1. Report Industry Investment Rating - No information provided in the report. 2. Core View of the Report - The report presents the index trends, sector - related impacts on indices, and data on futures basis, cost, and points differentials for various indices on August 12th. 3. Summary of Each Section Index Trends - On August 12th, the Shanghai Composite Index rose 0.5% to 3665.92 points with a trading volume of 778.161 billion yuan; the Shenzhen Component Index rose 0.53% to 11351.63 points with a trading volume of 1103.359 billion yuan [1]. - The CSI 1000 Index rose 0.28% with a trading volume of 409.923 billion yuan; the CSI 500 Index rose 0.41% with a trading volume of 290.495 billion yuan; the SSE 50 Index rose 0.61% with a trading volume of 109.688 billion yuan; the CSI 300 Index rose 0.52% with a trading volume of 383.088 billion yuan [1]. Impact of Sector Movements on Indices - The CSI 1000 rose 19.67 points, with sectors like electronics, communication, and non - bank finance pulling the index up, and non - ferrous metals pulling it down [2]. - The CSI 500 rose 26.4 points, with electronics, machinery, and non - bank finance pulling it up, and non - ferrous metals and national defense and military industry pulling it down [2]. - The CSI 300 rose 21.32 points, with electronics, communication, and non - bank finance pulling it up [2]. - The SSE 50 rose 17.11 points, with electronics, banks, and non - bank finance pulling it up, and food and beverage pulling it down [2]. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 5.26, IM01 of - 76.54, IM02 of - 264.55, and IM03 of - 446.98 [13]. - For IC contracts, IC00 had an average daily basis of - 8.04, IC01 of - 74.4, IC02 of - 229.64, and IC03 of - 365.56 [13]. - For IF contracts, IF00 had an average daily basis of - 1.26, IF01 of - 13.73, IF02 of - 42.76, and IF03 of - 74.94 [13]. - For IH contracts, IH00 had an average daily basis of - 0.03, IH01 of 0.34, IH02 of 0.66, and IH03 of 0.06 [13]. Futures Roll - over Point Differences and Annualized Costs - Detailed data on the 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 [23][24][25][26].

Index Trends - On July 22, the Shanghai Composite Index rose 0.62% to close at 3581.86 points, with a trading volume of 840.573 billion yuan; the Shenzhen Component Index rose 0.84% to close at 11099.83 points, with a trading volume of 1052.465 billion yuan [1]. - The CSI 1000 Index rose 0.38%, with a trading volume of 395.915 billion yuan, opening at 6607.83, closing at 6637.1, with a daily high of 6642.24 and a low of 6597.05 [1]. - The CSI 500 Index rose 0.85%, with a trading volume of 313.662 billion yuan, opening at 6166.62, closing at 6213.41, with a daily high of 6215.41 and a low of 6152.81 [1]. - The SSE 50 Index rose 0.72%, with a trading volume of 129.395 billion yuan, opening at 2773.4, closing at 2792.18, with a daily high of 2795.49 and a low of 2760.31 [1]. - The SSE 300 Index rose 0.82%, with a trading volume of 450.874 billion yuan, opening at 4087.34, closing at 4118.96, with a daily high of 4119.2 and a low of 4068.34 [1]. Impact of Sector Movements on Indexes - The CSI 1000 rose 24.84 points from the previous close. Sectors such as basic chemicals, power equipment, and non - ferrous metals significantly pulled the index up, while sectors like electronics and computers pulled it down [2]. - The CSI 500 rose 52.1 points from the previous close. Sectors such as non - ferrous metals, coal, and power equipment significantly pulled the index up [2]. - The SSE 300 rose 33.35 points from the previous close. Sectors such as power equipment, food and beverage, and coal significantly pulled the index up, while the banking sector pulled it down [2]. - The SSE 50 rose 19.94 points from the previous close. Sectors such as food and beverage, machinery, and coal significantly pulled the index up, while non - bank finance and banking sectors pulled it down [2]. Stock Index Futures Basis and Annualized Opening Costs - IM00 average daily basis was - 62.26, IM01 was - 136.19, IM02 was - 321.36, and IM03 was - 483.19 [12]. - IC00 average daily basis was - 43.55, IC01 was - 95.98, IC02 was - 223.44, and IC03 was - 341.34 [12]. - IF00 average daily basis was - 7.04, IF01 was - 17.08, IF02 was - 49.26, and IF03 was - 76.95 [12]. - IH00 average daily basis was 0.75, IH01 was 1.12, IH02 was 3.73, and IH03 was 5.42 [12]. Stock Index Futures Roll - over Point Differences and Annualized Costs - Data on roll - over point differences and annualized costs for IM, IC, IF, and IH futures contracts at different time intervals are provided, including various combinations such as 00 - 01, 00 - 02, etc. [22][27][28]

Report Summary Report Industry Investment Rating No information provided in the given text. Core Viewpoint The report provides a daily data tracking of stock index futures on July 16, 2025, including index trends, the impact of sector movements on indices, basis and annualized opening costs of stock index futures, and points differences and annualized costs during contract rollovers. Summaries by Section Index Trends - On July 16, the Shanghai Composite Index fell 0.03% to 3503.78 points, with a trading volume of 572.419 billion yuan; the Shenzhen Component Index fell 0.22% to 10720.81 points, with a trading volume of 869.619 billion yuan [1]. - The CSI 1000 Index rose 0.3%, with a trading volume of 306.083 billion yuan; the CSI 500 Index fell 0.03%, with a trading volume of 213.065 billion yuan; the SSE 50 Index fell 0.23%, with a trading volume of 68.142 billion yuan; the CSI 300 Index fell 0.3%, with a trading volume of 300.657 billion yuan [1]. Impact of Sector Movements on Indices - The CSI 1000 Index rose 19.23 points compared to the previous close. Sectors such as pharmaceutical and biological, machinery, and automotive had a significant upward pull, while non - ferrous metals had a downward pull [2]. - The CSI 500 Index rose - 1.57 points compared to the previous close. Sectors like pharmaceutical and biological, automotive, and power equipment had an upward pull, while banking, steel, and electronics had a downward pull [2]. - The CSI 300 Index rose - 11.86 points compared to the previous close. Sectors such as power equipment, non - banking finance, and banking had a downward pull [2]. - The SSE 50 Index rose - 6.33 points compared to the previous close. The electronics sector had an upward pull, while pharmaceutical and biological, banking, and non - banking finance had a downward pull [2]. Basis and Annualized Opening Costs of Stock Index Futures - For IM contracts, the average daily basis for IM00 was - 9.55, IM01 was - 79.03, IM02 was - 151.94, and IM03 was - 331.89 [13]. - For IC contracts, the average daily basis for IC00 was - 4.06, IC01 was - 60.43, IC02 was - 114.57, and IC03 was - 237.99 [13]. - For IF contracts, the average daily basis for IF00 was - 5.2, IF01 was - 19.39, IF02 was - 32.13, and IF03 was - 65.16 [13]. - For IH contracts, the average daily basis for IH00 was - 5.62, IH01 was - 7.61, IH02 was - 9.27, and IH03 was - 7.49 [13]. Points Differences and Annualized Costs during Contract Rollovers - The report presents the points differences and annualized costs during contract rollovers for IM, IC, IF, and IH contracts, with 15 - minute average data provided for each contract combination such as IM00 - 01, IM00 - 02, etc. [21][23][24][26]

1. Index Trends - On July 10th, the Shanghai Composite Index rose by 0.48% to close at 3509.68 points, with a trading volume of 613.161 billion yuan; the Shenzhen Component Index rose by 0.47% to close at 10631.13 points, with a trading volume of 880.987 billion yuan [1]. - The CSI 1000 Index rose by 0.25%, with a trading volume of 296.726 billion yuan, an opening price of 6385.21, a closing price of 6406.57, a daily high of 6427.74, and a daily low of 6367.66 [1]. - The CSI 500 Index rose by 0.5%, with a trading volume of 207.637 billion yuan, an opening price of 5950.97, a closing price of 5983.05, a daily high of 6000.69, and a daily low of 5942.29 [1]. - The SSE 50 Index rose by 0.62%, with a trading volume of 98.729 billion yuan, an opening price of 2739.23, a closing price of 2756.93, a daily high of 2777.42, and a daily low of 2739.23 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 16.1 points from the previous closing price. Sectors such as Medicine and Biology, Non - ferrous Metals, and Real Estate significantly pulled the index up, while sectors like Machinery and Equipment, and Computer pulled it down [3]. - The CSI 500 rose 29.56 points from the previous closing price. Non - Banking Finance, Non - ferrous Metals, and Medicine and Biology sectors significantly pulled the index up, while the Electronics sector pulled it down [3]. - The SSE 300 rose 18.62 points from the previous closing price. Banking, Non - Banking Finance, and Power Equipment sectors significantly pulled the index up [3]. - The SSE 50 rose 17.01 points from the previous closing price. Banking and Non - Banking Finance sectors significantly pulled the index up [3]. 3. Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 27.43, IM01 had - 99.5, IM02 had - 173.59, and IM03 had - 358.9 [14]. - For IC contracts, IC00 had an average daily basis of - 19.8, IC01 had - 75.93, IC02 had - 127.74, and IC03 had - 250.87 [14]. - For IF contracts, IF00 had an average daily basis of - 14.28, IF01 had - 30.93, IF02 had - 39.68, and IF03 had - 72.69 [14]. - For IH contracts, IH00 had an average daily basis of - 13.74, IH01 had - 18.62, IH02 had - 19.15, and IH03 had - 19.03 [14]. 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 (e.g., 09:45, 10:00, etc.) are provided, including values such as IM00 - 01, IM00 - 02, etc. [24]. - For IC contracts, similar data on roll - over point differences and annualized costs at different time points are presented, like IC00 - 01, IC00 - 02, etc. [26]. - For IF contracts, data on roll - over point differences and annualized costs at various time points are given, such as IF00 - 01, IF00 - 02, etc. [26]. - For IH contracts, data on roll - over point differences and annualized costs at different time points are shown, including IH00 - 01, IH00 - 02, etc. [28].

股指期货日度数据跟踪 2025-06-17 一、指数走势 06 月 16 日，上证综指涨跌幅 0.35%，收于 3388.73 点，成交额 4815.94 亿元，深成指数涨跌幅 0.41%，收于 10163.55 点，成交额 7334.81 亿元。 中证 1000 指数涨跌幅 0.68%，成交额 2530.88 亿元，其中开盘价 6089.96，收盘价 6147.46，当日最高价 6151.51，最低价 6089.96； 中证 500 指数涨跌幅 0.48%，成交额 1709.89 亿元，其中开盘价 5725.0，收盘价 5767.81，当日最高价 5775.95，最低价 5725.0； 沪深 300 指数涨跌幅 0.25%，成交额 2468.61 亿元，其中开盘价 3853.62，收盘价 3873.8，当日最高价 3876.17，最低价 3853.62； 上证 50 指数涨跌幅 0.32%，成交额 688.11 亿元，其中开盘价 2666.82，收盘价 2685.01，当日最高价 2687.11，最低价 2664.43。 图表 1：中证 1000、中证 500、沪深 300、上证 50 日内走势（%） 图表 ...

股指期货日度数据跟踪 2025-06-12 一、指数走势 06 月 11 日，上证综指涨跌幅 0.52%，收于 3402.32 点，成交额 5018.07 亿元，深成指数涨跌幅 0.83%，收于 10246.02 点，成交额 7536.51 亿元。 中证 1000 指数涨跌幅 0.4%，成交额 2436.71 亿元，其中开盘价 6162.16，收盘价 6186.51，当日最高价 6221.2，最低价 6162.16； 中证 500 指数涨跌幅 0.61%，成交额 1613.54 亿元，其中开盘价 5758.53，收盘价 5792.95，当日最高价 5818.57，最低价 5758.53； 沪深 300 指数涨跌幅 0.75%，成交额 2572.18 亿元，其中开盘价 3870.67，收盘价 3894.63，当日最高价 3911.61，最低价 3870.67； 上证 50 指数涨跌幅 0.59%，成交额 665.28 亿元，其中开盘价 2676.67，收盘价 2692.14，当日最高价 2704.45，最低价 2676.67。 图表 1：中证 1000、中证 500、沪深 300、上证 50 日内走势（%） 图 ...

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].

一、指数走势 04 月 29 日，上证综指涨跌幅-0.05%，收于 3286.65 点，成交额 4308.81 亿元，深成指数涨跌幅-0.05%，收于 9849.8 点，成交额 5912.02 亿元。 中证 1000 指数涨跌幅 0.45%，成交额 2194.12 亿元，其中开盘价 5850.83，收盘价 5903.38，当日最高价 5921.56，最低价 5836.03； 中证 500 指数涨跌幅 0.12%，成交额 1580.33 亿元，其中开盘价 5583.72，收盘价 5604.91，当日最高价 5622.02，最低价 5571.24； 沪深 300 指数涨跌幅-0.17%，成交额 1974.63 亿元，其中开盘价 3776.0，收盘价 3775.08，当日最高价 3785.32，最低价 3768.03； 上证 50 指数涨跌幅-0.22%，成交额 538.94 亿元，其中开盘价 2650.43，收盘价 2645.51，当日最高价 2655.34，最低价 2639.8。 图表 1：中证 1000、中证 500、沪深 300、上证 50 日内走势（%） 图表 2：四大指数个股涨跌幅比例（%）统计 -1 ...