中证500IC2508合约

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8月1日股指期货套利监测日报
news flash· 2025-08-01 07:07
Core Insights - The report provides an overview of the basis and monthly spread for various stock index futures contracts as of August 1st, indicating the current market conditions for these financial instruments [1]. Group 1: Basis - The basis for the CSI 300 IF2508 contract is at a discount of 11.73 points [1] - The basis for the SSE 50 IH2508 contract is at a discount of 0.13 points [1] - The basis for the CSI 500 IC2508 contract is at a discount of 47.4 points [1] - The basis for the CSI 1000 IM2508 contract is at a discount of 53.67 points [1] Group 2: Monthly Spread - The price spread between the CSI 300 IF2508 and IF2509 contracts is 12.6 points [1] - The price spread between the SSE 50 IH2508 and IH2509 contracts is -0.4 points [1] - The price spread between the CSI 500 IC2508 and IC2509 contracts is 61.8 points [1] - The price spread between the CSI 1000 IM2508 and IM2509 contracts is 74.4 points [1]
7月31日股指期货套利监测日报
news flash· 2025-07-31 07:10
Group 1 - The basis for the CSI 300 IF2508 contract is at a discount of 5.19, while the SSE 50 IH2508 contract is at a premium of 0.61. The CSI 500 IC2508 contract is at a discount of 39.74, and the CSI 1000 IM2508 contract is at a discount of 48.19 [1] - The month difference for the CSI 300 IF2508-2509 is 12.2, while the SSE 50 IH2508-2509 shows a difference of -0.4. The CSI 500 IC2508-2509 has a difference of 61.8, and the CSI 1000 IM2508-2509 has a difference of 75.0 [1]
7月29日股指期货套利监测日报
news flash· 2025-07-29 07:11
Group 1 - The basis for the CSI 300 IF2508 contract is at a discount of 0.62, while the SSE 50 IH2508 contract is at a premium of 4.01. The CSI 500 IC2508 contract is at a discount of 37.13, and the CSI 1000 IM2508 contract is at a discount of 42.88 [1] - The month difference for the CSI 300 IF2508-2509 price spread is 9.2, while the SSE 50 IH2508-2509 price spread is -1.2. The CSI 500 IC2508-2509 price spread is 56.0, and the CSI 1000 IM2508-2509 price spread is 68.8 [1]
7月28日股指期货套利监测日报
news flash· 2025-07-28 07:08
Group 1 - The basis for the CSI 300 IF2508 contract is at a discount of 4.62, while the SSE 50 IH2508 contract is at a premium of 3.23. The CSI 500 IC2508 contract is at a discount of 49.42, and the CSI 1000 IM2508 contract is at a discount of 55.38 [1] - The month difference for the CSI 300 IF2508-2509 price spread is 9.2, the SSE 50 IH2508-2509 price spread is 0.2, the CSI 500 IC2508-2509 price spread is 52.0, and the CSI 1000 IM2508-2509 price spread is 72.6 [1]