股指期货日度数据跟踪

12月01日，上证综指涨跌幅0.65%，收于3914.01点，成交额7856.58亿元，深成指数涨跌幅1.25%，收于13146.72点，成交额10882.79亿元。中证1000指数涨跌幅0.72%，成交额3923.2亿元，其中开盘价7356.51，收盘价7386.68，当日最高价7388.62，最低价7342.6；中证500指数涨跌幅1.0%，成交额3085.34亿元，其中开盘价7053.85，收盘价7101.83，当日最高价7101.83，最低价7040.8；沪深300指数涨跌幅1.1%，成交额4638.62亿元，其中开盘价4539.19，收盘价4576.49，当日最高价4576.97，最低价4531.29；上证50指数涨跌幅0.81%，成交额1128.13亿元，其中开盘价2975.27，收盘价2993.68，当日最高价2994.45，最低价2972.79。 数据来源：Wind，光期研究所 数据来源：Wind，光期研究所 二、板块涨跌对指数影响 中证1000较前收盘价上涨52.47点，电子,机械设备,有色金属等板块对指数向上拉动明显。中证500较前收盘价上涨70.28点，电子,有色金属,机械设备等板块对指数向上拉动明显。沪深300较前收盘价上涨49.83点，电子,有色金属,通信等板块对指数向上拉动明显。上证50较前收盘价上涨24.06点，有色金属,电子,银行等板块对指数向上拉动明显。 数据来源：Wind，光期研究所 数据来源：Wind，光期研究所 数据来源：Wind，光期研究所 数据来源：Wind，光期研究所 三、股指期货基差及基差折算年化开仓成本 IM00日均基差-80.52，IM01日均基差-155.83，IM02日均基差-313.92，IM03日均基差-554.48;IC00日均基差-57.52，IC01日均基差-113.43，IC02日均基差-230.5，IC03日均基差-439.6;IF00日均基差-19.24，IF01日均基差-34.79，IF02日均基差-54.29，IF03日均基差-102.8;IH00日均基差-8.15，IH01日均基差-12.89，IH02日均基差-14.48，IH03日均基差-25.92; 数据来源：Wind、光期研究所 数据来源：Wind、光期研究所 数据来源：Wind、光期研究所 数据来源：Wind、光期研究所 数据来源：Wind、光期研究所 数据来源：Wind、光期研究所 数据来源：Wind、光期研究所 数据来源：Wind，光期研究所 四、股指期货换月点数差及其折算年化成本 14:51DatetimeIM00-01IM00-02IM00-03IM01-02IM01-03IM02-03000852.SH09:45-73.02267 -259.4522 -443.6849 -186.4296 -370.6622 -184.2327 6936.668610:00-72.02 -258.2289 -441.7238 -186.2089 -369.7038 -183.4949 6930.578510:15-71.51144 -257.4216 -439.2976 -185.9101 -367.7861-181.876 6931.883110:30-70.94911 -257.1978 -438.8084 -186.2487 -367.8593 -181.6107 6928.550910:45-70.02778 -255.6053-437.488 -185.5776 -367.4602 -181.8827 6920.304111:00-70.36978 -257.1757 -438.8812 -186.8059 -368.5114 -181.7056 6912.345511:15-70.55344 -256.8292 -437.7166 -186.2758 -367.1631 -180.8873 6909.834711:30-70.50111 -258.4072 -441.2171 -187.9061-370.716 -182.8099 6923.964213:15-71.30845 -260.2879 -442.9721 -188.9794 -371.6636 -182.6842 6948.489913:30-71.37978 -261.2357 -443.0381 -189.8559 -371.6583 -181.8024 6954.122713:45-70.86489 -259.9859 -442.8493-189.121 -371.9844 -182.8634 6947.613114:00-71.37678-259.678-443.205 -188.3012 -371.8282-183.527 6948.06914:15-70.74222 -260.7117 -444.0639 -189.9694 -373.3217 -183.3522 6954.873414:30-71.40044 -261.4343 -443.8987 -190.0339 -372.4982 -182.4643 6955.059214:45-72.16611 -262.3676 -444.0259 -190.2014 -371.8598 -181.65836956.88115:00-72.17133 -262.7204 -444.5742 -190.5491 -372.4029 -181.8538 6959.6746 数据来源：Wind，光期研究所 14:51DatetimeIC00-01IC00-02IC00-03IC01-02IC01-03IC02-03000905.SH09:45-68.64222-225.568-361.9098-156.9258-293.2676-136.3418 6383.248110:00-69.55044-225.0268-361.3848-155.4763-291.8343-136.358 6384.636610:15-68.13422-223.0758-359.9047-154.9416-291.7704-136.8289 6391.22110:30-65.34489-220.0152-356.084-154.6703-290.7391-136.0688 6392.377710:45-64.58811-218.3219-353.7356-153.7338-289.1474-135.4137 6383.597211:00-65.31844-218.7269-353.7288-153.4084-288.4103-135.0019 6373.633111:15-65.42678-218.3436-354.3398-152.9168-288.913-135.9962 6377.069611:30-64.94167-219.3881-354.7172-154.4464-289.7756-135.3291 6386.53413:15-65.70823-221.1113-356.7256-155.4031-291.0174-135.6142 6401.559413:30-65.78067-222.2262-358.6922-156.4456-292.9116-136.466 6407.627913:45-65.99467-221.9672-358.3632-155.9726-292.3686-136.396 6404.848414:00-66.152-222.1172-358.3776-155.9652-292.2256-136.2603 6405.758214:15-65.91956-222.2891-358.204-156.3696-292.2844-135.9149 6411.322614:30-66.41578-222.3489-358.3959-155.9331-291.9801-136.047 6410.554614:45-67.08433-222.1663-358.0357-155.082-290.9513-135.8693 6412.140915:00-66.65344-222.7511-357.6301-156.0977-290.9767-134.879 6413.9322 数据来源：Wind，光期研究所 14:51DatetimeIF00-01IF00-02IF00-03IF01-02IF01-03IF02-03000300.SH09:45-12.31678 -41.14122 -73.73556 -28.82444 -61.41878 -32.59433 4125.952110:00-13.04344 -41.62011 -73.90444 -28.57667-60.861 -32.28433 4134.672510:15-12.24289 -41.75867 -73.92278 -29.51578 -61.67989 -32.16411 4142.497510:30-11.53811-41.186 -73.32522 -29.64789 -61.78711 -32.13922 4147.543110:45-11.947 -41.30578 -74.37978 -29.35878 -62.43278-33.0744145.44311:00-12.30878 -41.47433-74.094 -29.16556 -61.78522 -32.61967 4136.602411:15-12.07733 -41.23956 -72.93756 -29.16222 -60.86022-31.698 4140.250611:30-12.14322 -41.36833 -73.44511 -29.22511 -61.30189 -32.07678 4144.341213:15-12.75595 -41.90423 -73.98999 -29.14828 -61.23404 -32.08576 4145.102713:30-12.86056 -42.10978 -74.01311 -29.24922 -61.15256 -31.90333 4145.586113:45-13.02856 -41.93933-74.209 -28.91078 -61.18044 -32.26967 4144.244414:00-13.458 -42.39689-74.608 -28.93889-61.15 -32.21111 4142.987414:15-12.70044 -41.42422 -73.47244 -28.72378-60.772 -32.04822 4144.169414:30-12.44 -40.83856-72.681 -28.39856-60.241 -31.84244 4141.459414:45-12.33367 -40.89067-72.878-28.557 -60.54433 -31.98733 4142.584715:00-12.347 -41.33022 -73.48567 -28.98322 -61.13867 -32.155444142.475 数据来源：Wind，光期研究所 14:51DatetimeIH00-01IH00-02IH00-03IH01-02IH01-03IH02-03000016.SH09:450.707 1.4593333 1.3637778 0.7523333 0.6567778 -0.095556 2796.858510:000.6898889 0.9282222 0.7262222 0.2383333 0.0363333-0.202 2801.684810:150.566 0.4753333 0.2973333 -0.090667 -0.268667-0.178 2807.