各期指主力合约均贴水【股指分红监控】

Key Points - The article discusses the dividend progress of constituent stocks in major indices as of June 10, 2025, highlighting the stages of dividend announcements and distributions across various indices [1][4]. - It provides a comparison of dividend yields across different industries, noting that coal, banking, and steel sectors have the highest yields [2][3]. - The article also presents the realized and remaining dividend yields for major indices, indicating the current financial performance and future expectations [6][7]. - It tracks the premium and discount of stock index futures, emphasizing the importance of considering dividend impacts on futures pricing [2][12]. Group 1: Dividend Progress of Constituent Stocks - As of June 10, 2025, the Shanghai Stock Exchange 50 Index has 14 companies in the proposal stage, 19 in the decision stage, 3 in the implementation stage, 9 that have paid dividends, and 4 that have not [1][4]. - The CSI 300 Index has 81 companies in the proposal stage, 92 in the decision stage, 34 in the implementation stage, 65 that have paid dividends, and 27 that have not [1][4]. - The CSI 500 Index has 68 companies in the proposal stage, 146 in the decision stage, 57 in the implementation stage, 139 that have paid dividends, and 90 that have not [1][4]. - The CSI 1000 Index has 81 companies in the proposal stage, 269 in the decision stage, 93 in the implementation stage, 338 that have paid dividends, and 219 that have not [1][4]. Group 2: Dividend Yield Comparison - The article provides statistics on the dividend yields of stocks that have disclosed dividend proposals, with coal, banking, and steel industries ranking the highest [2][3]. Group 3: Realized and Remaining Dividend Yields - As of June 10, 2025, the realized dividend yield for the Shanghai Stock Exchange 50 Index is 0.33%, with a remaining yield of 2.03% [7]. - The realized dividend yield for the CSI 300 Index is 0.39%, with a remaining yield of 1.60% [7]. - The realized dividend yield for the CSI 500 Index is 0.48%, with a remaining yield of 0.86% [7]. - The realized dividend yield for the CSI 1000 Index is 0.45%, with a remaining yield of 0.59% [7]. Group 4: Stock Index Futures Premium and Discount Tracking - As of June 10, 2025, the annualized discount for the IH main contract is 2.11%, for the IF main contract is 6.35%, for the IC main contract is 13.84%, and for the IM main contract is 22.25% [1][12]. - The article emphasizes the need to account for dividend impacts when calculating the premium and discount of stock index futures [2][12].