According to Jin10, on August 11 the basis discounts were 9.99 for the CSI 300 IF2608 contract, 3.33 for the SSE 50 IH2608 contract, 25.54 for the CSI 500 IC2608 contract, and 13.65 for the CSI 1000 IM2608 contract, while the August 2026 to September 2026 spreads were 28.8 for IF2608-2609, 17.6 for IH2608-2609, 70.0 for IC2608-2609, and 71.2 for IM2608-2609.
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STOCKS | China Index Futures Arbitrage Monitor: IF2608, IH2608, IC2608, and IM2608 Basis Discounts
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