Report Summary 1. Index Trends - On August 21st, the Shanghai Composite Index rose 0.13% to 3771.1 points with a trading volume of 997.42 billion yuan; the Shenzhen Component Index fell 0.06% to 11919.76 points with a trading volume of 1426.32 billion yuan [1]. - The CSI 1000 Index fell 0.71% with a trading volume of 516.51 billion yuan; the CSI 500 Index fell 0.36% with a trading volume of 404.12 billion yuan; the SSE 50 Index rose 0.53% with a trading volume of 136.49 billion yuan; the CSI 300 Index rose 0.39% with a trading volume of 558.52 billion yuan [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 dropped 52.12 points compared to the previous close, with sectors like power equipment, machinery, and electronics pulling the index down [2]. - The CSI 500 dropped 23.9 points, with the media sector pulling it up and non - bank finance, power equipment, and electronics pulling it down [2]. - The CSI 300 rose 16.67 points, driven up by sectors such as banks, pharmaceuticals, and communications [2]. - The SSE 50 rose 15.19 points, boosted by banks, communications, and petroleum and petrochemicals [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 60.53, IM01 of - 107.71, IM02 of - 212.17, and IM03 of - 364.91 [13]. - For IC contracts, IC00 had an average daily basis of - 60.14, IC01 of - 98.23, IC02 of - 184.34, and IC03 of - 310.15 [13]. - For IF contracts, IF00 had an average daily basis of - 9.13, IF01 of - 16.06, IF02 of - 28.63, and IF03 of - 49.68 [13]. - For IH contracts, IH00 had an average daily basis of 0.85, IH01 of 0.7, IH02 of 2.49, and IH03 of 5.13 [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 time points from 09:45 to 15:00 are provided, e.g., at 09:45, IM00 - 01 was - 73.02267 [24]. - For IC contracts, similar data are given, such as at 09:45, IC00 - 01 was - 68.64222 [21]. - For IF contracts, at 09:45, IF00 - 01 was - 12.31678 [22]. - For IH contracts, at 09:45, IH00 - 01 was 0.707 [23].

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].