1. Index Trends - On July 14th, the Shanghai Composite Index rose 0.27% to close at 3519.65 points, with a trading volume of 623.102 billion yuan; the Shenzhen Component Index fell 0.11% to close at 10684.52 points, with a trading volume of 835.636 billion yuan [1] - The CSI 1000 Index rose 0.02%, with a trading volume of 302.637 billion yuan, opening at 6465.51, closing at 6462.31, with a daily high of 6474.93 and a low of 6443.56 [1] - The CSI 500 Index fell 0.1%, with a trading volume of 226.291 billion yuan, opening at 6033.18, closing at 6020.86, with a daily high of 6042.89 and a low of 6011.69 [1] - The SSE 50 Index rose 0.04%, with a trading volume of 90.039 billion yuan, opening at 2761.48, closing at 2757.81, with a daily high of 2774.23 and a low of 2757.81 [1] 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 1.21 points from the previous close. Machinery, power equipment, and automotive sectors significantly pulled the index up, while media, non - bank finance, and computer sectors pulled it down [2] - The CSI 500 rose - 6.22 points from the previous close. Pharmaceutical biology, machinery, and public utilities sectors significantly pulled the index up, while electronics, media, and non - bank finance sectors pulled it down [2] - The SSE 300 rose 2.86 points from the previous close. Banks, non - ferrous metals, and household appliances sectors significantly pulled the index up, while national defense and military industry, computer, and non - bank finance sectors pulled it down [2] - The SSE 50 rose 1.04 points from the previous close. Banks, pharmaceutical biology, and petroleum and petrochemical sectors significantly pulled the index up, while electronics, food and beverage, and non - bank finance sectors pulled it down [2] 3. Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was - 13.34, IM01 was - 80.4, IM02 was - 149.25, and IM03 was - 329.11 [12] - IC00 average daily basis was - 9.63, IC01 was - 64.69, IC02 was - 114.85, and IC03 was - 238.97 [12] - IF00 average daily basis was - 8.32, IF01 was - 22.73, IF02 was - 32.29, and IF03 was - 61.46 [12] - IH00 average daily basis was - 6.87, IH01 was - 10.48, IH02 was - 11.07, and IH03 was - 9.58 [12] 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - The report provides detailed data on the roll - over point differences and their annualized costs for IM, IC, IF, and IH futures contracts at different time points from 09:45 to 15:00 [21][23][25]

1. Index Trends - On July 10th, the Shanghai Composite Index rose by 0.48% to close at 3509.68 points, with a trading volume of 613.161 billion yuan; the Shenzhen Component Index rose by 0.47% to close at 10631.13 points, with a trading volume of 880.987 billion yuan [1]. - The CSI 1000 Index rose by 0.25%, with a trading volume of 296.726 billion yuan, an opening price of 6385.21, a closing price of 6406.57, a daily high of 6427.74, and a daily low of 6367.66 [1]. - The CSI 500 Index rose by 0.5%, with a trading volume of 207.637 billion yuan, an opening price of 5950.97, a closing price of 5983.05, a daily high of 6000.69, and a daily low of 5942.29 [1]. - The SSE 50 Index rose by 0.62%, with a trading volume of 98.729 billion yuan, an opening price of 2739.23, a closing price of 2756.93, a daily high of 2777.42, and a daily low of 2739.23 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 16.1 points from the previous closing price. Sectors such as Medicine and Biology, Non - ferrous Metals, and Real Estate significantly pulled the index up, while sectors like Machinery and Equipment, and Computer pulled it down [3]. - The CSI 500 rose 29.56 points from the previous closing price. Non - Banking Finance, Non - ferrous Metals, and Medicine and Biology sectors significantly pulled the index up, while the Electronics sector pulled it down [3]. - The SSE 300 rose 18.62 points from the previous closing price. Banking, Non - Banking Finance, and Power Equipment sectors significantly pulled the index up [3]. - The SSE 50 rose 17.01 points from the previous closing price. Banking and Non - Banking Finance sectors significantly pulled the index up [3]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 27.43, IM01 had - 99.5, IM02 had - 173.59, and IM03 had - 358.9 [14]. - For IC contracts, IC00 had an average daily basis of - 19.8, IC01 had - 75.93, IC02 had - 127.74, and IC03 had - 250.87 [14]. - For IF contracts, IF00 had an average daily basis of - 14.28, IF01 had - 30.93, IF02 had - 39.68, and IF03 had - 72.69 [14]. - For IH contracts, IH00 had an average daily basis of - 13.74, IH01 had - 18.62, IH02 had - 19.15, and IH03 had - 19.03 [14]. 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 (e.g., 09:45, 10:00, etc.) are provided, including values such as IM00 - 01, IM00 - 02, etc. [24]. - For IC contracts, similar data on roll - over point differences and annualized costs at different time points are presented, like IC00 - 01, IC00 - 02, etc. [26]. - For IF contracts, data on roll - over point differences and annualized costs at various time points are given, such as IF00 - 01, IF00 - 02, etc. [26]. - For IH contracts, data on roll - over point differences and annualized costs at different time points are shown, including IH00 - 01, IH00 - 02, etc. [28].

1. Report Industry Investment Rating No information provided in the given content. 2. Core View of the Report The report presents the index trends, the influence of sector fluctuations on indices, the basis and annualized opening costs of stock - index futures, and the point differences and annualized costs of stock - index futures contract roll - overs on July 7th. It provides detailed data on various indices and futures contracts. 3. Summary by Relevant Catalogs Index Trends - On July 7th, the Shanghai Composite Index rose 0.02% to close at 3473.13 points with a trading volume of 476.197 billion yuan; the Shenzhen Component Index fell 0.7% to close at 10435.51 points with a trading volume of 732.444 billion yuan [1]. - The CSI 1000 Index rose 0.24% with a trading volume of 264.835 billion yuan, opening at 6305.04, closing at 6327.14, with a daily high of 6333.51 and a low of 6303.86 [1]. - The CSI 500 Index fell 0.19% with a trading volume of 165.759 billion yuan, opening at 5901.4, closing at 5900.41, with a daily high of 5910.8 and a low of 5889.6 [1]. - The SSE 50 Index fell 0.33% with a trading volume of 56.66 billion yuan, opening at 2736.01, closing at 2731.53, with a daily high of 2736.26 and a low of 2723.96 [1]. Sector Fluctuations' Influence on Indices - The CSI 1000 rose 14.94 points compared to the previous closing price. Sectors such as utilities, computers, and basic chemicals significantly pulled the index up, while machinery, electronics, and biomedicine pulled it down [2]. - The CSI 500 rose - 11.03 points compared to the previous closing price. Sectors like utilities, non - bank finance, and real estate significantly pulled the index up, while machinery, electronics, and biomedicine pulled it down [2]. - The SSE 300 rose - 17.03 points compared to the previous closing price. The banking sector significantly pulled the index up, while biomedicine, power equipment, and electronics pulled it down [2]. - The SSE 50 rose - 8.91 points compared to the previous closing price. The banking and national defense and military industries significantly pulled the index up, while coal, non - ferrous metals, and food and beverages pulled it down [2]. Stock - Index Futures Basis and Annualized Opening Costs - For IM futures, IM00 had an average daily basis of - 53.6, IM01 of - 131.34, IM02 of - 209.83, and IM03 of - 393.64 [13]. - For IC futures, IC00 had an average daily basis of - 38.29, IC01 of - 95.74, IC02 of - 151.11, and IC03 of - 276.72 [13]. - For IF futures, IF00 had an average daily basis of - 19.74, IF01 of - 37.22, IF02 of - 47.52, and IF03 of - 84.05 [13]. - For IH futures, IH00 had an average daily basis of - 17.1, IH01 of - 22.69, IH02 of - 23.55, and IH03 of - 24.24 [13]. Stock - Index Futures Contract Roll - over Point Differences and Annualized Costs - For IM futures, detailed 15 - minute average data on point differences between different contract months (e.g., IM00 - 01, IM00 - 02) and their corresponding annualized costs are provided [23]. - For IC futures, 15 - minute average data on point differences between different contract months and their corresponding annualized costs are presented [25]. - For IF futures, 15 - minute average data on point differences between different contract months and their corresponding annualized costs are given [25]. - For IH futures, 15 - minute average data on point differences between different contract months and their corresponding annualized costs are shown [27].

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].

Index Trends - On June 17th, the Shanghai Composite Index had a change of -0.04%, closing at 3387.4 points with a trading volume of 458.038 billion yuan; the Shenzhen Component Index had a change of -0.12%, closing at 10151.43 points with a trading volume of 749.175 billion yuan [1] - The CSI 1000 Index had a change of -0.1%, with a trading volume of 260.874 billion yuan, an opening price of 6153.15, a closing price of 6141.47, a daily high of 6171.17, and a daily low of 6120.57 [1] - The CSI 500 Index had a change of -0.29%, with a trading volume of 160.122 billion yuan, an opening price of 5772.3, a closing price of 5750.91, a daily high of 5776.63, and a daily low of 5734.83 [1] - The SSE 50 Index had a change of -0.04%, with a trading volume of 63.517 billion yuan, an opening price of 2685.39, a closing price of 2683.95, a daily high of 2688.61, and a daily low of 2672.68 [1] Impact of Sector Movements on Indexes - The CSI 1000 rose -5.99 points compared to the previous closing price. Sectors such as power equipment, transportation, and non - bank finance significantly pulled the index up, while sectors like non - ferrous metals, media, and pharmaceuticals pulled it down [3] - The CSI 500 rose -16.9 points compared to the previous closing price. The computer sector significantly pulled the index up, while electronics, media, and pharmaceuticals pulled it down [3] - The SSE 300 rose -3.42 points compared to the previous closing price. Utilities, coal, and household appliances significantly pulled the index up, while electronics, banking, and pharmaceuticals pulled it down [3] - The SSE 50 rose -1.06 points compared to the previous closing price. Food and beverage, coal, and utilities significantly pulled the index up, while automotive, electronics, and pharmaceuticals pulled it down [3] Futures Basis and Annualized Opening Costs - For IM futures, IM00 had an average daily basis of -19.9, IM01 of -112.91, IM02 of -275.04, and IM03 of -454.42 [13] - For IC futures, IC00 had an average daily basis of -10.22, IC01 of -80.18, IC02 of -186.51, and IC03 of -311.44 [13] - For IF futures, IF00 had an average daily basis of -5.49, IF01 of -46.68, IF02 of -74.45, and IF03 of -105.66 [13] - For IH futures, IH00 had an average daily basis of -5.85, IH01 of -42.29, IH02 of -43.99, and IH03 of -46.18 [13] Futures Roll - over Point Differences and Annualized Costs - For IC futures, data shows point differences and annualized costs at different time intervals, such as at 09:45, IC00 - 01 was -26.1467, IC00 - 02 was -90.0318, etc. [25] - For IF futures, at 09:45, IF00 - 01 was -5.99267, IF00 - 02 was -13.4098, etc. [25] - For IH futures, at 09:45, IH00 - 01 was -1.29644, IH00 - 02 was 1.559889, etc. [29] - For IM futures, at 09:45, IM00 - 01 was -53.1193, IM00 - 02 was -158.791, etc. [28]

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].

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].

1. Index Trends - On June 4th, the Shanghai Composite Index rose 0.42% to close at 3376.2 points with a trading volume of 446.845 billion yuan; the Shenzhen Component Index rose 0.87% to close at 10144.58 points with a trading volume of 706.203 billion yuan [1]. - The CSI 1000 Index rose 0.88% with a trading volume of 232.04 billion yuan, opening at 6067.83, closing at 6123.17, with a daily high of 6124.7 and a low of 6067.83 [1]. - The CSI 500 Index rose 0.78% with a trading volume of 150.315 billion yuan, opening at 5696.57, closing at 5739.01, with a daily high of 5744.45 and a low of 5696.57 [1]. - The SSE 50 Index rose 0.13% with a trading volume of 51.109 billion yuan, opening at 2688.74, closing at 2690.82, with a daily high of 2699.67 and a low of 2687.3 [1]. - The SSE 300 Index rose 0.43% with a trading volume of 211.736 billion yuan, opening at 3855.49, closing at 3868.74, with a daily high of 3875.86 and a low of 3855.49 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 53.13 points from the previous close, with sectors such as power equipment significantly pulling the index up [2]. - The CSI 500 rose 44.17 points from the previous close, with sectors such as electronics, pharmaceutical and biological, and non - bank finance significantly pulling the index up [2]. - The SSE 300 rose 16.73 points from the previous close, with sectors such as electronics, non - bank finance, and communication significantly pulling the index up, while transportation sectors pulled it down [2]. - The SSE 50 rose 3.52 points from the previous close, with sectors such as electronics, non - bank finance, and pharmaceutical and biological pulling the index up, while sectors like banks, utilities, and transportation pulled it down [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 64.19, IM01 of - 156.68, IM02 of - 321.86, and IM03 of - 501.29 [13]. - IC00 had an average daily basis of - 45.82, IC01 of - 115.92, IC02 of - 233.59, and IC03 of - 363.47 [13]. - IF00 had an average daily basis of - 23.62, IF01 of - 61.74, IF02 of - 96.86, and IF03 of - 135.77 [13]. - IH00 had an average daily basis of - 16.54, IH01 of - 46.96, IH02 of - 52.85, and IH03 of - 53.34 [13]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - Detailed data on the 15 - minute average roll - over point differences and their annualized costs for IM, IC, IF, and IH are provided, including values at different time points such as 09:45, 10:00, etc. [22][24][25][27]