1. Index Trends - On July 01, the Shanghai Composite Index rose 0.39% to close at 3457.75 points, with a trading volume of 553.557 billion yuan; the Shenzhen Component Index rose 0.11% to close at 10476.29 points, with a trading volume of 912.459 billion yuan [1]. - The CSI 1000 Index rose 0.28%, with a trading volume of 334.302 billion yuan, opening at 6358.06, closing at 6373.77, with a daily high of 6373.77 and a low of 6308.06 [1]. - The CSI 500 Index rose 0.33%, with a trading volume of 213.596 billion yuan, opening at 5915.8, closing at 5934.67, with a daily high of 5936.92 and a low of 5890.11 [1]. - The SSE 50 Index rose 0.21%, with a trading volume of 66.144 billion yuan, opening at 2714.97, closing at 2717.71, with a daily high of 2721.4 and a low of 2708.19 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 17.59 points from the previous close. Sectors such as Medicine and Biology, Non - ferrous Metals, and Basic Chemicals significantly pulled the index up, while Non - Banking Finance and Computer sectors pulled it down [3]. - The CSI 500 rose 19.28 points from the previous close. Sectors like Medicine and Biology, Electronics, and Non - ferrous Metals significantly pulled the index up, while Power Equipment and Computer sectors pulled it down [3]. - The SSE 50 rose 5.72 points from the previous close. Sectors including Banking, Non - ferrous Metals, and Medicine and Biology significantly pulled the index up, while Power Equipment, Food and Beverage, and Electronics sectors pulled it down [3]. 3. Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 77.15, IM01 of - 151.38, IM02 of - 226.11, and IM03 of - 403.9 [13]. - IC00 had an average daily basis of - 57.04, IC01 of - 105.34, IC02 of - 158.75, and IC03 of - 282.0 [13]. - IF00 had an average daily basis of - 27.6, IF01 of - 43.21, IF02 of - 52.91, and IF03 of - 86.83 [13]. - IH00 had an average daily basis of - 20.26, IH01 of - 24.66, IH02 of - 26.31, and IH03 of - 27.13 [13]. 4. Futures Roll - over Point Differences and Annualized Costs - The report provides data on the roll - over point differences and their annualized costs for IM, IC, IF, and IH futures contracts at different 15 - minute intervals throughout the trading day [22][24][26].

1. Index Trends - On June 26, the Shanghai Composite Index fell by 0.22% to close at 3448.45 points, with a trading volume of 603.095 billion yuan; the Shenzhen Component Index fell by 0.48% to close at 10343.48 points, with a trading volume of 980.056 billion yuan [1]. - The CSI 1000 Index fell by 0.45%, with a trading volume of 343.746 billion yuan. The opening price was 6272.44, the closing price was 6247.79, the highest price was 6310.54, and the lowest price was 6244.78 [1]. - The CSI 500 Index fell by 0.41%, with a trading volume of 235.224 billion yuan. The opening price was 5868.29, the closing price was 5838.25, the highest price was 5885.25, and the lowest price was 5835.34 [1]. - The SSE 50 Index fell by 0.34%, with a trading volume of 87.101 billion yuan. The opening price was 2740.23, the closing price was 2738.47, the highest price was 2747.61, and the lowest price was 2734.95 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 Index dropped 28.37 points from the previous closing price. Sectors such as automobiles, electronics, and pharmaceuticals significantly dragged down the index [2]. - The CSI 500 Index dropped 24.3 points from the previous closing price. The banking sector significantly boosted the index, while sectors such as power equipment, pharmaceuticals, and electronics significantly dragged it down [2]. - The SSE 300 Index dropped 14.05 points from the previous closing price. Sectors such as banking, communications, and food and beverages significantly boosted the index, while sectors such as power equipment, automobiles, and non - bank finance significantly dragged it down [2]. - The SSE 50 Index dropped 9.26 points from the previous closing price. Sectors such as banking, food and beverages, and public utilities significantly boosted the index, while sectors such as electronics, pharmaceuticals, and non - bank finance significantly dragged it down [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 45.13, IM01 had - 100.83, IM02 had - 162.62, and IM03 had - 331.27 [12]. - For IC contracts, IC00 had an average daily basis of - 35.8, IC01 had - 76.94, IC02 had - 119.69, and IC03 had - 235.25 [12]. - For IF contracts, IF00 had an average daily basis of - 26.42, IF01 had - 38.77, IF02 had - 43.57, and IF03 had - 74.93 [12]. - For IH contracts, IH00 had an average daily basis of - 24.19, IH01 had - 28.38, IH02 had - 27.35, and IH03 had - 26.96 [12]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - For IM contracts, data on roll - over point differences and their annualized costs at different time points are provided, such as at 09:45, IM00 - 01 was - 53.1193, IM00 - 02 was - 158.791, etc. [22]. - For IC contracts, data on roll - over point differences and their annualized costs at different time points are provided, such as at 09:45, IC00 - 01 was - 26.1467, IC00 - 02 was - 90.0318, etc. [24]. - For IF contracts, data on roll - over point differences and their annualized costs at different time points are provided, such as at 09:45, IF00 - 01 was - 5.99267, IF00 - 02 was - 13.4098, etc. [29]. - For IH contracts, data on roll - over point differences and their annualized costs at different time points are provided, such as at 09:45, IH00 - 01 was - 1.29644, IH00 - 02 was 1.559889, etc. [28]

1. Index Movements - On June 23, the Shanghai Composite Index rose 0.65% to close at 3381.58 points, with a turnover of 442.789 billion yuan; the Shenzhen Component Index rose 0.43% to close at 10048.39 points, with a turnover of 679.817 billion yuan [1]. - The CSI 1000 Index rose 1.31% with a turnover of 239.995 billion yuan, opening at 5966.5, closing at 6078.22, with a daily high of 6083.53 and a low of 5965.66 [1]. - The CSI 500 Index rose 0.61% with a turnover of 146.035 billion yuan, opening at 5613.28, closing at 5674.17, with a daily high of 5684.4 and a low of 5613.28 [1]. - The SSE 50 Index rose 0.41% with a turnover of 72.036 billion yuan, opening at 2664.64, closing at 2684.78, with a daily high of 2692.91 and a low of 2656.68 [1]. - The CSI 300 Index rose 0.29% with a turnover of 232.482 billion yuan, opening at 3831.17, closing at 3857.9, with a daily high of 3867.59 and a low of 3827.08 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 78.63 points from the previous close, with sectors such as computer, electronics, and power equipment significantly pulling the index up [2]. - The CSI 500 rose 34.66 points from the previous close, with sectors such as electronics, power equipment, and national defense and military industry significantly pulling the index up [2]. - The CSI 300 rose 11.26 points from the previous close, with sectors such as banks, non - bank finance, and electronics significantly pulling the index up, while sectors such as communication and food and beverage pulled the index down [2]. - The SSE 50 rose 11.06 points from the previous close, with sectors such as banks, non - bank finance, and coal significantly pulling the index up, while the food and beverage sector pulled the index down [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was - 66.55, IM01 was - 141.01, IM02 was - 217.17, and IM03 was - 390.88 [12]. - IC00 average daily basis was - 46.1, IC01 was - 97.95, IC02 was - 149.85, and IC03 was - 271.17 [12]. - IF00 average daily basis was - 35.08, IF01 was - 50.58, IF02 was - 63.57, and IF03 was - 92.48 [12]. - IH00 average daily basis was - 33.35, IH01 was - 35.67, IH02 was - 34.33, and IH03 was - 36.34 [12]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - For IM, specific roll - over point differences and corresponding 15 - minute average data are provided at different times, along with the corresponding annualized costs [21][25][26]. - For IC, specific roll - over point differences and corresponding 15 - minute average data are provided at different times, along with the corresponding annualized costs [21][27]. - For IF, specific roll - over point differences and corresponding 15 - minute average data are provided at different times, along with the corresponding annualized costs [22]. - For IH, specific roll - over point differences and corresponding 15 - minute average data are provided at different times, along with the corresponding annualized costs [23][24].

1. Index Trends - On June 16th, the Shanghai Composite Index rose by 0.35% to close at 3388.73 points, with a trading volume of 481.594 billion yuan; the Shenzhen Component Index rose by 0.41% to close at 10163.55 points, with a trading volume of 733.481 billion yuan [1]. - The CSI 1000 Index rose by 0.68% with a trading volume of 253.088 billion yuan, opening at 6089.96, closing at 6147.46, reaching a high of 6151.51 and a low of 6089.96 [1]. - The CSI 500 Index rose by 0.48% with a trading volume of 170.989 billion yuan, opening at 5725.0, closing at 5767.81, reaching a high of 5775.95 and a low of 5725.0 [1]. - The SSE 50 Index rose by 0.32% with a trading volume of 68.811 billion yuan, opening at 2666.82, closing at 2685.01, reaching a high of 2687.11 and a low of 2664.43 [1]. - The SSE 300 Index rose by 0.25% with a trading volume of 246.861 billion yuan, opening at 3853.62, closing at 3873.8, reaching a high of 3876.17 and a low of 3853.62 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 41.45 points from the previous close, with sectors such as computer, power equipment, and media significantly pulling the index up [3]. - The CSI 500 rose 27.57 points from the previous close, with sectors such as media, electronics, and non - bank finance significantly pulling the index up, while the pharmaceutical and biological sector pulled it down [3]. - The SSE 300 rose 9.62 points from the previous close, with sectors such as banks, non - bank finance, and electronics significantly pulling the index up, while sectors such as automobiles, non - ferrous metals, and pharmaceutical and biological pulled it down [3]. - The SSE 50 rose 8.58 points from the previous close, with sectors such as banks and non - bank finance significantly pulling the index up, while non - ferrous metals pulled it down [3]. 3. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 13.01, IM01 of - 107.61, IM02 of - 269.2, and IM03 of - 449.07 [13]. - For IC contracts, IC00 had an average daily basis of - 5.28, IC01 of - 78.58, IC02 of - 185.61, and IC03 of - 311.9 [13]. - For IF contracts, IF00 had an average daily basis of - 2.83, IF01 of - 45.25, IF02 of - 73.74, and IF03 of - 104.93 [13]. - For IH contracts, IH00 had an average daily basis of - 5.71, IH01 of - 43.45, IH02 of - 48.57, and IH03 of - 50.32 [13]. 4. Futures Roll - over Point Differences and Annualized Costs - Multiple tables show the roll - over point differences and their annualized costs for IM, IC, IF, and IH contracts at different time points [23][25][26].

股指期货日度数据跟踪 2025-06-04 一、指数走势 06 月 03 日，上证综指涨跌幅 0.43%，收于 3361.98 点，成交额 4682.93 亿元，深成指数涨跌幅 0.16%，收于 10057.17 点，成交额 6731.17 亿元。 中证 1000 指数涨跌幅 0.72%，成交额 2342.97 亿元，其中开盘价 6009.18，收盘价 6070.04，当日最高价 6086.62，最低价 6008.54； 中证 500 指数涨跌幅 0.42%，成交额 1599.97 亿元，其中开盘价 5653.67，收盘价 5694.84，当日最高价 5710.42，最低价 5653.3； 沪深 300 指数涨跌幅 0.31%，成交额 2267.83 亿元，其中开盘价 3833.46，收盘价 3852.01，当日最高价 3863.3，最低价 3832.72； 上证 50 指数涨跌幅 0.32%，成交额 590.77 亿元，其中开盘价 2674.77，收盘价 2687.3，当日最高价 2697.39，最低价 2671.34。 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 ...

Group 1: Index Trends - On May 28th, the Shanghai Composite Index had a change of -0.02%, closing at 3339.93 points with a trading volume of 389.341 billion yuan; the Shenzhen Component Index had a change of -0.26%, closing at 10003.27 points with a trading volume of 620.609 billion yuan [1]. - The CSI 1000 Index had a change of -0.4%, with a trading volume of 191.733 billion yuan, an opening price of 6006.89, a closing price of 5984.46, a daily high of 6023.82, and a daily low of 5972.18 [1]. - The CSI 500 Index had a change of -0.26%, with a trading volume of 119.96 billion yuan, an opening price of 5651.88, a closing price of 5637.24, a daily high of 5660.47, and a daily low of 5628.42 [1]. - The SSE 300 Index had a change of -0.08%, with a trading volume of 162.496 billion yuan, an opening price of 3843.07, a closing price of 3836.24, a daily high of 3849.74, and a daily low of 3833.96 [1]. - The SSE 50 Index had a change of -0.08%, with a trading volume of 44.83 billion yuan, an opening price of 2686.73, a closing price of 2683.06, a daily high of 2691.48, and a daily low of 2681.86 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 Index decreased by 24.0 points compared to the previous closing price, with sectors such as Computer, Electronics, and Medicine & Biology significantly dragging down the index [3]. - The CSI 500 Index decreased by 14.91 points compared to the previous closing price, with the Food & Beverage sector significantly boosting the index, while sectors such as National Defense & Military Industry, Automobile, and Computer significantly dragging it down [3]. - The SSE 300 Index decreased by 3.16 points compared to the previous closing price, with sectors such as Transportation, Household Appliances, and Communication significantly boosting the index, while sectors such as Electronics, Power Equipment, and Automobile significantly dragging it down [3]. - The SSE 50 Index decreased by 2.22 points compared to the previous closing price, with sectors such as Petroleum & Petrochemical, Public Utilities, and Coal significantly boosting the index, while sectors such as Automobile, Electronics, and Banking significantly dragging it down [3]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was -96.74, IM01 was -188.82, IM02 was -344.92, and IM03 was -518.57 [14]. - For IC contracts, the average daily basis for IC00 was -78.15, IC01 was -152.25, IC02 was -265.01, and IC03 was -391.8 [14]. - For IF contracts, the average daily basis for IF00 was -32.25, IF01 was -71.05, IF02 was -102.95, and IF03 was -142.39 [14]. - For IH contracts, the average daily basis for IH00 was -18.32, IH01 was -49.61, IH02 was -55.82, and IH03 was -58.14 [14]. Group 4: Stock Index Futures Roll - over Point Differences and Annualized Costs - For IM contracts, various roll - over point differences and their corresponding annualized costs are presented, such as at 09:45, IM00 - 01 was -53.1193, IM00 - 02 was -158.791, etc. [25]. - For IC contracts, at 09:45, IC00 - 01 was -26.1467, IC00 - 02 was -90.0318, etc., along with their annualized costs [26]. - For IF contracts, at 09:45, IF00 - 01 was -5.99267, IF00 - 02 was -13.4098, etc., and their annualized costs are provided [26]. - For IH contracts, at 09:45, IH00 - 01 was -1.29644, IH00 - 02 was 1.559889, etc., with corresponding annualized costs [28].

Group 1: Index Movements - On May 14th, the Shanghai Composite Index rose by 0.86% to close at 3403.95 points with a trading volume of 534.873 billion yuan; the Shenzhen Component Index rose by 0.64% to close at 10354.22 points with a trading volume of 781.854 billion yuan [1] - The CSI 1000 Index rose by 0.15% with a trading volume of 252.514 billion yuan, opening at 6144.25, closing at 6160.37, with a daily high of 6199.3 and a low of 6111.11 [1] - The CSI 500 Index rose by 0.3% with a trading volume of 188.145 billion yuan, opening at 5778.08, closing at 5799.12, with a daily high of 5835.49 and a low of 5750.54 [1] - The SSE 180 Index rose by 1.21% with a trading volume of 319.465 billion yuan, opening at 3894.84, closing at 3943.21, with a daily high of 3960.52 and a low of 3890.65 [1] - The SSE 50 Index rose by 1.69% with a trading volume of 94.724 billion yuan, opening at 2708.56, closing at 2753.78, with a daily high of 2766.25 and a low of 2708.42 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 9.36 points from the previous close. Sectors such as transportation, computer, and non - bank finance significantly pulled the index up, while national defense and military industry, electronics, and power equipment pulled it down [2] - The CSI 500 rose 17.45 points from the previous close. Non - bank finance and non - ferrous metals significantly pulled the index up, while national defense and military industry and power equipment pulled it down [2] - The SSE 180 rose 46.95 points from the previous close. Non - bank finance and food and beverage significantly pulled the index up [2] - The SSE 50 rose 45.72 points from the previous close. Non - bank finance and food and beverage significantly pulled the index up [2] Group 3: Stock Index Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 7.95, IM01 of - 125.68, IM02 of - 321.98, and IM03 of - 467.01 [13] - IC00 had an average daily basis of - 2.8, IC01 of - 106.34, IC02 of - 273.71, and IC03 of - 386.92 [13] - IF00 had an average daily basis of - 0.33, IF01 of - 37.18, IF02 of - 106.52, and IF03 of - 146.47 [13] - IH00 had an average daily basis of 1.27, IH01 of - 17.61, IH02 of - 51.43, and IH03 of - 55.33 [13] Group 4: Stock Index Futures Roll - over Point Differences and Annualized Costs - For IM, data on roll - over point differences and their annualized costs at different times (e.g., at 09:45, IM00 - 01 was - 53.1193) are provided [22] - For IC, data on roll - over point differences and their annualized costs at different times (e.g., at 09:45, IC00 - 01 was - 26.1467) are provided [23] - For IF, data on roll - over point differences and their annualized costs at different times (e.g., at 09:45, IF00 - 01 was - 13.4098) are provided [23] - For IH, data on roll - over point differences and their annualized costs at different times (e.g., at 09:45, IH00 - 01 was - 1.29644) are provided [25]