股指分红点位监控周报：市场波动放大，IC及IM合约贴水幅度走阔-20260304

========= - The report tracks the dividend progress of constituent stocks in major indices as of March 4, 2026, including the Shanghai Stock Exchange 50 Index, CSI 300 Index, CSI 500 Index, and CSI 1000 Index[2][15] - The dividend yield comparison of industry constituent stocks shows that the banking, coal, and steel industries rank top three in terms of dividend yield[3][16] - The realized and remaining dividend yields for major indices as of March 4, 2026, are provided, with the Shanghai Stock Exchange 50 Index having a remaining dividend yield of 2.80%, the CSI 300 Index 2.14%, the CSI 500 Index 1.14%, and the CSI 1000 Index 0.89%[4][18] - The futures contracts' premium and discount tracking as of March 4, 2026, shows the annualized discount rates for IH, IF, IC, and IM main contracts[5][14] - The methodology for calculating index dividend points is introduced, including the estimation of constituent stock weights, net profit prediction, dividend payout ratio prediction, and ex-dividend date prediction[10][44][45][47] - The accuracy of the index dividend point calculation is analyzed, showing that the model has high prediction accuracy for the Shanghai Stock Exchange 50 Index and CSI 300 Index, with errors around 5 points, and slightly larger errors for the CSI 500 Index and CSI 1000 Index, around 10 points[62][66] - The report includes charts showing the historical premium and discount levels of main futures contracts, the dividend progress of major indices, and the prediction accuracy of index dividend points[19][21][23][37][38][39][42][63][69][71][75][77][79] =========