IC及IM主力合约年化贴水均超10%【股指分红监控】

Group 1 - The core viewpoint of the article emphasizes the tracking of dividend progress and yield across major stock indices, highlighting the lack of dividend announcements from many companies within these indices as of October 22, 2025 [1][3][5] - The article provides a detailed comparison of dividend yields across different industries, with coal, banking, and steel sectors ranking the highest [5][9] - The realized and remaining dividend yields for major indices are reported, with the Shanghai 50 Index showing a realized yield of 2.26% and a remaining yield of 0.29%, while the CSI 1000 Index shows a realized yield of 0.91% and a remaining yield of 0.03% [9][18] Group 2 - The article tracks the premium and discount of stock index futures, noting that as of October 22, 2025, the IH main contract has an annualized premium of 0.55%, while the IF, IC, and IM contracts show annualized discounts of 2.85%, 10.08%, and 12.15% respectively [1][4][12] - It discusses the importance of considering dividend impacts when calculating the premium and discount of stock index futures, as dividends can lead to a natural decline in index points [2][24] - The article outlines a systematic approach to estimating dividend points for stock indices, emphasizing the need for accurate data on constituent stock weights and dividend amounts [26][29][30] Group 3 - The article includes a detailed analysis of the dividend progress for various indices, indicating that no companies within the Shanghai 50, CSI 300, CSI 500, and CSI 1000 indices have announced dividends as of the specified date [1][3][18] - It presents a visual representation of the dividend yield trends and remaining yields for the indices since 2025, illustrating the overall dividend landscape [8][9] - The article also highlights the historical context of premium and discount levels for stock index futures, providing insights into market sentiment and investor behavior [10][13][40]