什么是股指期货的IC贴水?为什么大家这么关注它?

Group 1 - The core concept of IC is that it is a financial tool used to predict the future price of the CSI 500 index, with "backwardation" indicating that the futures price is lower than the actual index price [1] - The current CSI 500 index is at 4855.41 points, while the futures price is at 4805.6 points, resulting in a backwardation of 49.81 points, which can present a profit opportunity [1] - If a futures contract is purchased at 4805.6 points, it is expected to adjust to approximately 4855.41 points at expiration, allowing for a profit of 9962 yuan, calculated as 49.81 points multiplied by 200 yuan per point [1] Group 2 - The annualized return from the backwardation can be calculated based on a 27-day period, yielding an approximate return of 14% [3] - There are various online tools available that can automatically calculate the annualized return from backwardation by inputting the current futures and index prices [3] Group 3 - While backwardation appears to be a profitable opportunity, it is important to note that market fluctuations can lead to losses if the CSI 500 index declines [4] - Even with backwardation, if the index drops from 4855.41 points to 4700 points, losses can still occur, although they may be less severe compared to directly purchasing stocks [4] - Caution is advised when engaging in trading based on backwardation, as it is essential to consider the associated risks alongside potential returns [4]