China index futures basis: CSI 300 IF2608 -9.99 pts; SSE 50 IH2608 -3.33 pts; CSI 500 IC2608 -25.54 pts; CSI 1000 IM2608 -13.65 pts. Aug–Sep calendar spreads: IF2608-2609 28.8 pts; IH2608-2609 17.6 pts; IC2608-2609 70.0 pts; IM2608-2609 71.2 pts.

2026-08-11

China index futures basis: CSI 300 IF2608 -9.99 pts; SSE 50 IH2608 -3.33 pts; CSI 500 IC2608 -25.54 pts; CSI 1000 IM2608 -13.65 pts. Aug–Sep calendar spreads: IF2608-2609 28.8 pts; IH2608-2609 17.6 pts; IC2608-2609 70.0 pts; IM2608-2609 71.2 pts.