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 ...

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 ...