金融工程 | 动态跟踪 IH 浅升水，IC 及 IM 深贴水 分红对期指的影响 20250620 研究结论 | 上证50股指期货 含分红价差 | 收盘价 | 分红点数 | 实际价差 | | | --- | --- | --- | --- | --- | | IH2507 | 2636.80 | 40.84 | -36.92 | 3.92 | | IH2508 | 尚未开始交易 | 43.73 | 尚未开始交易 | 尚未开始交易 | | IH2509 | 2635.40 | 44.65 | -38.32 | 6.33 | | IH2512 | 2633.40 | 44.65 | -40.32 | 4.33 | | 沪深300股指期货 | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | IF2507 | 3804.40 | 38.26 | -42.24 | -3.99 | | IF2508 | 尚未开始交易 | 44.90 | 尚未开始交易 | 尚未开始交易 | | IF2509 | 3773.60 | 48.35 | -73.04 | -24.70 | | IF2512 | 3745.20 | 48 ...

金融工程 | 动态跟踪 沪深 300 股指期货: | | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IF2506 | 3855.40 | 16.30 | -18.58 | -2.28 | | IF2507 | 3818.00 | 51.04 | -55.98 | -4.94 | | IF2509 | 3783.40 | 61.62 | -90.58 | -28.96 | | IF2512 | 3746.00 | 61.62 | -127.98 | -66.36 | 中证 500 股指期货： | | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IC2506 | 5725.40 | 18.75 | -36.68 | -17.93 | | IC2507 | 5655.00 | 42.09 | -107.08 | -64.99 | | IC2509 | 5535.20 | 52.28 | -226.88 | -174.59 | | IC2512 | 5407 ...

沪深 300 股指期货: | | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IF2506 | 3846.00 | 23.58 | -43.09 | -19.50 | | IF2507 | | 58.36 | | | | IF2509 | 3779.80 | 68.72 | -109.29 | -40.56 | | IF2512 | 3741.40 | 68.72 | -147.69 | -78.96 | 中证 500 股指期货： | | 收盘价 | 分红点数 | 实际价差 | 含分红价差 | | --- | --- | --- | --- | --- | | IC2506 | 5601.80 | 44.47 | -114.05 | -69.58 | | IC2507 | | 66.66 | | | | IC2509 | 5435.20 | 74.59 | -280.65 | -206.06 | | IC2512 | 5318.60 | 74.66 | -397.25 | -322.58 | 金融工程 | 动态跟踪 分红对期指的影 ...