IC及IM主力合约贴水小幅收窄【股指分红监控】

Group 1 - As of October 29, 2025, no companies in the Shanghai 50, CSI 300, CSI 500, and CSI 1000 indices are in the proposal, decision, or implementation stages for dividends, with a total of 3, 20, 46, and 138 companies respectively not distributing dividends [1][3] - The coal, banking, and steel industries have the highest median dividend yields among the disclosed dividend proposals [4] - The realized dividend yields as of October 29, 2025, are 2.45% for the Shanghai 50, 1.96% for the CSI 300, 1.20% for the CSI 500, and 0.92% for the CSI 1000, with remaining yields of 0.10%, 0.11%, 0.05%, and 0.04% respectively [7][6] Group 2 - The annualized premium and discount for the main futures contracts as of October 29, 2025, are 1.93% for IH, -0.96% for IF, -8.26% for IC, and -10.23% for IM [1] - The tracking of the premium and discount levels of stock index futures will consider the impact of dividend distributions on index points, which is crucial for accurately estimating the premium and discount of futures contracts [2][23] Group 3 - The dividend progress for the indices is expected to be concentrated in November and December, as shown in the forecasts for the Shanghai 50, CSI 300, CSI 500, and CSI 1000 indices [16] - The methodology for estimating dividend points involves calculating the dividend amounts based on the weights of constituent stocks, their market values, and the index closing prices [25][26]