Report Summary 1. Report Industry Investment Rating No information provided in the report. 2. Core Viewpoints The report presents the daily data tracking of stock index futures on November 18, 2025, including the index trends, the impact of sector fluctuations on the indices, the basis and annualized opening costs of stock index futures, and the points differences in contract roll - overs and their annualized costs. 3. Summary by Sections Index Trends - On November 18, the Shanghai Composite Index fell 0.81% to close at 3939.81 points, with a trading volume of 790.949 billion yuan; the Shenzhen Component Index dropped 0.92% to 13080.49 points, with a trading volume of 1135.119 billion yuan [1]. - The CSI 1000 Index declined 1.0%, with a trading volume of 418.065 billion yuan; the CSI 500 Index decreased 1.17%, with a trading volume of 306.54 billion yuan; the SSE 50 Index dropped 0.3%, with a trading volume of 106.201 billion yuan; and the SSE 300 Index fell 0.65%, with a trading volume of 420.15 billion yuan [1]. Impact of Sector Fluctuations on Indices - The CSI 1000 Index dropped 74.98 points from the previous close, and sectors such as non - ferrous metals, basic chemicals, and power equipment significantly pulled the index down [3]. - The CSI 500 Index decreased 84.33 points from the previous close, and sectors like basic chemicals, non - ferrous metals, and power equipment had a significant downward pull on the index [3]. - The SSE 300 Index fell 29.86 points from the previous close, with the electronics sector pulling the index up and sectors such as non - ferrous metals and power equipment pulling it down [3]. - The SSE 50 Index dropped 9.05 points from the previous close, with the electronics and food and beverage sectors pulling the index up and sectors like non - bank finance, power equipment, and non - ferrous metals pulling it down [3]. Basis and Annualized Opening Costs of Stock Index Futures - For IM contracts, the average daily basis of IM00 was - 19.03, IM01 was - 118.81, IM02 was - 351.44, and IM03 was - 580.18 [14]. - For IC contracts, the average daily basis of IC00 was - 16.54, IC01 was - 92.61, IC02 was - 272.32, and IC03 was - 476.66 [14]. - For IF contracts, the average daily basis of IF00 was - 4.59, IF01 was - 21.49, IF02 was - 50.75, and IF03 was - 94.98 [14]. - For IH contracts, the average daily basis of IH00 was - 1.11, IH01 was - 6.98, IH02 was - 9.76, and IH03 was - 17.64 [14]. Points Differences in Contract Roll - Overs and Their Annualized Costs - Data on the points differences in contract roll - overs and their annualized costs for IM, IC, IF, and IH contracts are presented in the report, including the 15 - minute average points differences and the corresponding annualized costs at different time points [23][24][25].

1. Report Industry Investment Rating There is no information provided in the report regarding the industry investment rating. 2. Core Viewpoints of the Report The report presents the performance of major stock indices on November 12, including their price movements, trading volumes, and the impact of sector fluctuations on these indices. It also provides data on the basis and annualized opening costs of stock index futures, as well as the point differences in futures contract roll - overs and their corresponding annualized costs. 3. Summary by Relevant Catalogs Index Trends - On November 12, the Shanghai Composite Index dropped by 0.07% to close at 4000.14 points, with a trading volume of 840.467 billion yuan. The Shenzhen Component Index declined by 0.36% to 13240.62 points, and its trading volume was 1104.567 billion yuan [1]. - The CSI 1000 Index decreased by 0.72%, with a trading volume of 390.482 billion yuan. It opened at 7520.18, closed at 7486.38, reached a high of 7537.76, and a low of 7421.46 [1]. - The CSI 500 Index fell by 0.66%, with a trading volume of 313.84 billion yuan. It opened at 7264.79, closed at 7243.25, had a high of 7305.86, and a low of 7187.87 [1]. - The SSE 50 Index rose by 0.32%, with a trading volume of 136.89 billion yuan. It opened at 3035.03, closed at 3044.3, reached a high of 3059.95, and a low of 3035.03 [1]. - The CSI 300 Index decreased by 0.13%, with a trading volume of 492.309 billion yuan. It opened at 4643.56, closed at 4645.91, had a high of 4669.61, and a low of 4620.99 [1]. Impact of Sector Movements on Index - The CSI 1000 Index dropped 54.41 points from the previous close. The household appliances sector significantly boosted the index, while machinery, electronics, and power equipment sectors pulled it down [3]. - The CSI 500 Index fell 48.36 points from the previous close. The electronics and power equipment sectors had a significant negative impact on the index [3]. - The CSI 300 Index decreased 6.26 points from the previous close. The communication, banking, and household appliances sectors pushed the index up, while the automotive, computer, and power equipment sectors pulled it down [3]. - The SSE 50 Index rose 9.67 points from the previous close. The non - banking finance, banking, and electronics sectors boosted the index, while the power equipment sector had a negative impact [3]. Basis of Stock Index Futures and Annualized Opening Costs - For IM futures, the average daily basis for IM00 was - 39.27, IM01 was - 128.83, IM02 was - 350.34, and IM03 was - 571.66 [14]. - For IC futures, the average daily basis for IC00 was - 32.77, IC01 was - 101.56, IC02 was - 273.36, and IC03 was - 465.94 [14]. - For IF futures, the average daily basis for IF00 was - 8.79, IF01 was - 24.13, IF02 was - 51.93, and IF03 was - 94.33 [14]. - For IH futures, the average daily basis for IH00 was - 2.39, IH01 was - 6.02, IH02 was - 10.81, and IH03 was - 19.79 [14]. Point Differences in Futures Contract Roll - Overs and Annualized Costs - Data for IM futures contract roll - over point differences and annualized costs are presented at different time points from 09:45 to 15:00, along with the corresponding index values of 000852.SH [29]. - Data for IC futures contract roll - over point differences and annualized costs are shown at different time points from 09:45 to 15:00, along with the corresponding index values of 000905.SH [30]. - Data for IF futures contract roll - over point differences and annualized costs are provided at different time points from 09:45 to 15:00, along with the corresponding index values of 000300.SH [26]. - Data for IH futures contract roll - over point differences and annualized costs are given at different time points from 09:45 to 15:00, along with the corresponding index values of 000016.SH [28].

1. Index Trends - On November 10, the Shanghai Composite Index rose 0.53% to close at 4018.6 points, with a trading volume of 960.589 billion yuan; the Shenzhen Component Index rose 0.18% to close at 13427.61 points, with a trading volume of 1213.865 billion yuan [1]. - The CSI 1000 Index rose 0.28%, with a trading volume of 433.798 billion yuan. Its opening price was 7568.75, closing price was 7563.25, the highest price was 7592.76, and the lowest price was 7515.68 [1]. - The CSI 500 Index rose 0.22%, with a trading volume of 371.311 billion yuan. Its opening price was 7357.34, closing price was 7343.8, the highest price was 7384.79, and the lowest price was 7289.77 [1]. - The SSE 300 Index rose 0.35%, with a trading volume of 593.977 billion yuan. Its opening price was 4688.12, closing price was 4695.05, the highest price was 4695.18, and the lowest price was 4654.21 [1]. - The SSE 50 Index rose 0.51%, with a trading volume of 139.907 billion yuan. Its opening price was 3043.51, closing price was 3053.86, the highest price was 3054.55, and the lowest price was 3030.23 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 21.37 points from the previous closing price. Sectors such as household appliances, pharmaceuticals and biotech, and basic chemicals significantly pulled the index up, while sectors like machinery, automobiles, and power equipment pulled it down [2]. - The CSI 500 rose 15.89 points from the previous closing price. Sectors such as pharmaceuticals and biotech, non - bank finance, and non - ferrous metals significantly pulled the index up, while sectors like machinery, electronics, and power equipment pulled it down [2]. - The SSE 300 rose 16.26 points from the previous closing price. Sectors such as food and beverage, non - bank finance, and banks significantly pulled the index up, while sectors like machinery, power equipment, and electronics pulled it down [2]. - The SSE 50 rose 15.51 points from the previous closing price. Sectors such as food and beverage, non - bank finance, and banks significantly pulled the index up, while sectors like machinery and electronics pulled it down [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 57.03, IM01 had - 142.23, IM02 had - 361.89, and IM03 had - 580.67 [12]. - For IC contracts, IC00 had an average daily basis of - 43.2, IC01 had - 107.51, IC02 had - 277.1, and IC03 had - 467.73 [12]. - For IF contracts, IF00 had an average daily basis of - 9.52, IF01 had - 25.0, IF02 had - 54.69, and IF03 had - 98.5 [12]. - For IH contracts, IH00 had an average daily basis of - 0.02, IH01 had - 1.49, IH02 had - 5.36, and IH03 had - 11.46 [12]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - Data on IM, IC, IF, and IH roll - over point differences and their annualized costs are presented in the report, including detailed values at different time points [20][21][22]

Group 1: Index Trends - On October 15th, the Shanghai Composite Index rose 1.22% to close at 3912.21 points, with a trading volume of 961.552 billion yuan; the Shenzhen Component Index rose 1.73% to close at 13118.75 points, with a trading volume of 1111.306 billion yuan [1]. - The CSI 1000 Index rose 1.5% with a trading volume of 403.798 billion yuan, opening at 7384.01, closing at 7483.45, with a daily high of 7484.05 and a low of 7315.48 [1]. - The CSI 500 Index rose 1.38% with a trading volume of 397.459 billion yuan, opening at 7205.74, closing at 7294.0, with a daily high of 7294.0 and a low of 7153.42 [1]. - The SSE 50 Index rose 1.36% with a trading volume of 157.106 billion yuan, opening at 2962.75, closing at 3001.35, with a daily high of 3003.0 and a low of 2958.45 [1]. - The SSE 300 Index rose 1.48% with a trading volume of 607.326 billion yuan, opening at 4544.24, closing at 4606.29, with a daily high of 4608.82 and a low of 4526.83 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 110.3 points from the previous close, with sectors such as electronics, power equipment, and pharmaceutical biology significantly pulling up the index [3]. - The CSI 500 rose 99.15 points from the previous close, with electronics, power equipment, and pharmaceutical biology sectors significantly pulling up the index [3]. - The SSE 300 rose 67.23 points from the previous close, with electronics, power equipment, and non - bank finance sectors significantly pulling up the index [3]. - The SSE 50 rose 40.25 points from the previous close, with non - bank finance, non - ferrous metals, and electronics sectors significantly pulling up the index [3]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was - 10.46, IM01 was - 103.63, IM02 was - 188.68, IM03 was - 409.38 [12]. - IC00 average daily basis was - 8.59, IC01 was - 90.05, IC02 was - 145.37, IC03 was - 306.52 [12]. - IF00 average daily basis was - 1.45, IF01 was - 15.46, IF02 was - 25.74, IF03 was - 47.9 [12]. - IH00 average daily basis was 0.53, IH01 was - 2.86, IH02 was - 2.45, IH03 was - 1.31 [12]. Group 4: Stock Index Futures Roll - over Point Differences and Annualized Costs - For IM, data on roll - over point differences and their annualized costs at different time points from 09:45 to 15:00 are provided, such as at 09:45, IM00 - 01 was - 73.02267, IM00 - 02 was - 259.4522, etc. [28]. - For IC, data on roll - over point differences and their annualized costs at different time points from 09:45 to 15:00 are provided, such as at 09:45, IC00 - 01 was - 68.64222, IC00 - 02 was - 225.568, etc. [29]. - For IF, data on roll - over point differences and their annualized costs at different time points from 09:45 to 15:00 are provided, such as at 09:45, IF00 - 01 was - 12.31678, IF00 - 02 was - 41.14122, etc. [24]. - For IH, data on roll - over point differences and their annualized costs at different time points from 09:45 to 15:00 are provided, such as at 09:45, IH00 - 01 was 0.707, IH00 - 02 was 1.4593333, etc. [25].

1. Report Industry Investment Rating - No relevant information provided 2. Core Views of the Report - The report presents the index trends, the impact 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 roll - over on September 3rd [1][2][12][19] 3. Summary by Relevant Catalogs 3.1 Index Trends - On September 3rd, the Shanghai Composite Index fell 1.16% to 3813.56 points with a trading volume of 1012.296 billion yuan; the Shenzhen Component Index fell 0.65% to 12472.0 points with a trading volume of 1351.79 billion yuan [1] - The CSI 1000 Index fell 1.46% with a trading volume of 486.667 billion yuan; the CSI 500 Index fell 1.34% with a trading volume of 449.58 billion yuan; the SSE 50 Index fell 1.07% with a trading volume of 161.065 billion yuan; the CSI 300 Index fell 0.68% with a trading volume of 655.697 billion yuan [1] 3.2 Impact of Sector Fluctuations on Indices - The CSI 1000 dropped 107.0 points compared to the previous closing price, and sectors such as non - ferrous metals, national defense and military industry, and computer significantly pulled the index down [2] - The CSI 500 dropped 93.23 points compared to the previous closing price, and sectors such as computer, non - bank finance, and national defense and military industry significantly pulled the index down [2] - The CSI 300 dropped 30.62 points compared to the previous closing price. Sectors such as power equipment and communication significantly pulled the index up, while sectors such as banks, electronics, and non - bank finance significantly pulled the index down [2] - The SSE 50 dropped 31.89 points compared to the previous closing price. Sectors such as pharmaceutical biology significantly pulled the index up, while sectors such as banks, electronics, and non - bank finance significantly pulled the index down [2] 3.3 Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 72.73, IM01 had - 133.83, IM02 had - 271.16, and IM03 had - 448.11 [12] - For IC contracts, IC00 had an average daily basis of - 79.74, IC01 had - 130.22, IC02 had - 237.48, and IC03 had - 382.87 [12] - For IF contracts, IF00 had an average daily basis of - 16.61, IF01 had - 23.0, IF02 had - 42.88, and IF03 had - 63.45 [12] - For IH contracts, IH00 had an average daily basis of - 4.99, IH01 had - 5.58, IH02 had - 6.58, and IH03 had - 4.13 [12] 3.4 Stock Index Futures Roll - over Point Differences and Annualized Costs - The report provides the point differences and annualized costs of roll - over for IM, IC, IF, and IH contracts at different time points, such as for the IF contract, at 09:45, the point differences between different contracts (e.g., IF00 - 01 was - 12.31678) are presented [20][21][23][24][25]

1. Report Industry Investment Rating There is no information about the report industry investment rating in the content. 2. Core Viewpoints of the Report The report provides a daily tracking of stock index futures data on September 2, 2025, including the index trends, the impact of sector fluctuations on the indices, the basis and annualized opening costs of stock index futures, and the points differences and annualized costs of stock index futures roll - over [1]. 3. Summary by Relevant Catalogs 3.1 Index Trends - On September 2, the Shanghai Composite Index fell 0.45% to close at 3858.13 points, with a trading volume of 1222.778 billion yuan; the Shenzhen Component Index fell 2.14% to close at 12553.84 points, with a trading volume of 1652.214 billion yuan [1]. - The CSI 1000 Index fell 2.5% with a trading volume of 598.514 billion yuan, opening at 7498.44, closing at 7313.88, with a daily high of 7499.6 and a low of 7258.59 [1]. - The CSI 500 Index fell 2.09% with a trading volume of 541.494 billion yuan, opening at 7108.94, closing at 6961.69, with a daily high of 7108.94 and a low of 6909.72 [1]. - The SSE 50 Index rose 0.39% with a trading volume of 196.061 billion yuan, opening at 2983.72, closing at 2992.88, with a daily high of 3006.46 and a low of 2967.52 [1]. - The SSE 50 Index rose 0.39% with a trading volume of 196.061 billion yuan, opening at 2983.72, closing at 2992.88, with a daily high of 3006.46 and a low of 2967.52 [1]. 3.2 Impact of Sector Fluctuations on the Indices - The CSI 1000 Index dropped 187.27 points from the previous closing price, and sectors such as communication, computer, and electronics significantly pulled the index down [3]. - The CSI 500 Index dropped 148.6 points from the previous closing price, and sectors such as computer and electronics significantly pulled the index down [3]. - The SSE 300 Index dropped 33.26 points from the previous closing price. Sectors such as banks significantly pulled the index up, while sectors such as computer, communication, and electronics pulled it down [3]. - The SSE 50 Index rose 11.68 points from the previous closing price. Sectors such as banks, food and beverage, and petroleum and petrochemicals significantly pulled the index up, while sectors such as non - bank finance and electronics pulled it down [3]. 3.3 Basis and Annualized Opening Costs of Stock Index Futures - For IM contracts, IM00 had an average daily basis of - 79.56, IM01 had - 138.59, IM02 had - 271.34, and IM03 had - 446.93 [14]. - For IC contracts, IC00 had an average daily basis of - 74.3, IC01 had - 122.99, IC02 had - 224.75, and IC03 had - 369.83 [14]. - For IF contracts, IF00 had an average daily basis of - 10.05, IF01 had - 15.77, IF02 had - 30.9, and IF03 had - 51.13 [14]. - For IH contracts, IH00 had an average daily basis of - 0.65, IH01 had - 2.19, IH02 had - 1.79, and IH03 had - 0.25 [14]. 3.4 Points Differences and Annualized Costs of Stock Index Futures Roll - over - The document provides the 15 - minute average points differences and their annualized costs for IM, IC, IF, and IH contracts' roll - over, including data such as IM00 - 01, IM00 - 02, etc. for different time points from 09:45 to 15:00 [23][25][27][26].

Group 1: Index Movements - On August 20th, the Shanghai Composite Index rose 1.04% to close at 3766.21 points with a trading volume of 1017.5 billion yuan; the Shenzhen Component Index rose 0.89% to close at 11926.74 points with a trading volume of 1390.734 billion yuan [1]. - The CSI 1000 Index rose 0.86% with a trading volume of 517.521 billion yuan, opening at 7212.97, closing at 7305.46, with a high of 7305.46 and a low of 7166.99 [1]. - The CSI 500 Index rose 1.09% with a trading volume of 409.671 billion yuan, opening at 6623.61, closing at 6728.07, with a high of 6728.07 and a low of 6598.55 [1]. - The SSE 50 Index rose 1.23% with a trading volume of 139.706 billion yuan, opening at 2808.44, closing at 2846.99, with a high of 2848.03 and a low of 2799.4 [1]. - The SSE 50 Index rose 1.23% with a trading volume of 139.706 billion yuan, opening at 2808.44, closing at 2846.99, with a high of 2848.03 and a low of 2799.4 [1]. Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 62.61 points from the previous close, with sectors such as electronics and non - ferrous metals significantly pulling the index up [2]. - The CSI 500 rose 72.76 points from the previous close, with the electronics sector significantly pulling the index up [2]. - The SSE 300 rose 48.03 points from the previous close, with sectors such as electronics and non - bank finance significantly pulling the index up [2]. - The SSE 50 rose 34.57 points from the previous close, with sectors such as electronics and non - bank finance significantly pulling the index up [2]. Group 3: Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was - 61.01, IM01 was - 110.72, IM02 was - 226.59, IM03 was - 387.11 [13]. - IC00 average daily basis was - 61.45, IC01 was - 101.64, IC02 was - 192.4, IC03 was - 320.35 [13]. - IF00 average daily basis was - 9.18, IF01 was - 15.65, IF02 was - 28.67, IF03 was - 49.83 [13]. - IH00 average daily basis was 0.76, IH01 was 0.74, IH02 was 3.57, IH03 was 5.75 [13]. Group 4: Stock Index Futures Roll - over Point Differences and Annualized Costs - Data on IM roll - over point differences and their annualized costs are presented at different time intervals from 09:45 to 15:00 [23][24]. - Data on IC roll - over point differences and their annualized costs are presented at different time intervals from 09:45 to 15:00 [26][27]. - Data on IF roll - over point differences and their annualized costs are presented at different time intervals from 09:45 to 15:00 [29]. - Data on IH roll - over point differences and their annualized costs are presented at different time intervals from 09:45 to 15:00 [28].

Report Summary 1. Index Performance - On August 14th, the Shanghai Composite Index fell 0.46% to close at 3666.44 points, with a trading volume of 949.464 billion yuan; the Shenzhen Component Index dropped 0.87% to 11451.43 points, with a trading volume of 1329.745 billion yuan [1]. - The CSI 1000 Index declined 1.24%, with a trading volume of 513.604 billion yuan, opening at 7072.9, closing at 6976.49, hitting a high of 7077.81 and a low of 6957.4 [1]. - The CSI 500 Index decreased 1.2%, with a trading volume of 367.96 billion yuan, opening at 6509.21, closing at 6429.85, reaching a high of 6519.79 and a low of 6411.92 [1]. - The SSE 50 Index rose 0.59%, with a trading volume of 131.056 billion yuan, opening at 2815.49, closing at 2829.47, hitting a high of 2858.01 and a low of 2815.49 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 Index dropped 87.84 points from the previous close, with sectors such as Medicine and Biology, Power Equipment, and Electronics significantly dragging the index down [3]. - The CSI 500 Index fell 78.25 points from the previous close, with sectors like National Defense and Military Industry, Medicine and Biology, and Electronics having a notable negative impact [3]. - The SSE 300 Index declined 3.27 points from the previous close, with sectors such as Non - Banking Finance, Electronics, and Power Equipment pulling the index up, while Automobiles, Medicine and Biology, and Communications dragging it down [3]. - The SSE 50 Index rose 16.49 points from the previous close, with sectors like Electronics, Non - Banking Finance, and Banks contributing to the increase [3]. 3. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average basis of - 0.48, IM01 - 66.22, IM02 - 241.2, and IM03 - 412.97 [12]. - For IC contracts, IC00 had an average basis of - 3.47, IC01 - 56.93, IC02 - 196.32, and IC03 - 320.4 [12]. - For IF contracts, IF00 had an average basis of - 0.63, IF01 - 9.92, IF02 - 36.25, and IF03 - 64.28 [12]. - For IH contracts, IH00 had an average basis of 0.34, IH01 0.99, IH02 1.91, and IH03 2.42 [12]. 4. Futures Rollover Point Differences and Annualized Costs - Data on IM, IC, IF, and IH rollover point differences and their corresponding annualized costs are presented in the report, including specific values at different time points [20][23][24][26]

1. Index Trends - On August 11th, the Shanghai Composite Index rose 0.34% to close at 3647.55 points with a trading volume of 751.329 billion yuan; the Shenzhen Component Index rose 1.46% to close at 11291.43 points with a trading volume of 1075.644 billion yuan [1]. - The CSI 1000 Index rose 1.55% with a trading volume of 401.163 billion yuan, opening at 6850.57, closing at 6943.94, with a daily high of 6957.4 and a low of 6850.57 [1]. - The CSI 500 Index rose 1.08% with a trading volume of 277.034 billion yuan, opening at 6335.43, closing at 6391.76, with a daily high of 6404.83 and a low of 6335.43 [1]. - The SSE 300 Index rose 0.43% with a trading volume of 360.686 billion yuan, opening at 4110.29, closing at 4122.51, with a daily high of 4134.25 and a low of 4103.6 [1]. - The SSE 50 Index rose 0.03% with a trading volume of 90.334 billion yuan, opening at 2791.35, closing at 2789.9, with a daily high of 2800.89 and a low of 2783.65 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 105.81 points from the previous close, with sectors such as power equipment, electronics, and pharmaceutical biology significantly pulling the index up [2]. - The CSI 500 rose 68.26 points from the previous close, with sectors such as electronics, power equipment, and machinery significantly pulling the index up [2]. - The SSE 300 rose 17.54 points from the previous close, with sectors such as food and beverage, electronics, and power equipment significantly pulling the index up, while the banking sector pulled it down [2]. - The SSE 50 rose 0.73 points from the previous close, with sectors such as food and beverage, non - banking finance, and electronics significantly pulling the index up, while sectors such as petroleum and petrochemicals, non - ferrous metals, and banking pulled it down [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was - 4.24, IM01 was - 75.76, IM02 was - 265.4, and IM03 was - 447.73 [12]. - IC00 average daily basis was - 6.74, IC01 was - 72.91, IC02 was - 228.99, and IC03 was - 368.34 [12]. - IF00 average daily basis was 0.18, IF01 was - 11.76, IF02 was - 41.12, and IF03 was - 73.78 [12]. - IH00 average daily basis was 0.63, IH01 was 1.52, IH02 was 3.18, and IH03 was 2.99 [12]. 4. Stock Index Futures Rollover Point Differences and Annualized Costs - Data for IM rollover point differences and their annualized costs are presented at different time intervals from 09:45 to 15:00 [24][25]. - Data for IC rollover point differences and their annualized costs are presented at different time intervals from 09:45 to 15:00 [26]. - Data for IF rollover point differences and their annualized costs are presented at different time intervals from 09:45 to 15:00 [27]. - Data for IH rollover point differences and their annualized costs are presented at different time intervals from 09:45 to 15:00 [23].

Group 1: Index Trends - On July 24, the Shanghai Composite Index rose 0.65% to close at 3605.73 points, with a trading volume of 852.24 billion yuan; the Shenzhen Component Index rose 1.21% to close at 11193.06 points, with a trading volume of 992.466 billion yuan [1] - The CSI 1000 Index rose 1.42% with a trading volume of 374.406 billion yuan, opening at 6602.17, closing at 6701.12, with a daily high of 6701.12 and a low of 6602.17 [1] - The CSI 500 Index rose 1.56% with a trading volume of 320.188 billion yuan, opening at 6197.85, closing at 6293.6, with a daily high of 6293.6 and a low of 6197.85 [1] - The SSE 50 Index rose 0.4% with a trading volume of 118.138 billion yuan, opening at 2797.26, closing at 2812.44, with a daily high of 2819.13 and a low of 2791.78 [1] - The SSE 50 Index rose 0.4% with a trading volume of 118.138 billion yuan, opening at 2797.26, closing at 2812.44, with a daily high of 2819.13 and a low of 2791.78 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 rose 93.9 points from the previous close, with sectors such as electronics, pharmaceuticals and biology, and non - ferrous metals having a significant upward pull on the index [3] - The CSI 500 rose 96.84 points from the previous close, with non - bank finance, non - ferrous metals, and pharmaceuticals and biology having a significant upward pull on the index [3] - The SSE 300 rose 29.27 points from the previous close, with non - bank finance, electronics, and pharmaceuticals and biology having a significant upward pull, while the banking sector had a downward pull [3] - The SSE 50 rose 11.24 points from the previous close, with non - bank finance, food and beverages, and electronics having a significant upward pull, while the banking sector had a downward pull [3] Group 3: Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 27.61, IM01 of - 91.7, IM02 of - 274.65, and IM03 of - 433.62 [13] - IC00 had an average daily basis of - 23.31, IC01 of - 68.3, IC02 of - 193.39, and IC03 of - 308.17 [13] - IF00 had an average daily basis of - 0.95, IF01 of - 7.45, IF02 of - 37.24, and IF03 of - 67.48 [13] - IH00 had an average daily basis of 2.25, IH01 of 3.33, IH02 of 5.32, and IH03 of 5.88 [13] Group 4: Futures Roll - over Point Differences and Annualized Costs - Data on IM, IC, IF, and IH roll - over point differences and their corresponding annualized costs at different times are provided, such as for IF at 09:45, IF00 - 01 was - 5.99267, etc. [23][26][27]