1. Report Industry Investment Rating No information about the report industry investment rating is provided in the content. 2. Core Viewpoints The report presents the performance of major stock indices on July 9th, including their price movements, trading volumes, and the impact of different sectors on these indices. It also provides data on the basis of stock index futures, the cost of opening positions, and the points difference in contract roll - over and its annualized cost. 3. Summary by Directory 3.1 Index Trends - On July 9th, the Shanghai Composite Index fell 0.13% to close at 3493.05 points with a trading volume of 595.963 billion yuan; the Shenzhen Component Index fell 0.06% to close at 10581.8 points with a trading volume of 909.214 billion yuan [1]. - The CSI 1000 Index fell 0.27% with a trading volume of 303.196 billion yuan, opening at 6412.14, closing at 6390.47, with a high of 6431.09 and a low of 6375.08 [1]. - The CSI 500 Index fell 0.41% with a trading volume of 207.864 billion yuan, opening at 5980.65, closing at 5953.49, with a high of 5992.13 and a low of 5940.18 [1]. - The SSE 50 Index fell 0.26% with a trading volume of 83.536 billion yuan, opening at 2746.14, closing at 2739.92, with a high of 2759.06 and a low of 2739.21 [1]. - The CSI 300 Index fell 0.18% with a trading volume of 305.399 billion yuan, opening at 3997.5, closing at 3991.4, with a high of 4016.74 and a low of 3987.43 [1]. 3.2 Impact of Sector Movements on Index - The CSI 1000 Index dropped 17.23 points compared to the previous close. Sectors such as environmental protection, media, and banking had a positive impact, while power equipment, non - ferrous metals, and electronics had a negative impact [2]. - The CSI 500 Index dropped 24.25 points compared to the previous close. Power equipment, non - ferrous metals, and electronics had a negative impact [2]. - The CSI 300 Index dropped 7.05 points compared to the previous close. Power equipment, pharmaceutical biology, and banking had a positive impact, while electronics, non - bank finance, and non - ferrous metals had a negative impact [2]. - The SSE 50 Index dropped 7.27 points compared to the previous close. Pharmaceutical biology, food and beverage, and communication had a positive impact, while electronics, non - bank finance, and non - ferrous metals had a negative impact [2]. 3.3 Basis of Stock Index Futures and Annualized Cost of Opening Positions - For IM contracts, IM00 had an average daily basis of - 32.46, IM01 of - 106.22, IM02 of - 179.85, and IM03 of - 367.73 [13]. - For IC contracts, IC00 had an average daily basis of - 22.0, IC01 of - 78.52, IC02 of - 128.99, and IC03 of - 252.77 [13]. - For IF contracts, IF00 had an average daily basis of - 16.7, IF01 of - 33.74, IF02 of - 41.77, and IF03 of - 75.91 [13]. - For IH contracts, IH00 had an average daily basis of - 14.68, IH01 of - 19.67, IH02 of - 19.96, and IH03 of - 19.67 [13]. 3.4 Points Difference in Contract Roll - over and Its Annualized Cost - The report provides data on the points difference in contract roll - over and its annualized cost for IM, IC, IF, and IH contracts at different time points throughout the trading day [21][23][25].

Group 1: Index Performance - On July 3rd, the Shanghai Composite Index rose 0.18% to close at 3461.15 points with a trading volume of 500.212 billion yuan; the Shenzhen Component Index rose 1.17% to close at 10534.58 points with a trading volume of 809.522 billion yuan [1]. - The CSI 1000 Index rose 0.53% with a trading volume of 270.492 billion yuan, opening at 6306.75, closing at 6342.64, with a daily high of 6349.14 and a low of 6295.23 [1]. - The CSI 500 Index rose 0.5% with a trading volume of 174.689 billion yuan, opening at 5896.24, closing at 5922.66, with a daily high of 5929.73 and a low of 5885.94 [1]. - The SSE 50 Index rose 0.07% with a trading volume of 59.917 billion yuan, opening at 2726.11, closing at 2724.55, with a daily high of 2728.17 and a low of 2713.97 [1]. - The SSE 50 Index rose 0.07% with a trading volume of 59.917 billion yuan, opening at 2726.11, closing at 2724.55, with a daily high of 2728.17 and a low of 2713.97 [1]. Group 2: Sector Impact on Index - The CSI 1000 rose 33.16 points from the previous closing price, with sectors such as pharmaceutical biology and electronics significantly pulling the index up [3]. - The CSI 500 rose 29.71 points from the previous closing price, with sectors such as electronics, pharmaceutical biology, and power equipment significantly pulling the index up [3]. - The SSE 300 rose 24.39 points from the previous closing price, with sectors such as electronics and power equipment significantly pulling the index up [3]. - The SSE 50 rose 2.0 points from the previous closing price, with sectors such as non - bank finance, food and beverage, and electronics significantly pulling the index up, while sectors such as public utilities, banks, and coal pulled the index down [3]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was - 55.18, IM01 was - 126.37, IM02 was - 196.58, and IM03 was - 374.8 [14]. - IC00 average daily basis was - 44.47, IC01 was - 95.88, IC02 was - 148.09, and IC03 was - 272.46 [14]. - IF00 average daily basis was - 22.97, IF01 was - 40.67, IF02 was - 51.5, and IF03 was - 88.45 [14]. - IH00 average daily basis was - 18.29, IH01 was - 23.64, IH02 was - 24.63, and IH03 was - 25.8 [14]. Group 4: 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 contracts at different time intervals (15 - minute averages) are provided, including specific point differences and corresponding annualized costs [24][26][28].

1. Index Trends - On June 30, the Shanghai Composite Index rose 0.59% to close at 3,444.43 points, with a trading volume of 567.137 billion yuan. The Shenzhen Component Index rose 0.83% to close at 10,465.12 points, with a trading volume of 919.72 billion yuan. [1] - The CSI 1000 Index rose 1.26% with a trading volume of 336.221 billion yuan. It opened at 6,297.08, closed at 6,356.18, with a high of 6,358.03 and a low of 6,292.51. [1] - The CSI 500 Index rose 0.88% with a trading volume of 226.517 billion yuan. It opened at 5,877.67, closed at 5,915.39, with a high of 5,918.31 and a low of 5,872.23. [1] - The SSE 50 Index rose 0.16% with a trading volume of 76.464 billion yuan. It opened at 2,702.12, closed at 2,711.99, with a high of 2,716.3 and a low of 2,695.42. [1] 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 79.24 points from the previous close. Sectors such as electronics, national defense and military industry, and computer significantly pulled the index up. [2] - The CSI 500 rose 51.66 points from the previous close. Sectors such as national defense and military industry, electronics, and media significantly pulled the index up. [2] - The SSE 300 rose 14.32 points from the previous close. Sectors such as electronics, power equipment, and national defense and military industry significantly pulled the index up. [2] - The SSE 50 rose 4.42 points from the previous close. Sectors such as electronics, pharmaceutical biology, and national defense and military industry significantly pulled the index up, while sectors such as non - ferrous metals and banks pulled the index down. [2] 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 51.59, IM01 of - 114.33, IM02 of - 181.73, and IM03 of - 356.0. [12] - For IC contracts, IC00 had an average daily basis of - 38.42, IC01 of - 80.23, IC02 of - 127.59, and IC03 of - 247.16. [12] - For IF contracts, IF00 had an average daily basis of - 25.11, IF01 of - 37.67, IF02 of - 44.55, and IF03 of - 75.15. [12] - For IH contracts, IH00 had an average daily basis of - 20.28, IH01 of - 23.86, IH02 of - 24.19, and IH03 of - 23.5. [12] 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - For IM contracts, various roll - over point differences and their corresponding annualized costs were presented at different time points from 09:45 to 15:00. For example, at 09:45, IM00 - 01 was - 53.1193, IM00 - 02 was - 158.791, etc. [21] - For IC contracts, similar roll - over point differences and annualized costs were provided at different time intervals. For instance, at 09:45, IC00 - 01 was - 26.1467, IC00 - 02 was - 90.0318, etc. [23] - For IF contracts, at 09:45, IF00 - 01 was - 5.99267, IF00 - 02 was - 13.4098, etc., with roll - over point differences and annualized costs tracked throughout the day. [25] - For IH contracts, data such as at 09:45, IH00 - 01 was - 1.29644, IH00 - 02 was 1.559889, etc., were given for roll - over point differences and annualized costs. [27]

Report Summary 1. Index Performance - On June 19th, the Shanghai Composite Index dropped by 0.79% to close at 3362.11 points, with a trading volume of 473.259 billion yuan; the Shenzhen Component Index fell 1.21% to 10051.97 points, trading 777.365 billion yuan [1]. - The CSI 1000 Index decreased by 1.42%, with a trading volume of 270.827 billion yuan, opening at 6127.94 and closing at 6048.22 [1]. - The CSI 500 Index declined by 1.2%, trading 162.658 billion yuan, opening at 5733.81 and closing at 5676.83 [1]. - The SSE 50 Index fell 0.54%, with a trading volume of 64.021 billion yuan, opening at 2678.36 and closing at 2665.52 [1]. 2. Sector Impact on Index - The CSI 1000 dropped 87.17 points, with the Computer and Pharmaceutical Biology sectors significantly dragging it down [2]. - The CSI 500 fell 69.04 points, affected by the Computer, Pharmaceutical Biology, and Non - Banking Finance sectors [2]. - The SSE 300 declined 31.88 points, pulled down by the Power Equipment and Non - Banking Finance sectors [2]. - The SSE 50 dropped 14.4 points, influenced by the Non - Banking Finance and Non - Ferrous Metals sectors [2]. 3. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 7.72, IM01 of - 95.26, IM02 of - 258.62, and IM03 of - 437.34 [11]. - For IC contracts, IC00 had an average daily basis of - 6.6, IC01 of - 72.5, IC02 of - 184.11, and IC03 of - 308.25 [11]. - For IF contracts, IF00 had an average daily basis of - 5.07, IF01 of - 47.41, IF02 of - 77.64, and IF03 of - 107.61 [11]. - For IH contracts, IH00 had an average daily basis of - 6.22, IH01 of - 43.57, IH02 of - 45.65, and IH03 of - 47.67 [11]. 4. Futures Roll - over Point Differences and Annualized Costs - For IM contracts, various roll - over point differences and their corresponding annualized costs were presented, such as IM00 - 01 having different values at different times [21]. - For IC contracts, similar roll - over point differences and annualized costs were provided, like IC00 - 01 with values changing over time [23]. - For IF contracts, roll - over point differences and annualized costs were detailed, e.g., IF00 - 01 at different time points [23]. - For IH contracts, roll - over point differences and annualized costs were given, such as IH00 - 01 at various times [25]. Core View The report presents the performance of major stock indices on June 19th, including their price changes, trading volumes, and the impact of different sectors on these indices. It also provides data on the basis and roll - over costs of various stock index futures contracts, offering a comprehensive view of the market situation on that day.

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 ...

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].

Group 1: Index Trends - On June 9th, the Shanghai Composite Index rose by 0.43% to close at 3399.77 points, with a trading volume of 511.88 billion yuan; the Shenzhen Component Index rose by 0.65% to close at 10250.14 points, with a trading volume of 774.512 billion yuan [1]. - The CSI 1000 Index rose by 1.07% with a trading volume of 255.785 billion yuan, opening at 6161.14, closing at 6218.96, with a daily high of 6226.38 and a low of 6158.9 [1]. - The CSI 500 Index rose by 0.76% with a trading volume of 171.482 billion yuan, opening at 5772.78, closing at 5805.65, with a daily high of 5823.9 and a low of 5765.35 [1]. - The SSE 50 Index fell by 0.08% with a trading volume of 65.216 billion yuan, opening at 2689.73, closing at 2686.83, with a daily high of 2698.36 and a low of 2681.69 [1]. - The SSE 300 Index rose by 0.29% with a trading volume of 262.024 billion yuan, opening at 3877.8, closing at 3885.25, with a daily high of 3894.65 and a low of 3871.99 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 66.12 points from the previous close, with sectors such as Medicine and Biology, and Electronics significantly pulling the index up [2]. - The CSI 500 rose 43.57 points from the previous close, with sectors such as Medicine and Biology, Power Equipment, and Non - Banking Finance significantly pulling the index up [2]. - The SSE 300 rose 11.27 points from the previous close, with sectors such as Non - Banking Finance, Medicine and Biology, and Agriculture, Forestry, Animal Husbandry and Fishery significantly pulling the index up, while sectors such as Automobile and Food and Beverage pulled the index down [2]. - The SSE 50 fell 2.02 points from the previous close, with sectors such as Non - Banking Finance, Medicine and Biology, and Banks significantly pulling the index up, while sectors such as Telecommunications, Non - Ferrous Metals, and Food and Beverage pulled the index down [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 41.51, IM01 of - 133.92, IM02 of - 296.53, and IM03 of - 472.57 [12]. - For IC contracts, IC00 had an average daily basis of - 31.34, IC01 of - 101.99, IC02 of - 213.64, and IC03 of - 339.47 [12]. - For IF contracts, IF00 had an average daily basis of - 15.32, IF01 of - 51.84, IF02 of - 83.42, and IF03 of - 117.23 [12]. - For IH contracts, IH00 had an average daily basis of - 12.08, IH01 of - 43.25, IH02 of - 47.54, and IH03 of - 47.12 [12]. Group 4: Stock Index Futures Rollover Point Differences and Annualized Costs - Data on IM rollover point differences and their annualized costs were presented, including values at different time points such as 09:45, 10:00, etc., for various contract combinations (e.g., IM00 - 01, IM00 - 02) [23]. - Data on IC rollover point differences and their annualized costs were presented, including values at different time points such as 09:45, 10:00, etc., for various contract combinations (e.g., IC00 - 01, IC00 - 02) [25]. - Data on IF rollover point differences and their annualized costs were presented, including values at different time points such as 09:45, 10:00, etc., for various contract combinations (e.g., IF00 - 01, IF00 - 02) [25]. - Data on IH rollover point differences and their annualized costs were presented, including values at different time points such as 09:45, 10:00, etc., for various contract combinations (e.g., IH00 - 01, IH00 - 02) [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]

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].