Index Trends - On July 17th, the Shanghai Composite Index rose 0.37% to close at 3516.83 points with a trading volume of 609.791 billion yuan; the Shenzhen Component Index rose 1.43% to close at 10873.62 points with a trading volume of 929.578 billion yuan [1]. - The CSI 1000 Index rose 1.14% with a trading volume of 325.984 billion yuan, opening at 6458.41, closing at 6535.67, with a high of 6535.67 and a low of 6451.15 [1]. - The CSI 500 Index rose 1.08% with a trading volume of 235.043 billion yuan, opening at 6013.71, closing at 6082.46, with a high of 6082.46 and a low of 6013.04 [1]. - The SSE 300 Index rose 0.68% with a trading volume of 325.517 billion yuan, opening at 4005.07, closing at 4034.49, with a high of 4034.59 and a low of 4005.07 [1]. - The SSE 50 Index rose 0.12% with a trading volume of 74.646 billion yuan, opening at 2737.35, closing at 2744.26, with a high of 2744.74 and a low of 2732.35 [1]. Impact of Sector Movements on Indexes - The CSI 1000 rose 73.61 points from the previous close, with sectors such as Medicine & Biology, Electronics, and Machinery having a significant upward pull on the index [3]. - The CSI 500 rose 65.27 points from the previous close, with sectors such as Electronics, Medicine & Biology, and National Defense & Military Industry having a significant upward pull on the index [3]. - The SSE 300 rose 27.29 points from the previous close, with sectors such as Electronics, Communication, and Medicine & Biology having a significant upward pull on the index [3]. - The SSE 50 rose 3.36 points from the previous close, with sectors such as Food & Beverage, Medicine & Biology, and National Defense & Military Industry having a significant upward pull, while sectors such as Transportation, Communication, and Banking had a downward pull [3]. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of -8.13, IM01 -75.98, IM02 -151.1, and IM03 -336.78 [14]. - For IC contracts, IC00 had an average daily basis of -1.49, IC01 -54.76, IC02 -108.14, and IC03 -235.3 [14]. - For IF contracts, IF00 had an average daily basis of -3.57, IF01 -15.25, IF02 -27.9, and IF03 -63.8 [14]. - For IH contracts, IH00 had an average daily basis of -2.73, IH01 -5.16, IH02 -5.96, and IH03 -4.36 [14]. 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 contracts at different time points from 09:45 to 15:00 are presented in detailed tables [25][26][27][28].

股指期货日度数据跟踪 2025-07-08 一、指数走势 图 3：中证 1000 各板块对指数贡献的涨跌点数 数据来源：Wind，光期研究所 图 4：中证 500 各板块对指数贡献的涨跌点数 -10 -5 0 5 10 公用事业 非银金融 房地产 基础化工 建筑材料 电力设备 煤炭 交通运输 纺织服饰 建筑装饰 轻工制造 农林牧渔 美容护理 银行 环保 钢铁 商贸零售 石油石化 社会服务 食品饮料 计算机 家用电器 国防军工 传媒 通信 有色金属 汽车 机械设备 电子 医药生物 数据来源：Wind，光期研究所 07 月 07 日，上证综指涨跌幅 0.02%，收于 3473.13 点，成交额 4761.97 亿元，深成指数涨跌幅-0.7%，收于 10435.51 点，成交额 7324.44 亿元。 中证 1000 指数涨跌幅 0.24%，成交额 2648.35 亿元，其中开盘价 6305.04，收盘价 6327.14，当日最高价 6333.51，最低价 6303.86； 中证 500 指数涨跌幅-0.19%，成交额 1657.59 亿元，其中开盘价 5901.4，收盘价 5900.41，当日最高价 5910.8 ...

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].