IH及IF合约升水，IC及IM合约小幅贴水【股指分红监控】

Group 1 - The core viewpoint of the article emphasizes the tracking of dividend progress and yield across various stock indices, highlighting the current status of dividend announcements and the implications for index performance [1][3][19] - As of January 14, 2026, the dividend progress for major indices shows that several companies are in the proposal stage, with no companies having implemented dividends yet, indicating a cautious approach to dividend distribution [1][3] - The article provides a comparative analysis of dividend yields across different sectors, with coal, banking, and steel industries ranking the highest in terms of dividend yield [2][4] Group 2 - The realized and remaining dividend yields for major indices as of January 14, 2026, are as follows: Shanghai 50 Index has a realized yield of 0.00% and a remaining yield of 2.38%; CSI 300 Index has a realized yield of 0.02% and a remaining yield of 1.84%; CSI 500 Index has a realized yield of 0.00% and a remaining yield of 1.08%; CSI 1000 Index has a realized yield of 0.00% and a remaining yield of 0.87% [8][7][19] - The article discusses the annualized premium and discount of stock index futures, indicating that the IH main contract has an annualized premium of 1.27%, while the IC main contract has an annualized discount of 0.94% [1][4][13] Group 3 - The article outlines the methodology for estimating dividend points for stock indices, emphasizing the importance of accounting for dividend distributions in the calculation of futures premiums [24][26] - It details the process of estimating individual stock weights and dividend amounts, which are crucial for accurate dividend point calculations [27][29] - The article also highlights the predictive accuracy of the dividend point estimation model, showing that it performs well for major indices, with errors generally within acceptable ranges [38][40]