【广发金工】分红与股指期货基差月报：2026年1月底统计

Summary of Key Points Core Viewpoint - The article provides an overview of the dividend progress of various stock indices and their components, highlighting the current status of dividend proposals, approvals, and implementations across different sectors. Group 1: Broad Index Dividend Progress - In the CSI 300 index, one company has passed the board proposal stage for dividends [1] - In the SSE 50 index, one company has also passed the board proposal stage for dividends [1] - In the CSI 500 index, one company has implemented dividends, totaling 1.30 billion [4] - In the CSI 1000 index, one company is at the shareholder proposal stage for dividends [1] Group 2: Industry Index Dividend Progress - In the pharmaceutical and biotechnology sector, one company has implemented dividends totaling 0.66 billion, and another has passed the shareholder meeting approval stage [2][6] - In the public utilities sector, one company has passed the shareholder meeting approval stage for dividends [2][6] - In the machinery and equipment sector, one company is at the shareholder proposal stage, and another is at the board proposal stage [2][6] - In the coal sector, one company has implemented dividends totaling 1.30 billion [2][6] - In the oil and petrochemical sector, one company has implemented dividends totaling 0.14 billion [2][6] Group 3: Stock Index Futures Basis - The annualized basis rates for the CSI 300 near-month, far-month, near-quarter, and far-quarter contracts are -0.25%, 0.04%, 0.44%, and 0.55% respectively [3] - The annualized basis rates for the SSE 50 near-month, far-month, near-quarter, and far-quarter contracts are -0.89%, -1.30%, -1.67%, and -1.57% respectively [3] - The annualized basis rates for the CSI 500 near-month, far-month, near-quarter, and far-quarter contracts are -4.14%, -2.29%, -0.53%, and 1.11% respectively [3] - The annualized basis rates for the CSI 1000 near-month, far-month, near-quarter, and far-quarter contracts are -1.56%, 1.25%, 4.20%, and 5.11% respectively [3]