1 Index Trends - On October 21st, the Shanghai Composite Index rose by 1.36% to close at 3916.33 points with a trading volume of 837.938 billion yuan; the Shenzhen Component Index rose by 2.06% to close at 13077.32 points with a trading volume of 1035.956 billion yuan [1]. - The CSI 1000 index rose by 1.45% with a trading volume of 348.159 billion yuan, opening at 7257.11, closing at 7344.05, with a high of 7350.92 and a low of 7236.63 [1]. - The CSI 500 index rose by 1.64% with a trading volume of 344.991 billion yuan, opening at 7095.62, closing at 7185.62, with a high of 7193.73 and a low of 7082.3 [1]. - The SSE 50 index rose by 1.09% with a trading volume of 147.27 billion yuan, opening at 2983.28, closing at 3007.26, with a high of 3014.1 and a low of 2979.12 [1]. - The SSE 300 index rose by 1.53% with a trading volume of 551.39 billion yuan, opening at 4556.12, closing at 4607.87, with a high of 4615.46 and a low of 4547.93 [1]. 3.2 Impact of Sector Movements on Indices - The CSI 1000 rose 104.87 points from the previous close, and sectors such as electronics and power equipment significantly boosted the index [2]. - The CSI 500 rose 115.98 points from the previous close, and the electronics sector significantly boosted the index [2]. - The SSE 300 rose 69.65 points from the previous close, and sectors such as electronics, communication, and power equipment significantly boosted the index [2]. - The SSE 50 rose 32.4 points from the previous close, and sectors such as electronics and banks significantly boosted the index [2]. 3.3 Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 60.67, IM01 of - 135.11, IM02 of - 354.02, and IM03 of - 562.12 [13]. - For IC contracts, IC00 had an average daily basis of - 55.3, IC01 of - 109.79, IC02 of - 274.46, and IC03 of - 455.37 [13]. - For IF contracts, IF00 had an average daily basis of - 9.92, IF01 of - 21.29, IF02 of - 47.53, and IF03 of - 83.78 [13]. - For IH contracts, IH00 had an average daily basis of - 0.17, IH01 of - 0.02, IH02 of 0.36, and IH03 of - 0.72 [13]. 3.4 Stock Index Futures Roll - over Point Differences and Annualized Costs - Data on the roll - over point differences and their annualized costs for IM, IC, IF, and IH contracts at different time points are provided, including specific values for different contract combinations (e.g., IM00 - 01, IC00 - 02) [23][25][26][27].

1. Report Industry Investment Rating No relevant content provided. 2. Core Viewpoints of the Report No core viewpoints are explicitly presented in the provided content. The report mainly presents data on stock index trends, the impact of sector movements on indices, and data related to stock index futures, without summarizing a clear core view. 3. Summary by Relevant Catalogs 3.1 Index Trends - On October 16th, the Shanghai Composite Index rose 0.1% to close at 3916.23 points, with a trading volume of 869.265 billion yuan; the Shenzhen Component Index fell 0.25% to close at 13086.41 points, with a trading volume of 1061.873 billion yuan [1]. - The CSI 1000 Index fell 1.09% with a trading volume of 374.297 billion yuan; the CSI 500 Index fell 0.86% with a trading volume of 359.838 billion yuan; the SSE 50 Index rose 0.59% with a trading volume of 152.08 billion yuan; the CSI 300 Index rose 0.26% with a trading volume of 560.567 billion yuan [1]. 3.2 Impact of Sector Movements on Indices - The CSI 1000 Index dropped 81.61 points compared to the previous closing price, with the computer, machinery, and electronics sectors having a significant downward pull on the index [2]. - The CSI 500 Index dropped 62.47 points compared to the previous closing price, with the national defense and military industry, basic chemicals, and non - ferrous metals sectors having a significant downward pull on the index [2]. - The CSI 300 Index rose 12.13 points compared to the previous closing price, with the banking, communication, and power equipment sectors having an upward pull on the index, while the computer, electronics, and non - ferrous metals sectors had a downward pull [2]. - The SSE 50 Index rose 17.85 points compared to the previous closing price, with the banking, food and beverage, and non - banking finance sectors having an upward pull on the index, while the electronics and non - ferrous metals sectors had a downward pull [2]. 3.3 Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 17.83, IM01 had - 129.92, IM02 had - 215.88, and IM03 had - 433.95 [13]. - For IC contracts, IC00 had an average daily basis of - 20.15, IC01 had - 114.62, IC02 had - 176.02, and IC03 had - 337.99 [13]. - For IF contracts, IF00 had an average daily basis of - 3.64, IF01 had - 18.94, IF02 had - 29.69, and IF03 had - 53.04 [13]. - For IH contracts, IH00 had an average daily basis of 0.81, IH01 had - 0.91, IH02 had - 0.26, and IH03 had - 0.75 [13]. 3.4 Stock Index Futures Roll - over Point Differences and Annualized Costs - Data on the roll - over point differences and their annualized costs for IM, IC, IF, and IH contracts are presented in the form of tables and figures, showing the point differences and costs at different time points [23][24][26][28].

股指期货日度数据跟踪 2025-09-05 一、指数走势 09 月 04 日，上证综指涨跌幅-1.25%，收于 3765.88 点，成交额 11078.92 亿元，深成指数涨跌幅-2.83%，收于 12118.7 点，成交额 14363.65 亿元。 中证 1000 指数涨跌幅-2.3%，成交额 4885.95 亿元，其中开盘价 7214.72，收盘价 7041.15，当日最高价 7255.0，最低价 6939.66； 中证 500 指数涨跌幅-2.48%，成交额 4719.91 亿元，其中开盘价 6884.36，收盘价 6698.45，当日最高价 6906.69，最低价 6607.98； 沪深 300 指数涨跌幅-2.12%，成交额 7731.25 亿元，其中开盘价 4461.25，收盘价 4365.21，当日最高价 4465.5，最低价 4327.51； 上证 50 指数涨跌幅-1.71%，成交额 2080.35 亿元，其中开盘价 2949.97，收盘价 2910.47，当日最高价 2949.97，最低价 2879.41。 图表 1：中证 1000、中证 500、沪深 300、上证 50 日内走势（%） ...

Report Overview - This is a daily data tracking report on stock index futures dated August 20, 2025, covering index trends, impacts of sector movements on indices, basis and annualized opening costs of stock index futures, and points differences and annualized costs during contract roll - overs [1] Index Trends - On August 19, the Shanghai Composite Index dropped 0.02% to close at 3727.29 points with a turnover of 1.060899 trillion yuan; the Shenzhen Component Index fell 0.12% to 11821.63 points with a turnover of 1.52747 trillion yuan [1] - The CSI 1000 Index rose 0.07% with a turnover of 558.781 billion yuan, opening at 7231.93, closing at 7242.85, hitting a high of 7289.03 and a low of 7193.59 [1] - The CSI 500 Index declined 0.19% with a turnover of 444.629 billion yuan, opening at 6663.16, closing at 6655.31, reaching a high of 6707.11 and a low of 6631.12 [1] - The SSE 50 Index tumbled 0.93% with a turnover of 153.14 billion yuan, opening at 2843.28, closing at 2812.42, peaking at 2858.41 and bottoming at 2812.3 [1] - The SSE 300 Index decreased 0.38% with a turnover of 553.536 billion yuan, opening at 4241.77, closing at 4223.37, reaching a high of 4264.23 and a low of 4215.21 [1] Impacts of Sector Movements on Indices - The CSI 1000 Index rose 5.25 points compared to the previous closing price. Sectors like communication, automotive, and computer pulled the index up, while basic chemicals, pharmaceuticals, and national defense and military industries dragged it down [3] - The CSI 500 Index dropped 12.86 points. Sectors such as computer, household appliances, and communication boosted the index, while basic chemicals, non - bank finance, and national defense and military industries weighed it down [3] - The SSE 300 Index fell 16.04 points. Sectors like communication and food and beverage supported the index, while power equipment, pharmaceuticals, and non - bank finance dampened it [3] - The SSE 50 Index declined 26.45 points. Sectors including electronics, pharmaceuticals, and non - bank finance had a negative impact on the index [3] Basis and Annualized Opening Costs of Stock Index Futures - For IM contracts, IM00 had an average daily basis of - 49.32, IM01 of - 96.6, IM02 of - 209.21, and IM03 of - 366.06 [13] - For IC contracts, IC00 had an average daily basis of - 50.15, IC01 of - 89.41, IC02 of - 176.29, and IC03 of - 299.12 [13] - For IF contracts, IF00 had an average daily basis of - 3.95, IF01 of - 9.41, IF02 of - 21.61, and IF03 of - 41.08 [13] - For IH contracts, IH00 had an average daily basis of 3.34, IH01 of 3.8, IH02 of 6.81, and IH03 of 9.06 [13] Points Differences and Annualized Costs during Contract Roll - overs - For IM contracts, data on points differences and annualized costs between different contract periods (e.g., IM00 - 01, IM00 - 02, etc.) at different times (from 09:45 to 15:00) are provided [23] - For IC contracts, similar data on points differences and annualized costs between different contract periods at different times are presented [27] - For IF contracts, relevant data on points differences and annualized costs between different contract periods at different times are given [25] - For IH contracts, data on points differences and annualized costs between different contract periods at different times are also included [26]

1. Index Trends - On July 21st, the Shanghai Composite Index rose 0.72% to close at 3,559.79 points, with a trading volume of 730.906 billion yuan; the Shenzhen Component Index rose 0.86% to close at 11,007.49 points, with a trading volume of 969.074 billion yuan [1]. - The CSI 1000 Index rose 0.92%, with a trading volume of 359.908 billion yuan, opening at 6,557.25, closing at 6,612.26, with a daily high of 6,614.61 and a low of 6,555.04 [1]. - The CSI 500 Index rose 1.01%, with a trading volume of 272.008 billion yuan, opening at 6,115.03, closing at 6,161.31, with a daily high of 6,162.44 and a low of 6,110.99 [1]. - The SSE 50 Index rose 0.28%, with a trading volume of 96.839 billion yuan, opening at 2,770.36, closing at 2,772.24, with a daily high of 2,777.05 and a low of 2,763.35 [1]. - The SSE 300 Index rose 0.67%, with a trading volume of 377.939 billion yuan, opening at 4,069.77, closing at 4,085.61, with a daily high of 4,086.12 and a low of 4,063.44 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 60.19 points from the previous closing price, with sectors such as machinery, basic chemicals, and power equipment significantly driving the index up [5]. - The CSI 500 rose 61.7 points from the previous closing price, with sectors such as non - ferrous metals, basic chemicals, and power equipment significantly driving the index up [5]. - The SSE 300 rose 27.06 points from the previous closing price, with sectors like power equipment, non - ferrous metals, and non - banking finance driving the index up, while the banking sector pulled it down [5]. - The SSE 50 rose 7.72 points from the previous closing price, with non - ferrous metals, non - banking finance, and power equipment driving the index up, and pharmaceutical biology and the banking sector pulling it down [5]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 50.58, IM01 of - 120.58, IM02 of - 303.37, and IM03 of - 462.59 [14]. - For IC contracts, IC00 had an average daily basis of - 37.03, IC01 of - 85.76, IC02 of - 210.76, and IC03 of - 322.81 [14]. - For IF contracts, IF00 had an average daily basis of - 6.09, IF01 of - 15.75, IF02 of - 47.51, and IF03 of - 73.04 [14]. - For IH contracts, IH00 had an average daily basis of 0.92, IH01 of 1.2, IH02 of 4.32, and IH03 of 6.2 [14]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - The report provides 15 - minute average data on the roll - over point differences and their annualized costs for IM, IC, IF, and IH contracts from 09:45 to 15:00 [21][23][25]

1. Report Industry Investment Rating - Not provided in the content 2. Core Viewpoints of the Report - On June 25th, major stock indices in the A - share market showed an upward trend, with the Shanghai Composite Index rising 1.04%, the Shenzhen Component Index rising 1.72%, the CSI 1000 Index rising 1.32%, the CSI 500 Index rising 1.68%, the SSE 50 Index rising 1.17%, and the CSI 300 Index rising 1.44% [1] 3. Summary by Relevant Catalogs 3.1 Index Trends - The Shanghai Composite Index closed at 3455.97 points with a trading volume of 620.173 billion yuan; the Shenzhen Component Index closed at 10393.72 points with a trading volume of 982.567 billion yuan [1] - The CSI 1000 Index opened at 6196.15, closed at 6276.16, with a high of 6282.11, a low of 6194.15, and a trading volume of 334.998 billion yuan [1] - The CSI 500 Index opened at 5777.74, closed at 5862.55, with a high of 5866.52, a low of 5776.12, and a trading volume of 239.26 billion yuan [1] - The CSI 300 Index opened at 3907.07, closed at 3960.07, with a high of 3963.04, a low of 3902.18, and a trading volume of 361.727 billion yuan [1] - The SSE 50 Index opened at 2714.63, closed at 2747.73, with a high of 2750.39, a low of 2707.4, and a trading volume of 102.326 billion yuan [1] 3.2 Impact of Sector Movements on Index - The CSI 1000 Index rose 81.49 points compared to the previous closing price, and sectors such as computer, electronics, and national defense and military industry significantly pulled the index up [2] - The CSI 500 Index rose 96.71 points compared to the previous closing price, and sectors such as electronics, non - bank finance, and computer significantly pulled the index up [2] - The CSI 300 Index rose 56.04 points compared to the previous closing price, and sectors such as non - bank finance, banks, and power equipment significantly pulled the index up [2] - The SSE 50 Index rose 31.81 points compared to the previous closing price, and sectors such as non - bank finance, banks, and electronics significantly pulled the index up [2] 3.3 Futures Basis and Annualized Opening Costs of Futures Contracts - For IM contracts, IM00 had an average daily basis of - 55.79, IM01 had - 121.15, IM02 had - 190.18, and IM03 had - 365.53 [13] - For IC contracts, IC00 had an average daily basis of - 38.56, IC01 had - 83.93, IC02 had - 130.6, and IC03 had - 250.11 [13] - For IF contracts, IF00 had an average daily basis of - 29.5, IF01 had - 42.27, IF02 had - 48.85, and IF03 had - 80.19 [13] - For IH contracts, IH00 had an average daily basis of - 29.28, IH01 had - 32.16, IH02 had - 31.14, and IH03 had - 31.25 [13] 3.4 Futures Contract Rollover Point Differences and Annualized Costs - For IM contracts, data on rollover point differences and their annualized costs at different times (e.g., 09:45, 10:00, etc.) are provided, such as at 09:45, IM00 - 01 was - 53.1193, IM00 - 02 was - 158.791, etc. [22] - For IC contracts, similar data on rollover point differences and their annualized costs are provided, like at 09:45, IC00 - 01 was - 26.1467, IC00 - 02 was - 90.0318, etc. [24] - For IF contracts, at 09:45, IF00 - 01 was - 5.99267, IF00 - 02 was - 13.4098, etc., with corresponding annualized costs [26] - For IH contracts, at 09:45, IH00 - 01 was - 1.29644, IH00 - 02 was 1.559889, etc., along with annualized costs [28]

1. Index Trends - On June 24th, the Shanghai Composite Index rose 1.15% to close at 3420.57 points with a trading volume of 544.882 billion yuan; the Shenzhen Component Index rose 1.68% to close at 10217.63 points with a trading volume of 869.7 billion yuan [1]. - The CSI 1000 Index rose 1.92% with a trading volume of 303.658 billion yuan, opening at 6082.74, closing at 6194.67, with a daily high of 6194.67 and a low of 6082.74 [1]. - The CSI 500 Index rose 1.62% with a trading volume of 191.935 billion yuan, opening at 5683.46, closing at 5765.84, with a daily high of 5766.02 and a low of 5683.46 [1]. - The SSE 50 Index rose 1.16% with a trading volume of 89.075 billion yuan, opening at 2685.85, closing at 2715.92, with a daily high of 2731.18 and a low of 2685.85 [1]. - The SSE 50 Index rose 1.16% with a trading volume of 89.075 billion yuan, opening at 2685.85, closing at 2715.92, with a daily high of 2731.18 and a low of 2685.85 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 116.45 points from the previous close, with sectors such as power equipment, electronics, and computer significantly contributing to the upward movement [3]. - The CSI 500 rose 91.67 points from the previous close, with electronics, power equipment, and non - banking finance sectors significantly contributing to the upward movement [3]. - The SSE 300 rose 46.13 points from the previous close, with non - banking finance, power equipment, and electronics sectors significantly contributing to the upward movement [3]. - The SSE 50 rose 31.14 points from the previous close, with non - banking finance, banks, and electronics sectors significantly contributing to the upward movement [3]. 3. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 55.17, IM01 of - 123.04, IM02 of - 195.3, and IM03 of - 370.85 [12]. - For IC contracts, IC00 had an average daily basis of - 34.93, IC01 of - 80.85, IC02 of - 127.08, and IC03 of - 244.07 [12]. - For IF contracts, IF00 had an average daily basis of - 29.83, IF01 of - 43.83, IF02 of - 50.93, and IF03 of - 81.08 [12]. - For IH contracts, IH00 had an average daily basis of - 31.25, IH01 of - 33.89, IH02 of - 32.68, and IH03 of - 32.81 [12]. 4. Futures Roll - over Point Differences and Annualized Costs - For IM contracts, various roll - over point differences and their corresponding annualized costs are presented at different time points from 09:45 to 15:00 [21]. - For IC contracts, various roll - over point differences and their corresponding annualized costs are presented at different time points from 09:45 to 15:00 [23]. - For IF contracts, various roll - over point differences and their corresponding annualized costs are presented at different time points from 09:45 to 15:00 [23]. - For IH contracts, various roll - over point differences and their corresponding annualized costs are presented at different time points from 09:45 to 15:00 [25].

Index Trends - On June 10th, the Shanghai Composite Index fell 0.44% to close at 3384.82 points, with a trading volume of 557.428 billion yuan; the Shenzhen Component Index fell 0.86% to close at 10162.18 points, with a trading volume of 857.931 billion yuan [1]. - The CSI 1000 Index fell 0.92% with a trading volume of 277.218 billion yuan, opening at 6220.04, closing at 6161.69, with a high of 6220.04 and a low of 6098.09 [1]. - The CSI 500 Index fell 0.82% with a trading volume of 182.98 billion yuan, opening at 5809.83, closing at 5757.99, with a high of 5810.92 and a low of 5715.97 [1]. - The SSE 50 Index fell 0.39% with a trading volume of 76.949 billion yuan, opening at 2690.87, closing at 2676.4, with a high of 2700.18 and a low of 2670.15 [1]. Impact of Sector Movements on Indexes - The CSI 1000 dropped 57.27 points from the previous close, with the computer and electronics sectors significantly dragging down the index [2]. - The CSI 500 dropped 47.66 points from the previous close, with the national defense and military industry, computer, and electronics sectors significantly dragging down the index [2]. - The SSE 50 dropped 10.43 points from the previous close, with the non - ferrous metals, banking, and pharmaceutical and biological sectors boosting the index, while the electronics, food and beverage, and non - banking finance sectors dragging it down [2]. Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 43.72, IM01 of - 133.37, IM02 of - 296.42, and IM03 of - 470.15 [13]. - IC00 had an average daily basis of - 34.84, IC01 of - 105.05, IC02 of - 213.92, and IC03 of - 337.2 [13]. - IF00 had an average daily basis of - 19.32, IF01 of - 56.45, IF02 of - 85.82, and IF03 of - 115.62 [13]. - IH00 had an average daily basis of - 14.31, IH01 of - 45.58, IH02 of - 50.4, and IH03 of - 50.32 [13]. Futures Roll - over Point Differences and Annualized Costs - Data on the roll - over point differences and annualized costs of IM, IC, IF, and IH futures at different time points are presented in the report, including specific point differences and corresponding annualized costs [23][24][26]