Workflow
IH及IF主力合约升水,IC及IM合约贴水收窄【股指分红监控】
量化藏经阁·2025-08-28 00:22

Group 1 - As of August 27, 2025, the dividend progress of component stocks in major indices shows that in the SSE 50 Index, 12 companies are in the proposal stage, 0 in the decision stage, 2 in the implementation stage, 33 have distributed dividends, and 3 do not distribute dividends [1][3] - In the CSI 300 Index, 56 companies are in the proposal stage, 2 in the decision stage, 3 in the implementation stage, 214 have distributed dividends, and 25 do not distribute dividends [1][3] - In the CSI 500 Index, 82 companies are in the proposal stage, 2 in the decision stage, 1 in the implementation stage, 342 have distributed dividends, and 73 do not distribute dividends [1][3] - In the CSI 1000 Index, 115 companies are in the proposal stage, 6 in the decision stage, 6 in the implementation stage, 668 have distributed dividends, and 205 do not distribute dividends [1][3] Group 2 - The current dividend yield statistics show that the coal, banking, and steel industries rank the highest in terms of dividend yield among disclosed dividend proposals [4] - As of August 27, 2025, the realized dividend yields for the indices are as follows: SSE 50 Index at 2.13% with a remaining yield of 0.34%, CSI 300 Index at 1.70% with a remaining yield of 0.28%, CSI 500 Index at 1.13% with a remaining yield of 0.14%, and CSI 1000 Index at 0.87% with a remaining yield of 0.11% [7][8] Group 3 - The tracking of index futures shows that as of August 27, 2025, the annualized premium for the IH main contract is 2.56%, for the IF main contract is 0.59%, while the IC main contract has an annualized discount of 5.51% and the IM main contract has an annualized discount of 10.35% [1][3] - The methodology for estimating dividend points in index futures is crucial for accurately assessing the premium or discount of futures contracts, as it reflects the impact of component stock dividends on index levels [2][23]