股指期货日度数据跟踪 2025-05-08 一、指数走势 05 月 07 日，上证综指涨跌幅 0.8%，收于 3342.67 点，成交额 5952.3 亿元，深成指数涨跌幅 0.22%，收于 10104.13 点，成交额 8730.87 亿元。 中证 1000 指数涨跌幅 0.14%，成交额 2965.22 亿元，其中开盘价 6171.61，收盘价 6111.49，当日最高价 6195.14，最低价 6063.64； 中证 500 指数涨跌幅 0.17%，成交额 2275.66 亿元，其中开盘价 5805.66，收盘价 5750.29，当日最高价 5819.24，最低价 5713.27； 沪深 300 指数涨跌幅 0.61%，成交额 2860.11 亿元，其中开盘价 3861.58，收盘价 3831.63，当日最高价 3863.68，最低价 3814.99； 上证 50 指数涨跌幅 0.87%，成交额 806.55 亿元，其中开盘价 2685.56，收盘价 2670.7，当日最高价 2685.56，最低价 2656.2。 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 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]