股指期货日度数据跟踪 2025-06-20 一、指数走势 06 月 19 日，上证综指涨跌幅-0.79%，收于 3362.11 点，成交额 4732.59 亿元，深成指数涨跌幅-1.21%，收于 10051.97 点，成交额 7773.65 亿元。 中证 1000 指数涨跌幅-1.42%，成交额 2708.27 亿元，其中开盘价 6127.94，收盘价 6048.22，当日最高价 6146.64，最低价 6028.72； 中证 500 指数涨跌幅-1.2%，成交额 1626.58 亿元，其中开盘价 5733.81，收盘价 5676.83，当日最高价 5750.46，最低价 5660.05； 沪深 300 指数涨跌幅-0.82%，成交额 2348.4 亿元，其中开盘价 3870.05，收盘价 3843.09，当日最高价 3872.94，最低价 3834.95； 上证 50 指数涨跌幅-0.54%，成交额 640.21 亿元，其中开盘价 2678.36，收盘价 2665.52，当日最高价 2680.87，最低价 2658.49。 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 ...

股指期货日度数据跟踪 2025-06-19 一、指数走势 06 月 18 日，上证综指涨跌幅 0.04%，收于 3388.81 点，成交额 4410.11 亿元，深成指数涨跌幅 0.24%，收于 10175.59 点，成交额 7500.56 亿元。 中证 1000 指数涨跌幅-0.1%，成交额 2564.64 亿元，其中开盘价 6126.18，收盘价 6135.39，当日最高价 6143.21，最低价 6086.69； 中证 500 指数涨跌幅-0.09%，成交额 1545.4 亿元，其中开盘价 5740.16，收盘价 5745.87，当日最高价 5753.71，最低价 5709.8； 沪深 300 指数涨跌幅 0.12%，成交额 2305.54 亿元，其中开盘价 3871.65，收盘价 3874.97，当日最高价 3881.35，最低价 3854.66； 上证 50 指数涨跌幅-0.15%，成交额 621.34 亿元，其中开盘价 2685.47，收盘价 2679.92，当日最高价 2690.9，最低价 2668.87。 图表 1：中证 1000、中证 500、沪深 300、上证 50 日内走势（%） 图表 ...

股指期货日度数据跟踪 2025-06-12 一、指数走势 06 月 11 日，上证综指涨跌幅 0.52%，收于 3402.32 点，成交额 5018.07 亿元，深成指数涨跌幅 0.83%，收于 10246.02 点，成交额 7536.51 亿元。 中证 1000 指数涨跌幅 0.4%，成交额 2436.71 亿元，其中开盘价 6162.16，收盘价 6186.51，当日最高价 6221.2，最低价 6162.16； 中证 500 指数涨跌幅 0.61%，成交额 1613.54 亿元，其中开盘价 5758.53，收盘价 5792.95，当日最高价 5818.57，最低价 5758.53； 沪深 300 指数涨跌幅 0.75%，成交额 2572.18 亿元，其中开盘价 3870.67，收盘价 3894.63，当日最高价 3911.61，最低价 3870.67； 上证 50 指数涨跌幅 0.59%，成交额 665.28 亿元，其中开盘价 2676.67，收盘价 2692.14，当日最高价 2704.45，最低价 2676.67。 图表 1：中证 1000、中证 500、沪深 300、上证 50 日内走势（%） 图 ...

06 月 09 日，上证综指涨跌幅 0.43%，收于 3399.77 点，成交额 5118.8 亿元，深成指数涨跌幅 0.65%，收于 10250.14 点，成交额 7745.12 亿元。 中证 1000 指数涨跌幅 1.07%，成交额 2557.85 亿元，其中开盘价 6161.14，收盘价 6218.96，当日最高价 6226.38，最低价 6158.9； 中证 500 指数涨跌幅 0.76%，成交额 1714.82 亿元，其中开盘价 5772.78，收盘价 5805.65，当日最高价 5823.9，最低价 5765.35； 沪深 300 指数涨跌幅 0.29%，成交额 2620.24 亿元，其中开盘价 3877.8，收盘价 3885.25，当日最高价 3894.65，最低价 3871.99； 上证 50 指数涨跌幅-0.08%，成交额 652.16 亿元，其中开盘价 2689.73，收盘价 2686.83，当日最高价 2698.36，最低价 2681.69。 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 较前收盘价上涨 66.12 点，医药生物, ...

股指期货日度数据跟踪 2025-06-05 一、指数走势 06 月 04 日，上证综指涨跌幅 0.42%，收于 3376.2 点，成交额 4468.45 亿元，深成指数涨跌幅 0.87%，收于 10144.58 点，成交额 7062.03 亿元。 中证 1000 指数涨跌幅 0.88%，成交额 2320.4 亿元，其中开盘价 6067.83，收盘价 6123.17，当日最高价 6124.7，最低价 6067.83； 中证 500 指数涨跌幅 0.78%，成交额 1503.15 亿元，其中开盘价 5696.57，收盘价 5739.01，当日最高价 5744.45，最低价 5696.57； 沪深 300 指数涨跌幅 0.43%，成交额 2117.36 亿元，其中开盘价 3855.49，收盘价 3868.74，当日最高价 3875.86，最低价 3855.49； 上证 50 指数涨跌幅 0.13%，成交额 511.09 亿元，其中开盘价 2688.74，收盘价 2690.82，当日最高价 2699.67，最低价 2687.3。 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. Index Trends - On May 29th, the Shanghai Composite Index rose 0.7% to close at 3363.45 points, with a trading volume of 453.741 billion yuan; the Shenzhen Component Index rose 1.24% to close at 10127.2 points, with a trading volume of 731.681 billion yuan [1]. - The CSI 1000 Index rose 1.76% with a trading volume of 232.576 billion yuan, opening at 5980.86, closing at 6089.58, with a daily high of 6091.96 and a low of 5980.86 [1]. - The CSI 500 Index rose 1.47% with a trading volume of 148.095 billion yuan, opening at 5637.06, closing at 5719.91, with a daily high of 5724.52 and a low of 5637.06 [1]. - The SSE 50 Index rose 0.29% with a trading volume of 53.28 billion yuan, opening at 2684.49, closing at 2690.89, with a daily high of 2703.99 and a low of 2677.81 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 105.12 points from the previous close, with sectors such as Computer, Electronics, and Medicine & Biology significantly pulling the index up [2]. - The CSI 500 rose 82.67 points from the previous close, with Electronics, Medicine & Biology, and Computer sectors significantly pulling the index up [2]. - The SSE 50 rose 7.83 points from the previous close, with Electronics, Non - Banking Finance, and Medicine & Biology sectors pulling the index up, while Food & Beverage, Utilities, and Banking sectors pulling it down [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 66.97, IM01 of - 157.35, IM02 of - 309.74, and IM03 of - 475.64 [13]. - For IC contracts, IC00 had an average daily basis of - 53.15, IC01 of - 123.11, IC02 of - 229.29, and IC03 of - 349.52 [13]. - For IF contracts, IF00 had an average daily basis of - 22.88, IF01 of - 60.63, IF02 of - 90.54, and IF03 of - 127.91 [13]. - For IH contracts, IH00 had an average daily basis of - 15.56, IH01 of - 46.26, IH02 of - 51.34, and IH03 of - 52.09 [13]. 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 times (e.g., at 09:45, IM00 - 01 was - 53.1193, etc.) are provided [22]. - For IC contracts, data on roll - over point differences and their annualized costs at different times (e.g., at 09:45, IC00 - 01 was - 26.1467, etc.) are provided [23]. - For IF contracts, data on roll - over point differences and their annualized costs at different times (e.g., at 09:45, IF00 - 01 was - 5.99267, etc.) are provided [23]. - For IH contracts, data on roll - over point differences and their annualized costs at different times (e.g., at 09:45, IH00 - 01 was - 1.29644, etc.) are provided [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].

1. Index Trends - On May 19th, the Shanghai Composite Index had a change of 0.0%, closing at 3367.58 points with a trading volume of 437.178 billion yuan; the Shenzhen Component Index changed by -0.08%, closing at 10171.09 points with a trading volume of 649.27 billion yuan [1]. - The CSI 1000 Index rose by 0.45% with a trading volume of 214.013 billion yuan, opening at 6073.2, closing at 6095.34, with a daily high of 6100.8 and a low of 6009.95 [1]. - The CSI 500 Index increased by 0.09% with a trading volume of 141.099 billion yuan, opening at 5719.44, closing at 5720.79, with a daily high of 5729.07 and a low of 5669.72 [1]. - The SSE 50 Index decreased by 0.43% with a trading volume of 51.69 billion yuan, opening at 2710.32, closing at 2705.09, with a daily high of 2716.86 and a low of 2701.25 [1]. - The CSI 300 Index declined by 0.31% with a trading volume of 184.888 billion yuan, opening at 3882.57, closing at 3877.15, with a daily high of 3885.59 and a low of 3866.57 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 27.22 points from the previous close, with sectors such as transportation, national defense and military industry, and electronics significantly pulling the index up [2]. - The CSI 500 rose 4.94 points from the previous close. Sectors like national defense and military industry, food and beverage, and public utilities pulled the index up, while non - ferrous metals, computer, and pharmaceutical biology pulled it down [2]. - The CSI 300 dropped 11.94 points from the previous close. Public utilities pulled the index up, while sectors such as automobiles, banks, and food and beverage pulled it down [2]. - The SSE 50 dropped 11.57 points from the previous close. Public utilities pulled the index up, while banks and food and beverage pulled it down [2]. 3. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of -133.37, IM01 of -219.12, IM02 of -354.04, and IM03 of -512.6 [12]. - For IC contracts, IC00 had an average daily basis of -111.32, IC01 of -183.82, IC02 of -291.63, and IC03 of -415.42 [12]. - For IF contracts, IF00 had an average daily basis of -40.83, IF01 of -78.35, IF02 of -109.23, and IF03 of -150.81 [12]. - For IH contracts, IH00 had an average daily basis of -20.54, IH01 of -48.83, IH02 of -55.22, and IH03 of -58.25 [12]. 4. Futures Roll - over Point Differences and Annualized Costs - For IM contracts, there were data on roll - over point differences and their annualized costs at different 15 - minute intervals, such as at 09:45, IM00 - 01 was -53.1193, IM00 - 02 was -158.791, etc. [21]. - For IC contracts, at 09:45, IC00 - 01 was -26.1467, IC00 - 02 was -90.0318, etc., with corresponding 15 - minute interval data [22]. - For IF contracts, at 09:45, IF00 - 01 was -5.99267, IF00 - 02 was -13.4098, etc., with 15 - minute interval data [22]. - For IH contracts, at 09:45, IH00 - 01 was -1.29644, IH00 - 02 was 1.559889, etc., with 15 - minute interval data [24].

股指期货日度数据跟踪 2025-05-16 一、指数走势 05 月 15 日，上证综指涨跌幅-0.68%，收于 3380.82 点，成交额 4612.92 亿元，深成指数涨跌幅-1.62%，收于 10186.45 点，成交额 6911.02 亿元。 中证 1000 指数涨跌幅-1.68%，成交额 2249.08 亿元，其中开盘价 6146.0，收盘价 6057.04，当日最高价 6146.0，最低价 6055.84； 中证 500 指数涨跌幅-1.45%，成交额 1651.37 亿元，其中开盘价 5786.78，收盘价 5715.3，当日最高价 5786.78，最低价 5715.29； 沪深 300 指数涨跌幅-0.91%，成交额 2414.65 亿元，其中开盘价 3934.03，收盘价 3907.2，当日最高价 3936.47，最低价 3904.91； 上证 50 指数涨跌幅-0.49%，成交额 692.36 亿元，其中开盘价 2748.54，收盘价 2740.3，当日最高价 2758.08，最低价 2735.9。 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 ...

05 月 13 日，上证综指涨跌幅 0.17%，收于 3374.87 点，成交额 5066.09 亿元，深成指数涨跌幅-0.13%，收于 10288.08 点，成交额 7849.16 亿元。 中证 1000 指数涨跌幅-0.27%，成交额 2634.63 亿元，其中开盘价 6219.45，收盘价 6151.01，当日最高价 6220.44，最低价 6141.68； 中证 500 指数涨跌幅-0.21%，成交额 1942.52 亿元，其中开盘价 5838.03，收盘价 5781.67，当日最高价 5838.03，最低价 5772.07； 沪深 300 指数涨跌幅 0.15%，成交额 2675.86 亿元，其中开盘价 3915.59，收盘价 3896.26，当日最高价 3915.59，最低价 3890.69； 上证 50 指数涨跌幅 0.2%，成交额 693.58 亿元，其中开盘价 2713.11，收盘价 2708.06，当日最高价 2713.11，最低价 2702.06。 图表 1：中证 1000、中证 500、沪深 300、上证 50 日内走势（%） 图表 2：四大指数个股涨跌幅比例（%）统计 -0.6 -0 ...