- The report discusses the performance of the four major stock index futures contracts (IF, IC, IM, IH) over the past week, highlighting that IC had the largest increase of 2.09%, while IH experienced the largest decline of -1.65%[3][11] - The average trading volume of all contracts increased compared to the previous week, with IM showing the largest increase of 46.74% and IH the smallest at 23.37%[3][11] - The basis rates for IF, IC, IM, and IH as of last Friday's close were -0.183%, -0.271%, -0.650%, and 0.151%, respectively, with IF and IM narrowing their discounts, IC deepening its discount, and IH expanding its premium[3][11] - The intertemporal spread rates for IF, IC, IM, and IH contracts were at the 54.00%, 9.70%, 8.00%, and 41.50% percentiles of their historical distributions since 2019, with IF and IH at normal levels and IC and IM at relatively low levels[4][12] - The report calculates the theoretical arbitrage opportunities for IF contracts, indicating that with an annualized return of 5% and 21 trading days remaining, the basis rate for positive and negative arbitrage would need to reach 0.74% and -1.35%, respectively, but no such opportunities currently exist[4][12] - Dividend forecasts for the next year suggest that the impact on index points for the CSI 300, CSI 500, SSE 50, and CSI 1000 indices will be 80.98, 92.22, 72.38, and 69.57, respectively[4][12] - The report outlines a method for predicting dividend points based on historical dividend patterns, using formulas that incorporate EPS, payout ratios, and component stock weights[58][59][60]