IF、IC及IM合约均处于贴水状态【股指分红监控】
量化藏经阁·2025-09-25 00:08

Key Points - The article discusses the dividend progress of constituent stocks in major indices as of September 24, 2025, highlighting the number of companies at various stages of dividend announcements and distributions [1][3][17] - It provides a comparison of dividend yields across different industries, noting that coal, banking, and steel sectors have the highest yields [2][4] - The realized and remaining dividend yields for major indices are presented, with the Shanghai 50 Index showing a realized yield of 2.20% and a remaining yield of 0.57% [8][7] - The article tracks the premium and discount of stock index futures, indicating that the IH main contract has an annualized premium of 2.47%, while the IC and IM contracts show significant discounts of 8.34% and 12.52%, respectively [4][12] Dividend Progress of Constituent Stocks - As of September 24, 2025, the Shanghai 50 Index has 16 companies in the proposal stage, 3 in the decision stage, 4 in the implementation stage, 24 that have paid dividends, and 3 that have not [1][3] - The CSI 300 Index has 69 companies in the proposal stage, 16 in the decision stage, 16 in the implementation stage, 174 that have paid dividends, and 25 that have not [1][3] - The CSI 500 Index has 42 companies in the proposal stage, 29 in the decision stage, 19 in the implementation stage, 339 that have paid dividends, and 71 that have not [1][3] - The CSI 1000 Index has 50 companies in the proposal stage, 41 in the decision stage, 25 in the implementation stage, 682 that have paid dividends, and 202 that have not [1][3] Dividend Yield Comparison - The article presents statistics on the current dividend yields of stocks with disclosed dividend proposals, with coal, banking, and steel industries ranking the highest [2][4] Realized and Remaining Dividend Yields - The realized dividend yields as of September 24, 2025, are as follows: - Shanghai 50 Index: 2.20% realized, 0.57% remaining [8][7] - CSI 300 Index: 1.75% realized, 0.39% remaining [8][7] - CSI 500 Index: 1.12% realized, 0.12% remaining [8][7] - CSI 1000 Index: 0.88% realized, 0.07% remaining [8][7] Stock Index Futures Premium and Discount Tracking - The article tracks the annualized premium and discount of stock index futures as of September 24, 2025: - IH main contract: 2.47% premium [4][12] - IF main contract: 1.71% discount [4][12] - IC main contract: 8.34% discount [4][12] - IM main contract: 12.52% discount [4][12]