金融工程 | 动态跟踪 IH 升水，IC 及 IM 贴水扩大，中小盘短期 偏多对待 分红对期指的影响 20250704 研究结论 | 上证50股指期货 | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IH2507 | 2723.00 | 22.58 | -17.44 | 5.14 | | IH2508 | 2717.20 | 25.93 | -23.24 | 2.68 | | IH2509 | 2717.20 | 26.99 | -23.24 | 3.75 | | IH2512 | 2715.00 | 26.99 | -25.44 | 1.55 | | 沪深300股指期货 | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | IF2507 | 3963.80 | 22.56 | -18.40 | 4.16 | | IF2508 | 3944.80 | 29.39 | -37.40 | -8.02 | | IF2509 | 3936.00 | 33.20 | -46.20 | -13.01 | | IF2512 | 389 ...

金融工程 | 动态跟踪 IH 升水，IC 及 IM 贴水有所收敛 分红对期指的影响 20250627 研究结论 | 上证50股指期货 分红点数 含分红价差 | 收盘价 | | 实际价差 | | | --- | --- | --- | --- | --- | | IH2507 | 2684.40 | 28.77 | -23.17 | 5.61 | | IH2508 | 2680.00 | 31.96 | -27.57 | 4.39 | | IH2509 | 2680.00 | 32.97 | -27.57 | 5.40 | | IH2512 | 2681.80 | 32.97 | -25.77 | 7.20 | | 沪深300股指期货 | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | IF2507 | 3892.00 | 27.38 | -29.76 | -2.38 | | IF2508 | 3882.40 | 34.12 | -39.36 | -5.24 | | IF2509 | 3876.60 | 37.82 | -45.16 | -7.34 | | IF2512 | 3846.40 | 37 ...

分红对期指的影响 20250613 研究结论 | | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IH2506 | 2665.20 | 3.70 | -11.23 | -7.53 | | IH2507 | 2626.00 | 46.89 | -50.43 | -3.55 | | IH2509 | 2620.20 | 51.59 | -56.23 | -4.64 | | IH2512 | 2616.20 | 51.59 | -60.23 | -8.64 | 沪深 300 股指期货: | | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IF2506 | 3856.40 | 4.71 | -7.78 | -3.07 | | IF2507 | 3813.00 | 42.48 | -51.18 | -8.70 | | IF2509 | 3784.00 | 53.34 | -80.18 | -26.84 | | IF2512 | 3752.40 | 53.34 | ...

金融工程 | 动态跟踪 分红对期指的影响 20250523 研究结论 | | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IH2506 | 2693.00 | 17.28 | -18.85 | -1.58 | | IH2507 | 2664.80 | 54.43 | -47.05 | 7.38 | | IH2509 | 2655.60 | 58.77 | -56.25 | 2.52 | | IH2512 | 2653.80 | 58.77 | -58.05 | 0.72 | 沪深 300 股指期货: | | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IF2506 | 3846.20 | 20.75 | -36.07 | -15.32 | | IF2507 | 3808.80 | 55.62 | -73.47 | -17.86 | | IF2509 | 3777.80 | 66.11 | -104.47 | -38.37 | | IF2512 | 37 ...

金融工程 | 动态跟踪 分红对期指的影响 20250509 研究结论 | | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IH2505 | 2683.60 | 0.27 | -0.41 | -0.14 | | IH2506 | 2666.20 | 17.96 | -17.81 | 0.16 | | IH2509 | 2632.00 | 59.91 | -52.01 | 7.91 | | IH2512 | 2627.00 | 59.91 | -57.01 | 2.91 | 沪深 300 股指期货: | | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IF2505 | 3840.20 | 0.74 | -5.96 | -5.21 | | IF2506 | 3808.60 | 24.07 | -37.56 | -13.49 | | IF2509 | 3743.60 | 69.49 | -102.56 | -33.06 | | IF2512 | 3706.80 ...

金融工程 | 动态跟踪 分红对期指的影响 20250430 研究结论 | | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IH2505 | 2627.20 | 0.00 | -5.96 | -5.96 | | IH2506 | 2609.20 | 17.72 | -23.96 | -6.24 | | IH2509 | 2578.00 | 61.21 | -55.16 | 6.05 | | IH2512 | 2575.80 | 61.21 | -57.36 | 3.85 | 沪深 300 股指期货: | | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IF2505 | 3752.00 | 5.16 | -18.57 | -13.41 | | IF2506 | 3716.20 | 25.40 | -54.37 | -28.97 | | IF2509 | 3663.20 | 71.06 | -107.37 | -36.31 | | IF2512 | 3637 ...