股指期货日度数据跟踪2025-06-04

1/4图表2：四大指数个股涨跌幅比例（%）统计数据来源：Wind，光期研究所10:0310:1410:2510:3610:4710:5811:0911:2013:0013:1113:2213:3313:4413:5514:0614:1714:2814:3914:50中证500沪深300上证500510152025303540[-6, -5][-5, -4][-4, -3][-3, -2][-2, -1][-1, 0][0, 1][1, 2][2, 3][3, 4][4, 5][5, 6][6, 7][7, 8][8, 9][9, 10]zz1000zz500hs300sz50传媒有色金属国防军工银行基础化工食品饮料电力设备农林牧渔纺织服饰通信商贸零售计算机美容护理非银金融社会服务石油石化轻工制造房地产综合家用电器汽车建筑材料公用事业煤炭机械设备钢铁建筑装饰有色金属非银金融美容护理银行食品饮料计算机纺织服饰农林牧渔电子电力设备社会服务机械设备基础化工建筑材料石油石化轻工制造房地产商贸零售通信家用电器交通运输建筑装饰环保公用事业煤炭钢铁医药生物有色金属电子农林牧渔计算机国防军工交通运输商贸零售电力设备建筑装饰美容护理轻工制造基础化工纺织服饰传媒石油石化房地产钢铁建筑材料汽车公用事业煤炭通信机械设备食品饮料 交通运输环保国防军工汽车家用电器 请务必阅读文末的免责声明三、股指期货基差及基差折算年化开仓成本IM00日均基差-65.05，IM01日均基差-156.65，IM02日均基差-317.0，IM03日均基差-494.38;IC00日均基差-49.31，IC01日均基差-118.79，IC02日均基差-231.14，IC03日均基差-358.27;IF00日均基差-24.5，IF01日均基差-62.22，IF02日均基差-95.33，IF03日均基差-132.95;IH00日均基差-16.98，IH01日均基差-47.48，IH02日均基差-53.28，IH03日均基差-53.23;图7：中证1000指数与主力合约基差数据来源：Wind、光期研究所图9：中证500指数与主力合约基差数据来源：Wind、光期研究所图11：沪深300指数与主力合约基差数据来源：Wind、光期研究所图13：上证50指数与主力合约基差数据来源：Wind，光期研究所5960598060006020604060606080610009:3109:4309:5510:0710:1910:3110:4310:5511:0711:1913:0113:1313:2513:3713:4914:01000852.SHIM00_diff56205640566056805700572009:3109:4309:5510:0710:1910:3110:4310:5511:0711:1913:0113:1313:2513:3713:4914:01000905.SHIC00_diff38203830384038503860387009:3109:4309:5510:0710:1910:3110:4310:5511:0711:1913:0113:1313:2513:3713:4914:01000300.SHIF00_diff26602665267026752680268526902695270009:3109:4309:5510:0710:1910:3110:4310:5511:0711:1913:0113:1313:2513:3713:4914:01000016.SHIH00_diff 2/4图8：IM对冲开仓成本（%）数据来源：Wind、光期研究所图10：IC对冲开仓成本（%）数据来源：Wind、光期研究所图12：IF对冲开仓成本（%）数据来源：Wind、光期研究所图14：IH对冲开仓成本（%）数据来源：Wind、光期研究所-90-80-70-60-50-40-3014:1314:2514:3714:49051015202509:3109:4209:5310:0410:15IM01_cost-60-55-50-45-40-35-3014:1314:2514:3714:490510152009:3109:4209:5310:0410:15IC01_cost-30-25-20-15-1014:1314:2514:3714:49024681012141609:3109:4209:5310:0410:15IF01_cost-30-25-20-15-1014:1314:2514:3714:49024681012141609:3109:4209:5310:0410:15IH01_cost 10:2610:3710:4810:5910:2610:3710:4810:2610:3710:48 请务必阅读文末的免责声明四、股指期货换月点数差及其折算年化成本图15：IM换月点数差折算年化成本（%）数据来源：Wind，光期研究所图17：IC换月点数差折算年化成本（%）数据来源：Wind，光期研究所图19：IF换月点数差折算年化成本（%）数据来源：Wind，光期研究所图21：IH换月点数差折算年化成本（%）数据来源：Wind，光期研究所2712172209:3109:4109:5110:0110:1110:2110:3110:4110:5111:0111:1111:2113:0113:1113:2113:31IM00-01_costIM00-02_costIM01-02_costIM01-03_cost27121709:3109:4109:5110:0110:1110:2110:3110:4110:5111:0111:1111:2113:0113:1113:2113:31IC00-01_costIC00-02_costIC01-02_costIC01-03_cost0246810121409:3109:4109:5110:0110:1110:2110:3110:4110:5111:0111:1111:2113:0113:1113:2113:31IF00-01_costIF00-02_costIF01-02_costIF01-03_cost-202468101214161809:3109:4109:5110:0110:1110:2110:3110:4110:5111:0111:1111:2113:0113:1113:2113:31IH00-01_costIH00-02_costIH01-02_costIH01-03_cost 数据来源：Wind、光期研究所图18：IC换月点数差(15分钟均值)数据来源：Wind、光期研究所图20：IF换月点数差(15分钟均值)数据来源：Wind、光期研究所图22：IH换月点数差(15分钟均值)数据来源：Wind、光期研究所14:51DatetimeIM00-01 IM00-02 IM00-03 IM01-02 IM01-03 IM02-03000852.SH09:45-53.1193-158.791-243.457-105.671-190.338-84.6667 4662.34310:00-52.4033-158.765-243.616-106.361-191.213-84.8518 4659.78510:15-53.173-159.041-243.466-105.868-190.293-84.4251 4652.42810:30-53.2087-159.336-243.373-106.127-190.164-84.0373 4662.00110:45-53.1293-159.181-243.843-106.052-190.714-84.6624679.7311:00-52.9676-158.821-244.177-105.853-191.209-85.35614700.811:15-53.3852-159.469-244.984-106.084-191.599-85.5144 4700.09611:30-53.5927-160.11-245.485-106.517-191.892-85.3751 4701.48213:15-53.2661-159.343-244.055-106.077-190.789-84.7118 4698.98513:30-53.4483-160.384-245.607-106.936-192.159-85.2233 4690.98213:45-52.9822-160.361-245.793-107.379-192.811-85.4324 4696.87814:00-52.9966-160.35-245.783-107.353-192.787-85.4332 4701.03814:15-52.3411-159.682-245.089-107.341-192.748-85.4071 4691.72614:30-52.4599-159.457-244.692-106.997-192.233-85.2356 4692.26914:45-52.796-159.677-244.221-106.881-191.425-84.5441 4694.54915:00-53.5418-159.179-243.062-105.637-189.52-83.8829 4698.90114:51DatetimeIC00-01 IC00-02 IC00-03 IC01-02 IC01-03 IC02-03000905.SH09:45-26.1467-90.0318-141.123-63.8851-114.977-51.0917 4675.30410:00-25.9111-90.2878-141.287-64.3767-115.376-50.9992 4664.43710:15-26.1308-90.9913-142.558-64.8606-116.428-51.5671 4662.03910:30-26.1067-90.8639-143.349-64.7572-117.242-52.4852 4668.4710:45-25.9116-90.5696-142.806-64.658-116.895-52.2366 4681.91311:00-25.5903-90.3931-142.355-64.8028-116.765-51.9618 4698.63911:15-25.5926-90.9127-143.676-65.3201-118.083-52.7633 4697.31411:30-25.2017-90.9193-143.686-65.7177-118.484-52.7668 4698.06213:15-24.7665-90.8792-144.242-66.1127-119.475-53.3625 4694.26213:30-24.8971-91.2788-145.016-66.3817-120.119-53.7371 4687.97113:45-24.7343-90.5868-145.379-65.8524-120.644-54.792 4692.62714:00-24.3154-89.1133-144.194-64.7979-119.878-55.0802 4696.17814:15-24.2453-87.9996-142.676-63.7542-118.431-54.6763 4687.84414:30-23.9172-88.1941-143.299-64.2769-119.381-55.1046 4690.65914:45-23.9987-87.756-142.471-63.7573-118.472-54.7147 4692.88315:00-23.7193-87.1208-139.815-63.4014-116.096-52.6942 4697.30314:51DatetimeIF00-01 IF00-02 IF00-03 IF01-02 I