创业板反弹,各主力合约均深度贴水【股指分红监控】
量化藏经阁·2026-03-12 07:09

Group 1: Dividend Progress of Constituent Stocks - As of March 11, 2026, in the SSE 50 Index, 0 companies are in the proposal stage, 0 in the decision stage, 0 in the implementation stage, 1 company has distributed dividends, and 3 companies do not distribute dividends [1] - In the CSI 300 Index, 9 companies are in the proposal stage, 0 in the decision stage, 0 in the implementation stage, 2 companies have distributed dividends, and 24 companies do not distribute dividends [1] - In the CSI 500 Index, 8 companies are in the proposal stage, 1 in the decision stage, 0 in the implementation stage, 0 companies have distributed dividends, and 65 companies do not distribute dividends [1] - In the CSI 1000 Index, 9 companies are in the proposal stage, 0 in the decision stage, 1 in the implementation stage, 0 companies have distributed dividends, and 223 companies do not distribute dividends [1] Group 2: Dividend Yield Comparison by Industry - The current dividend yields of disclosed dividend proposals show that the banking, coal, and steel industries rank the top three in terms of yield [1][3] Group 3: Realized and Remaining Dividend Yields - As of March 11, 2026, the realized dividend yield for the SSE 50 Index is 0.00%, with a remaining yield of 2.77% [1][7] - The realized dividend yield for the CSI 300 Index is 0.00%, with a remaining yield of 2.12% [1][7] - The realized dividend yield for the CSI 500 Index is 0.00%, with a remaining yield of 1.10% [1][7] - The realized dividend yield for the CSI 1000 Index is 0.00%, with a remaining yield of 0.86% [1][7] Group 4: Tracking of Index Futures Premiums and Discounts - As of March 11, 2026, the annualized discount for the IH main contract is 2.09%, for the IF main contract is 15.09%, for the IC main contract is 20.91%, and for the IM main contract is 24.50% [1][3] - The tracking of index futures premiums and discounts considers the impact of constituent stock dividends on index point levels [2][25] Group 5: Methodology for Dividend Point Estimation - The methodology for estimating dividend points considers the difference between price indices and total return indices, where dividends lead to a natural drop in index points [25][31] - The estimation process involves calculating the dividend points based on the dividend amounts, total market capitalization, and index closing prices of constituent stocks [31][33]

创业板反弹,各主力合约均深度贴水【股指分红监控】 - Reportify