Index Trends - On June 11th, the Shanghai Composite Index rose 0.52% to close at 3402.32 points with a trading volume of 501.807 billion yuan; the Shenzhen Component Index rose 0.83% to close at 10246.02 points with a trading volume of 753.651 billion yuan [1]. - The CSI 1000 Index rose 0.4% with a trading volume of 243.671 billion yuan, opening at 6162.16, closing at 6186.51, with a daily high of 6221.2 and a low of 6162.16 [1]. - The CSI 500 Index rose 0.61% with a trading volume of 161.354 billion yuan, opening at 5758.53, closing at 5792.95, with a daily high of 5818.57 and a low of 5758.53 [1]. - The SSE 50 Index rose 0.59% with a trading volume of 66.528 billion yuan, opening at 2676.67, closing at 2692.14, with a daily high of 2704.45 and a low of 2676.67 [1]. - The SSE 50 Index rose 0.59% with a trading volume of 66.528 billion yuan, opening at 2676.67, closing at 2692.14, with a daily high of 2704.45 and a low of 2676.67 [1]. Impact of Sector Movements on Indexes - The CSI 1000 rose 24.82 points from the previous closing price. Sectors such as non - ferrous metals, media, and electronics significantly pulled the index up, while the pharmaceutical and biological sector pulled it down [3]. - The CSI 500 rose 34.96 points from the previous closing price. Sectors such as automobiles, non - bank finance, and power equipment significantly pulled the index up [3]. - The SSE 300 rose 29.16 points from the previous closing price. Sectors such as non - bank finance, power equipment, and non - ferrous metals significantly pulled the index up [3]. - The SSE 50 rose 15.74 points from the previous closing price. Sectors such as non - bank finance, banks, and non - ferrous metals significantly pulled the index up, while the electronics sector pulled it down [3]. Stock Index Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 32.9, IM01 of - 126.39, IM02 of - 286.78, and IM03 of - 460.32 [14]. - IC00 had an average daily basis of - 24.61, IC01 of - 98.13, IC02 of - 204.24, and IC03 of - 327.04 [14]. - IF00 had an average daily basis of - 13.64, IF01 of - 52.63, IF02 of - 80.48, and IF03 of - 107.98 [14]. - IH00 had an average daily basis of - 11.11, IH01 of - 42.08, IH02 of - 47.99, and IH03 of - 48.09 [14]. 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 futures at different time points are provided, including details such as IC00 - 01, IC00 - 02, etc. at 15 - minute intervals [24][26][27].

Index Trends - On May 21st, the Shanghai Composite Index rose 0.21% to close at 3387.57 points with a trading volume of 465.957 billion yuan; the Shenzhen Component Index rose 0.44% to close at 10294.22 points with a trading volume of 707.488 billion yuan [1]. - The CSI 1000 Index fell 0.23% with a trading volume of 234.419 billion yuan, opening at 6137.1, closing at 6132.18, with a daily high of 6141.73 and a low of 6109.92 [1]. - The CSI 500 Index rose 0.18% with a trading volume of 155.147 billion yuan, opening at 5741.69, closing at 5757.92, with a daily high of 5763.08 and a low of 5733.83 [1]. - The SSE 50 Index rose 0.43% with a trading volume of 59.788 billion yuan, opening at 2716.84, closing at 2728.43, with a daily high of 2740.77 and a low of 2716.84 [1]. Impact of Sector Movements on Indexes - The CSI 1000 fell 13.84 points from the previous close. Sectors such as pharmaceuticals and utilities pulled the index up, while media, computer, and electronics sectors pulled it down [3]. - The CSI 500 rose 10.55 points from the previous close. Sectors such as automobiles, pharmaceuticals, and non - ferrous metals pulled the index up, while communication, machinery, and electronics sectors pulled it down [3]. - The SSE 300 rose 18.21 points from the previous close. Sectors such as power equipment, non - ferrous metals, and banks pulled the index up, while the electronics sector pulled it down [3]. - The SSE 50 rose 11.8 points from the previous close. Sectors such as non - ferrous metals, pharmaceuticals, and coal pulled the index up, while the electronics sector pulled it down [3]. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 133.48, IM01 of - 223.85, IM02 of - 375.94, and IM03 of - 545.18 [13]. - For IC contracts, IC00 had an average daily basis of - 100.87, IC01 of - 177.63, IC02 of - 299.38, and IC03 of - 432.85 [13]. - For IF contracts, IF00 had an average daily basis of - 35.53, IF01 of - 76.46, IF02 of - 108.45, and IF03 of - 151.56 [13]. - For IH contracts, IH00 had an average daily basis of - 17.38, IH01 of - 48.12, IH02 of - 54.74, and IH03 of - 58.39 [13]. Futures Roll - over Point Differences and Annualized Costs - For IM contracts, data on roll - over point differences and their annualized costs at different times 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 times are provided, such as at 09:45, IC00 - 01 was - 26.1467, IC00 - 02 was - 90.0318, etc. [23]. - For IF contracts, data on roll - over point differences and their annualized costs at different times are provided, such as at 09:45, IF00 - 01 was - 5.99267, IF00 - 02 was - 13.4098, etc. [23]. - For IH contracts, data on roll - over point differences and their annualized costs at different times are provided, such as at 09:45, IH00 - 01 was - 1.29644, IH00 - 02 was 1.559889, etc. [25].

Report Summary 1. Index Trends - On April 29th, the Shanghai Composite Index closed at 3286.65 points with a change of -0.05% and a trading volume of 430.881 billion yuan; the Shenzhen Component Index closed at 9849.8 points with a change of -0.05% and a trading volume of 591.202 billion yuan [1]. - The CSI 1000 Index closed at 5903.38 points with a change of 0.45% and a trading volume of 219.412 billion yuan; the CSI 500 Index closed at 5604.91 points with a change of 0.12% and a trading volume of 158.033 billion yuan [1]. - The SSE 50 Index closed at 2645.51 points with a change of -0.22% and a trading volume of 53.894 billion yuan; the CSI 300 Index closed at 3775.08 points with a change of -0.17% and a trading volume of 197.463 billion yuan [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 Index rose 26.32 points. Sectors such as machinery, computer, and electronics had a significant positive impact, while the public utilities sector had a negative impact [3]. - The CSI 500 Index rose 6.61 points. Sectors like computer, pharmaceutical, and food and beverage had a positive impact, while national defense, power equipment, and public utilities sectors had a negative impact [3]. - The CSI 300 Index fell 6.54 points. Sectors including electronics, machinery, and household appliances had a positive impact, while food and beverage, public utilities, and power equipment sectors had a negative impact [3]. - The SSE 50 Index fell 5.72 points. Sectors such as electronics, pharmaceutical, and machinery had a positive impact, while non - banking finance, power equipment, and banking sectors had a negative impact [3]. 3. Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was -39.94, IM01 was -136.95, IM02 was -297.78, and IM03 was -425.98 [13]. - For IC contracts, the average daily basis for IC00 was -33.17, IC01 was -119.32, IC02 was -246.92, and IC03 was -340.05 [13]. - For IF contracts, the average daily basis for IF00 was -15.5, IF01 was -48.3, IF02 was -104.23, and IF03 was -131.19 [13]. - For IH contracts, the average daily basis for IH00 was -4.81, IH01 was -21.88, IH02 was -54.45, and IH03 was -59.08 [13]. 4. Futures Roll - over Point Differences and Annualized Costs - The report provides data on the annualized costs and 15 - minute average point differences for IM, IC, IF, and IH contracts during roll - over periods [22][24][25][27].