中证500IC2506合约

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6月6日股指期货套利监测日报
news flash· 2025-06-06 07:09
Group 1 - The core point of the article discusses the monitoring of stock index futures arbitrage as of June 6, highlighting the basis and monthly spread of various contracts [1] Group 2 - The basis for the CSI 300 IF2506 contract is at a discount of 18.58, the SSE 50 IH2506 contract at a discount of 15.25, the CSI 500 IC2506 contract at a discount of 36.68, and the CSI 1000 IM2506 contract at a discount of 52.64 [1] - The monthly spread for the CSI 300 IF2506-2507 is 37.4, for the SSE 50 IH2506-2507 is 30.8, for the CSI 500 IC2506-2507 is 70.4, and for the CSI 1000 IM2506-2507 is 94.0 [1]