1. Index Trends - On July 29th, the Shanghai Composite Index rose 0.33% to close at 3609.71 points with a trading volume of 793.606 billion yuan; the Shenzhen Component Index rose 0.64% to close at 11289.41 points with a trading volume of 1009.564 billion yuan [1]. - The CSI 1000 Index rose 0.65% with a trading volume of 383.704 billion yuan, opening at 6724.32, closing at 6773.88, having a high of 6773.88 and a low of 6684.16 [1]. - The CSI 500 Index rose 0.52% with a trading volume of 292.527 billion yuan, opening at 6308.12, closing at 6356.13, having a high of 6356.15 and a low of 6272.31 [1]. - The SSE 50 Index rose 0.21% with a trading volume of 111.954 billion yuan, opening at 2802.78, closing at 2808.59, having a high of 2813.74 and a low of 2795.6 [1]. - The SSE 300 Index rose 0.39% with a trading volume of 428.764 billion yuan, opening at 4132.68, closing at 4152.02, having a high of 4153.33 and a low of 4117.58 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 43.9 points from the previous close, with sectors such as Medicine & Biology, Electronics, and Computer significantly pulling the index up [3]. - The CSI 500 rose 32.71 points from the previous close, with sectors such as Electronics, Medicine & Biology, and National Defense & Military Industry significantly pulling the index up [3]. - The SSE 300 rose 16.2 points from the previous close, with sectors such as Communication, Medicine & Biology, and Electronics significantly pulling the index up, while the Banking sector pulled it down [3]. - The SSE 50 rose 5.82 points from the previous close, with sectors such as Medicine & Biology, Electronics, and National Defense & Military Industry significantly pulling the index up, while sectors like Non - Banking Finance, Banking, and Non - Ferrous Metals pulled it down [3]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 55.39, IM01 of - 128.53, IM02 of - 316.31, and IM03 of - 482.97 [13]. - For IC contracts, IC00 had an average daily basis of - 47.12, IC01 of - 103.2, IC02 of - 239.59, and IC03 of - 362.3 [13]. - For IF contracts, IF00 had an average daily basis of - 6.59, IF01 of - 18.46, IF02 of - 50.91, and IF03 of - 85.84 [13]. - For IH contracts, IH00 had an average daily basis of - 0.08, IH01 of - 0.44, IH02 of 0.89, and IH03 of 1.65 [13]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - Detailed data on roll - over point differences and their annualized costs for IM, IC, IF, and IH contracts are provided at different time points from 09:45 to 15:00 [24][25][26][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].

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]

Market Performance - A-shares opened with mixed results, with the Shanghai Composite Index down by 0.09% and the Shenzhen Component Index up by 0.09% [1] - The ChiNext Index increased by 0.2% [1] Sector Performance - The controllable nuclear fusion, duty-free shops, and electric power sectors led the gains [1] - The Hainan, real estate, and dairy sectors experienced declines [1]