---
title: "May 11 Stock Index Futures Arbitrage Monitoring Daily Report"
type: "News"
locale: "en"
url: "https://longbridge.com/en/news/285896728.md"
description: "1. Basis: The Shanghai-Shenzhen 300 IF2605 contract is at a discount of 11.44, the SSE 50 IH2605 contract is at a discount of 4.43, the CSI 500 IC2605 contract is at a discount of 26.34, and the CSI 1000 IM2605 contract is at a discount of 46.58; 2. Monthly spread: The price spread between Shanghai-Shenzhen 300 IF2605-2606 is 27.8, the price spread between SSE 50 IH2605-2606 is 14.4, the price spread between CSI 500 IC2605-2606 is 74.8, and the price spread between CSI 1000 IM2605-2606 is 97.2"
datetime: "2026-05-11T07:06:40.000Z"
locales:
  - [zh-CN](https://longbridge.com/zh-CN/news/285896728.md)
  - [en](https://longbridge.com/en/news/285896728.md)
  - [zh-HK](https://longbridge.com/zh-HK/news/285896728.md)
---

# May 11 Stock Index Futures Arbitrage Monitoring Daily Report

Jin Shi Data reported on May 11th,

1.  Basis: The CSI 300 IF2605 contract is at a discount of 11.44, the SSE 50 IH2605 contract is at a discount of 4.43, the CSI 500 IC2605 contract is at a discount of 26.34, and the CSI 1000 IM2605 contract is at a discount of 46.58;
    
2.  Monthly spread: The price spread between CSI 300 IF2605-2606 is 27.8, the price spread between SSE 50 IH2605-2606 is 14.4, the price spread between CSI 500 IC2605-2606 is 74.8, and the price spread between CSI 1000 IM2605-2606 is 97.2

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