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股指期货日度数据跟踪2026-01-07-20260108
Guang Da Qi Huo· 2026-01-08 02:41
Index Trends - On January 7th, the Shanghai Composite Index rose 0.05% to close at 4085.77 points, with a trading volume of 1197.423 billion yuan; the Shenzhen Component Index rose 0.06% to close at 14030.56 points, with a trading volume of 1656.718 billion yuan [1] - The CSI 1000 Index rose 0.53% with a trading volume of 617.917 billion yuan; the CSI 500 Index rose 0.78% with a trading volume of 582.741 billion yuan; the SSE 50 Index fell 0.43% with a trading volume of 169.307 billion yuan; the SSE 300 Index fell 0.29% with a trading volume of 664.898 billion yuan [1] Impact of Sector Movements on Indexes - The CSI 1000 rose 41.52 points compared to the previous close, with electronics, power equipment, and pharmaceuticals significantly pulling the index up, while the computer sector pulled it down [3] - The CSI 500 rose 60.94 points, with electronics, power equipment, and non - ferrous metals significantly pulling the index up [3] - The SSE 300 fell 14.02 points, with the communication sector pulling the index up and computer, bank, and non - bank finance sectors pulling it down [3] - The SSE 50 fell 13.64 points, with electronics and pharmaceuticals pulling the index up and petroleum & petrochemicals, non - bank finance, and banks pulling it down [3] Futures Basis and Annualized Opening Costs - For the CSI 1000 futures, IM00 had an average daily basis of - 14.37, IM01 of - 79.08, IM02 of - 138.58, and IM03 of - 363.84 [12] - For the CSI 500 futures, IC00 had an average daily basis of 1.57, IC01 of - 35.97, IC02 of - 62.9, and IC03 of - 236.62 [12] - For the SSE 300 futures, IF00 had an average daily basis of - 0.44, IF01 of - 11.71, IF02 of - 18.75, and IF03 of - 63.84 [12] - For the SSE 50 futures, IH00 had an average daily basis of - 1.17, IH01 of - 1.86, IH02 of - 1.01, and IH03 of - 10.37 [12]
股指期货日度数据跟踪-20251205
Guang Da Qi Huo· 2025-12-05 08:41
1. Report's Industry Investment Rating - No relevant information provided in the content 2. Core Viewpoints of the Report - No clear core viewpoints presented in the content 3. Summary by Relevant Catalogs Index Trends - On December 4th, the Shanghai Composite Index had a change of -0.06%, closing at 3875.79 points with a trading volume of 623.713 billion yuan; the Shenzhen Component Index had a change of 0.4%, closing at 13006.72 points with a trading volume of 925.247 billion yuan [1]. - The CSI 1000 Index had a change of 0.01% with a trading volume of 311.316 billion yuan, opening at 7246.86, closing at 7248.66, with a daily high of 7269.9 and a low of 7185.91 [1]. - The CSI 500 Index had a change of 0.24% with a trading volume of 239.913 billion yuan, opening at 7001.64, closing at 7012.81, with a daily high of 7039.72 and a low of 6958.63 [1]. - The SSE 50 Index had a change of 0.38% with a trading volume of 88.622 billion yuan, opening at 2968.56, closing at 2974.34, with a daily high of 2980.24 and a low of 2958.61 [1]. Impact of Sector Movements on Indexes - The CSI 1000 rose 0.39 points from the previous closing price. Sectors such as Electronics, Machinery, and Automobiles significantly pulled the index up, while Media, Basic Chemicals, and Non - Ferrous Metals pulled it down [3]. - The CSI 500 rose 16.45 points from the previous closing price. Sectors like Electronics, National Defense and Military Industry, and Machinery significantly pulled the index up, while Non - Ferrous Metals pulled it down [3]. - The SSE 300 rose 15.52 points from the previous closing price. Sectors including Electronics, Power Equipment, and Communication significantly pulled the index up, while Banking and Food and Beverage pulled it down [3]. - The SSE 50 rose 11.26 points from the previous closing price. Sectors such as Electronics, Non - Ferrous Metals, and Pharmaceutical Biology significantly pulled the index up, while Banking and Food and Beverage pulled it down [3]. Stock Index Futures Basis and Annualized Opening Costs Converted from Basis - IM00 had an average daily basis of -48.93, IM01 of -122.48, IM02 of -274.44, and IM03 of -512.61 [12]. - IC00 had an average daily basis of -40.9, IC01 of -95.77, IC02 of -210.83, and IC03 of -419.05 [12]. - IF00 had an average daily basis of -13.65, IF01 of -30.25, IF02 of -50.75, and IF03 of -99.82 [12]. - IH00 had an average daily basis of -4.94, IH01 of -11.59, IH02 of -13.58, and IH03 of -27.91 [12]. Stock Index Futures Roll - over Point Differences and Their Converted Annualized Costs - For IM, data on roll - over point differences and their converted annualized costs at different 15 - minute intervals are provided, such as at 09:45, IM00 - 01 was -73.02267, IM00 - 02 was -259.4522 etc. [21]. - For IC, similar data is given, e.g., at 09:45, IC00 - 01 was -68.64222, IC00 - 02 was -225.568 etc. [23]. - For IF, at 09:45, IF00 - 01 was -12.31678, IF00 - 02 was -41.14122 etc. [23]. - For IH, at 09:45, IH00 - 01 was 0.707, IH00 - 02 was 1.4593333 etc. [25].
股指期货日度数据跟踪2025-11-18-20251118
Guang Da Qi Huo· 2025-11-18 03:25
Report Industry Investment Rating - Not provided in the given content Core Viewpoints - Not provided in the given content Summary by Relevant Catalogs Index Trends - On November 17th, the Shanghai Composite Index had a change of -0.46%, closing at 3972.03 points with a trading volume of 805.733 billion yuan; the Shenzhen Component Index had a change of -0.11%, closing at 13202.0 points with a trading volume of 1105.058 billion yuan [1] - The CSI 1000 Index had a change of 0.27% with a trading volume of 391.318 billion yuan, opening at 7514.84, closing at 7523.08, with a daily high of 7544.72 and a low of 7487.81 [1] - The CSI 500 Index had a change of -0.0% with a trading volume of 310.823 billion yuan, opening at 7248.92, closing at 7235.35, with a daily high of 7262.33 and a low of 7202.59 [1] - The SSE 50 Index had a change of -0.87% with a trading volume of 111.805 billion yuan, opening at 3033.02, closing at 3012.07, with a daily high of 3037.23 and a low of 3001.2 [1] - The SSE 300 Index had a change of -0.65% with a trading volume of 438.94 billion yuan, opening at 4616.81, closing at 4598.05, with a daily high of 4624.9 and a low of 4580.26 [1] Impact of Sector Movements on Indexes - The CSI 1000 rose 20.32 points compared to the previous closing price. Sectors such as computer, national defense and military industry, and electronics significantly pulled the index up, while household appliances, non - ferrous metals, and pharmaceutical biology significantly pulled it down [3] - The CSI 500 rose -0.11 points compared to the previous closing price. Sectors like electronics, computer, and national defense and military industry significantly pulled the index up, while non - ferrous metals, non - bank finance, and pharmaceutical biology significantly pulled it down [3] - The SSE 300 rose -30.09 points compared to the previous closing price. Sectors such as non - bank finance, banks, and power equipment significantly pulled the index down [3] - The SSE 50 rose -26.36 points compared to the previous closing price. The food and beverage sector significantly pulled the index up, while non - bank finance, banks, and non - ferrous metals significantly pulled it down [3] Stock Index Futures Basis and Annualized Opening Costs Converted from Basis - For IM contracts, IM00 had an average basis of -21.95, IM01 had -118.56, IM02 had -352.6, and IM03 had -581.2 [13] - For IC contracts, IC00 had an average basis of -16.93, IC01 had -90.6, IC02 had -268.85, and IC03 had -470.92 [13] - For IF contracts, IF00 had an average basis of -4.62, IF01 had -20.83, IF02 had -48.63, and IF03 had -89.89 [13] - For IH contracts, IH00 had an average basis of -0.69, IH01 had -5.36, IH02 had -7.48, and IH03 had -13.7 [13] Stock Index Futures Roll - over Point Differences and Their Annualized Costs - For IM contracts, data on roll - over point differences and their converted annualized costs at different time points from 09:45 to 15:00 are provided, such as at 09:45, IM00 - 01 was -73.02267 [24][25] - For IC contracts, data on roll - over point differences and their converted annualized costs at different time points from 09:45 to 15:00 are provided, like at 09:45, IC00 - 01 was -68.64222 [27] - For IF contracts, data on roll - over point differences and their converted annualized costs at different time points from 09:45 to 15:00 are provided, for example, at 09:45, IF00 - 01 was -12.31678 [27] - For IH contracts, data on roll - over point differences and their converted annualized costs at different time points from 09:45 to 15:00 are provided, say at 09:45, IH00 - 01 was 0.707 [29]
股指期货日度数据跟踪2025-11-14-20251114
Guang Da Qi Huo· 2025-11-14 03:19
1. Index Movements - On November 13th, the Shanghai Composite Index rose 0.73% to close at 4029.5 points with a trading volume of 876.401 billion yuan; the Shenzhen Component Index rose 1.78% to close at 13476.52 points with a trading volume of 1165.561 billion yuan [1]. - The CSI 1000 Index rose 1.39% with a trading volume of 420.596 billion yuan, opening at 7483.66, closing at 7590.58, with a daily high of 7604.89 and a low of 7475.51 [1]. - The CSI 500 Index rose 1.55% with a trading volume of 339.596 billion yuan, opening at 7243.64, closing at 7355.29, with a daily high of 7366.41 and a low of 7243.64 [1]. - The SSE 50 Index rose 0.96% with a trading volume of 132.481 billion yuan, opening at 3044.92, closing at 3073.67, with a daily high of 3075.21 and a low of 3044.92 [1]. - The SSE 300 Index rose 1.21% with a trading volume of 510.061 billion yuan, opening at 4643.79, closing at 4702.07, with a daily high of 4703.49 and a low of 4643.79 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 104.2 points from the previous close, with sectors such as power equipment, basic chemicals, and non - ferrous metals significantly pulling the index up [2]. - The CSI 500 rose 112.04 points from the previous close, with power equipment, electronics, and non - ferrous metals significantly pulling the index up [2]. - The SSE 300 rose 56.16 points from the previous close, with power equipment and non - ferrous metals significantly pulling the index up [2]. - The SSE 50 rose 29.37 points from the previous close, with non - ferrous metals, electronics, and pharmaceutical biology significantly pulling the index up [2]. 3. Stock Index Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 31.09, IM01 of - 119.2, IM02 of - 348.14, and IM03 of - 575.97 [13]. - IC00 had an average daily basis of - 22.36, IC01 of - 91.63, IC02 of - 270.21, and IC03 of - 468.58 [13]. - IF00 had an average daily basis of - 5.51, IF01 of - 21.1, IF02 of - 52.38, and IF03 of - 96.16 [13]. - IH00 had an average daily basis of 0.93, IH01 of - 1.76, IH02 of - 6.62, and IH03 of - 14.39 [13]. 4. Stock Index Futures Roll - over Point Differences and Annualized Costs - Data on the roll - over point differences and annualized costs of IM, IC, IF, and IH at different time points are provided, including specific values for different contract combinations (e.g., IM00 - 01, IM00 - 02, etc.) [26][27][28][29]
股指期货日度数据跟踪-20250930
Guang Da Qi Huo· 2025-09-30 05:17
Index Trends - On September 29, the Shanghai Composite Index rose 0.9% to close at 3862.53 points with a turnover of 968.212 billion yuan; the Shenzhen Component Index rose 2.05% to close at 13479.43 points with a turnover of 1193.249 billion yuan [1]. - The CSI 1000 Index rose 1.36% with a turnover of 419.535 billion yuan, opening at 7415.13, closing at 7497.83, with a daily high of 7517.12 and a low of 7376.91 [1]. - The CSI 500 Index rose 1.51% with a turnover of 433.864 billion yuan, opening at 7251.52, closing at 7350.56, with a daily high of 7377.22 and a low of 7216.74 [1]. - The SSE 50 Index rose 1.09% with a turnover of 189.969 billion yuan, opening at 2940.04, closing at 2973.04, with a daily high of 3000.48 and a low of 2922.01 [1]. - The SSE 300 Index rose 1.54% with a turnover of 693.395 billion yuan, opening at 4555.03, closing at 4620.05, with a daily high of 4647.57 and a low of 4541.43 [1]. Impact of Sector Movements on Indexes - The CSI 1000 rose 100.24 points from the previous close, with sectors such as electronics, power equipment, and non - ferrous metals significantly pulling the index up [2]. - The CSI 500 rose 109.65 points from the previous close, with sectors such as electronics, non - bank finance, and power equipment significantly pulling the index up [2]. - The SSE 300 rose 70.0 points from the previous close, with sectors such as non - bank finance, power equipment, and non - ferrous metals significantly pulling the index up [2]. - The SSE 50 rose 32.02 points from the previous close, with sectors such as non - ferrous metals, non - bank finance, and electronics significantly pulling the index up, while the banking sector pulled it down [2]. Futures Basis and Annualized Opening Costs - For IM futures, IM00 had an average daily basis of - 33.34, IM01 of - 117.12, IM02 of - 191.69, and IM03 of - 412.21 [12]. - For IC futures, IC00 had an average daily basis of - 31.0, IC01 of - 100.17, IC02 of - 150.99, and IC03 of - 329.66 [12]. - For IF futures, IF00 had an average daily basis of - 5.02, IF01 of - 17.61, IF02 of - 23.81, and IF03 of - 50.41 [12]. - For IH futures, IH00 had an average daily basis of 1.54, IH01 of 0.15, IH02 of 1.98, and IH03 of 0.3 [12]. Futures Roll - over Point Differences and Annualized Costs - Various data on the roll - over point differences and their annualized costs for IM, IC, IF, and IH futures are presented in the report, including values at different time points such as 09:45, 10:00, etc. For example, for IM futures at 09:45, IM00 - 01 was - 73.02267, IM00 - 02 was - 259.4522, etc. [23][25][26]
股指期货日度数据跟踪2025-08-13-20250813
Guang Da Qi Huo· 2025-08-13 06:26
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].
股指期货日度数据跟踪2025-07-23-20250723
Guang Da Qi Huo· 2025-07-23 06:58
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]
股指期货日度数据跟踪2025-07-17-20250717
Guang Da Qi Huo· 2025-07-17 11:25
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]
股指期货日度数据跟踪2025-07-11-20250711
Guang Da Qi Huo· 2025-07-11 03:22
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2025-06-17-20250617
Guang Da Qi Huo· 2025-06-17 06:22
1. Index Trends - On June 16th, the Shanghai Composite Index rose by 0.35% to close at 3388.73 points, with a trading volume of 481.594 billion yuan; the Shenzhen Component Index rose by 0.41% to close at 10163.55 points, with a trading volume of 733.481 billion yuan [1]. - The CSI 1000 Index rose by 0.68% with a trading volume of 253.088 billion yuan, opening at 6089.96, closing at 6147.46, reaching a high of 6151.51 and a low of 6089.96 [1]. - The CSI 500 Index rose by 0.48% with a trading volume of 170.989 billion yuan, opening at 5725.0, closing at 5767.81, reaching a high of 5775.95 and a low of 5725.0 [1]. - The SSE 50 Index rose by 0.32% with a trading volume of 68.811 billion yuan, opening at 2666.82, closing at 2685.01, reaching a high of 2687.11 and a low of 2664.43 [1]. - The SSE 300 Index rose by 0.25% with a trading volume of 246.861 billion yuan, opening at 3853.62, closing at 3873.8, reaching a high of 3876.17 and a low of 3853.62 [1]. 2. Impact of Sector Movements on Indexes - The CSI 1000 rose 41.45 points from the previous close, with sectors such as computer, power equipment, and media significantly pulling the index up [3]. - The CSI 500 rose 27.57 points from the previous close, with sectors such as media, electronics, and non - bank finance significantly pulling the index up, while the pharmaceutical and biological sector pulled it down [3]. - The SSE 300 rose 9.62 points from the previous close, with sectors such as banks, non - bank finance, and electronics significantly pulling the index up, while sectors such as automobiles, non - ferrous metals, and pharmaceutical and biological pulled it down [3]. - The SSE 50 rose 8.58 points from the previous close, with sectors such as banks and non - bank finance significantly pulling the index up, while non - ferrous metals pulled it down [3]. 3. Futures Basis and Annualized Opening Costs - For IM contracts, IM00 had an average daily basis of - 13.01, IM01 of - 107.61, IM02 of - 269.2, and IM03 of - 449.07 [13]. - For IC contracts, IC00 had an average daily basis of - 5.28, IC01 of - 78.58, IC02 of - 185.61, and IC03 of - 311.9 [13]. - For IF contracts, IF00 had an average daily basis of - 2.83, IF01 of - 45.25, IF02 of - 73.74, and IF03 of - 104.93 [13]. - For IH contracts, IH00 had an average daily basis of - 5.71, IH01 of - 43.45, IH02 of - 48.57, and IH03 of - 50.32 [13]. 4. Futures Roll - over Point Differences and Annualized Costs - Multiple tables show the roll - over point differences and their annualized costs for IM, IC, IF, and IH contracts at different time points [23][25][26].