Workflow
中证500IC2506
icon
Search documents
6月4日股指期货套利监测日报
news flash· 2025-06-04 07:09
Group 1 - The basis for the CSI 300 IF2506 contract is at a discount of 26.34, the SSE 50 IH2506 contract is at a discount of 17.22, the CSI 500 IC2506 contract is at a discount of 51.21, and the CSI 1000 IM2506 contract is at a discount of 69.17 [1] - The month difference for the CSI 300 IF2506-2507 is 39.2, for the SSE 50 IH2506-2507 is 30.2, for the CSI 500 IC2506-2507 is 68.8, and for the CSI 1000 IM2506-2507 is 91.2 [1]
5月14日股指期货套利监测日报
news flash· 2025-05-14 07:10
Group 1 - The basis for the CSI 300 IF2505 contract is at a discount of 0.21, while the SSE 50 IH2505 contract is at a premium of 2.22, the CSI 500 IC2505 contract is at a premium of 0.88, and the CSI 1000 IM2505 contract is at a discount of 3.77 [1] - The month difference for the CSI 300 IF2505-2506 is 35.6, for the SSE 50 IH2505-2506 is 18.4, for the CSI 500 IC2505-2506 is 102.2, and for the CSI 1000 IM2505-2506 is 113.6 [1]