1. Index Trends - On May 27th, the Shanghai Composite Index dropped by -0.18% to close at 3340.69 points with a trading volume of 394.409 billion yuan; the Shenzhen Component Index fell by -0.61% to close at 10029.11 points with a trading volume of 604.517 billion yuan [1]. - The CSI 1000 Index decreased by -0.34% with a trading volume of 193.606 billion yuan, opening at 6019.54, closing at 6008.46, reaching a high of 6023.14 and a low of 5971.35 [1]. - The CSI 500 Index declined by -0.31% with a trading volume of 125.276 billion yuan, opening at 5666.3, closing at 5652.15, reaching a high of 5667.87 and a low of 5629.13 [1]. - The SSE 50 Index went down by -0.52% with a trading volume of 49.856 billion yuan, opening at 2699.69, closing at 2685.28, reaching a high of 2709.29 and a low of 2684.71 [1]. - The CSI 300 Index decreased by -0.54% with a trading volume of 178.467 billion yuan, opening at 3857.63, closing at 3839.4, reaching a high of 3865.43 and a low of 3834.85 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 dropped 20.33 points from the previous close. Sectors such as Medicine and Biology, and Basic Chemicals had a significant positive impact, while sectors like Computer, Machinery, and Electronics had a negative impact [2]. - The CSI 500 dropped 17.31 points from the previous close. The Medicine and Biology sector had a positive impact, while Machinery, Non - ferrous Metals, and Electronics had a negative impact [2]. - The CSI 300 dropped 20.71 points from the previous close. The Banking sector had a positive impact, while Automobile, Non - ferrous Metals, and Electronics had a negative impact [2]. - The SSE 50 dropped 14.14 points from the previous close. The Banking sector had a positive impact, while Food and Beverage, Electronics, and Non - ferrous Metals had a negative impact [2]. 3. Futures Basis and Annualized Opening Costs - For IM contracts, the daily average basis was -98.04 for IM00, -190.8 for IM01, -349.56 for IM02, and -527.69 for IM03 [12]. - For IC contracts, the daily average basis was -76.59 for IC00, -151.74 for IC01, -269.32 for IC02, and -399.41 for IC03 [12]. - For IF contracts, the daily average basis was -29.87 for IF00, -68.48 for IF01, -100.62 for IF02, and -139.97 for IF03 [12]. - For IH contracts, the daily average basis was -17.04 for IH00, -48.29 for IH01, -54.82 for IH02, and -57.71 for IH03 [12]. 4. 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 (e.g., 09:45, 10:00, etc.) are provided, including values for IM00 - 01, IM00 - 02, etc. [21]. - For IC contracts, data on roll - over point differences and their annualized costs at different time points are provided, including values for IC00 - 01, IC00 - 02, etc. [23]. - For IF contracts, data on roll - over point differences and their annualized costs at different time points are provided, including values for IF00 - 01, IF00 - 02, etc. [23]. - For IH contracts, data on roll - over point differences and their annualized costs at different time points are provided, including values for IH00 - 01, IH00 - 02, etc. [25].

Group 1: Index Trends - On May 7th, the Shanghai Composite Index rose by 0.8% to close at 3342.67 points with a trading volume of 595.23 billion yuan; the Shenzhen Component Index rose by 0.22% to close at 10104.13 points with a trading volume of 873.087 billion yuan [1]. - The CSI 1000 Index rose by 0.14% with a trading volume of 296.522 billion yuan, opening at 6171.61, closing at 6111.49, with a daily high of 6195.14 and a low of 6063.64 [1]. - The CSI 500 Index rose by 0.17% with a trading volume of 227.566 billion yuan, opening at 5805.66, closing at 5750.29, with a daily high of 5819.24 and a low of 5713.27 [1]. - The SSE 50 Index rose by 0.87% with a trading volume of 80.655 billion yuan, opening at 2685.56, closing at 2670.7, with a daily high of 2685.56 and a low of 2656.2 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 8.57 points from the previous close. Defense, machinery, and basic chemicals sectors significantly pulled the index up, while electronics, computer, and pharmaceutical sectors pulled it down [2]. - The CSI 500 rose 9.96 points from the previous close. Defense, basic chemicals, and power equipment sectors significantly pulled the index up, while computer, pharmaceutical, and electronics sectors pulled it down [2]. - The SSE 50 rose 22.98 points from the previous close. Banking and non - banking financial sectors significantly pulled the index up [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of -33.2, IM01 -137.18, IM02 -313.46, and IM03 -447.16 [12]. - IC00 had an average daily basis of -27.76, IC01 -116.52, IC02 -250.55, and IC03 -348.34 [12]. - IF00 had an average daily basis of -11.09, IF01 -42.8, IF02 -100.03, and IF03 -130.0 [12]. - IH00 had an average daily basis of -3.61, IH01 -20.75, IH02 -53.24, and IH03 -56.27 [12]. 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 time points are provided, such as at 09:45, IM00 - 01 was -53.1193, IM00 - 02 was -158.791, etc. [22]. - For IC, 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, 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. [24]. - For IH, 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. [26].

Group 1: Index Trends - On April 14th, the Shanghai Composite Index rose 0.76% to close at 3262.81 points with a trading volume of 543.811 billion yuan. The Shenzhen Component Index rose 0.51% to close at 9884.3 points with a trading volume of 733.662 billion yuan [1]. - The CSI 1000 Index rose 1.3% with a trading volume of 272.673 billion yuan, opening at 5933.99, closing at 5938.53, with a high of 5979.9 and a low of 5914.25 [1]. - The CSI 500 Index rose 0.82% with a trading volume of 207.47 billion yuan, opening at 5633.78, closing at 5627.14, with a high of 5661.8 and a low of 5608.73 [1]. - The SSE 50 Index rose 0.33% with a trading volume of 85.931 billion yuan, opening at 2623.57, closing at 2628.21, with a high of 2636.79 and a low of 2615.39 [1]. - The SSE 300 Index rose 0.23% with a trading volume of 292.571 billion yuan, opening at 3772.04, closing at 3759.14, with a high of 3776.63 and a low of 3754.03 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 76.34 points from the previous close, with sectors such as Pharmaceutical Biology and Electronics having a significant upward pull on the index [2]. - The CSI 500 rose 45.82 points from the previous close, with sectors such as Non - Ferrous Metals having a significant upward pull on the index [2]. - The SSE 300 rose 8.62 points from the previous close, with sectors like Banks, Non - Ferrous Metals, and Automobiles having an upward pull, while Machinery, Household Appliances, and Food and Beverage had a downward pull [2]. - The SSE 50 rose 8.63 points from the previous close, with sectors like Banks, Non - Ferrous Metals, and Automobiles having an upward pull, while Food and Beverage had a downward pull [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 37.39, IM01 of - 121.7, IM02 of - 221.63, and IM03 of - 387.77 [13]. - For IC contracts, IC00 had an average daily basis of - 29.41, IC01 of - 90.75, IC02 of - 171.57, and IC03 of - 298.5 [13]. - For IF contracts, IF00 had an average daily basis of - 13.94, IF01 of - 30.31, IF02 of - 61.11, and IF03 of - 111.78 [13]. - For IH contracts, IH00 had an average daily basis of - 4.89, IH01 of - 7.89, IH02 of - 18.34, and IH03 of - 49.87 [13]. Group 4: Stock Index 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 contracts at different time intervals from 09:45 to 15:00 [24][26][28]