市场情绪企稳,各主力合约贴水幅度收窄【股指分红监控】
量化藏经阁·2025-12-18 00:09

Key Points - The article discusses the dividend progress of constituent stocks in major indices as of December 17, 2025, highlighting that no companies in the Shanghai 50, CSI 500, and CSI 1000 indices have declared or implemented dividends, while only one company in the CSI 300 is in the proposal stage [1][3] - The article 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 various indices are reported, with the Shanghai 50 index having a realized yield of 2.54% and a remaining yield of 0.27%, while the CSI 1000 index has a realized yield of 0.97% and a remaining yield of 0.01% [1][8] - The article tracks the premium and discount of stock index futures, indicating annualized discounts for various contracts, with the IM contract showing a discount of 9.94% [1][4] Dividend Progress of Constituent Stocks - As of December 17, 2025, the Shanghai 50 index has 0 companies in the proposal, decision, or implementation stages, and 4 companies that do not pay dividends [1][3] - The CSI 300 index has 1 company in the proposal stage, 0 in decision or implementation stages, and 21 companies that do not pay dividends [1][3] - The CSI 500 and CSI 1000 indices show similar trends with no companies in the proposal, decision, or implementation stages, and 54 and 149 companies not paying dividends, respectively [1][3] Industry Dividend Yield Comparison - The article highlights that the coal, banking, and steel industries rank highest in terms of dividend yields among the disclosed dividend proposals [2][4] Realized and Remaining Dividend Yields - The realized dividend yields as of December 17, 2025, are as follows: - Shanghai 50: 2.54% realized, 0.27% remaining - CSI 300: 2.11% realized, 0.16% remaining - CSI 500: 1.22% realized, 0.02% remaining - CSI 1000: 0.97% realized, 0.01% remaining [1][8] Stock Index Futures Premium and Discount Tracking - The article tracks the annualized discounts for stock index futures as of December 17, 2025: - IH contract: 0.29% - IF contract: 3.74% - IC contract: 4.69% - IM contract: 9.94% [1][4]

市场情绪企稳,各主力合约贴水幅度收窄【股指分红监控】 - Reportify