IH主力合约
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行情又“反转”了,金银价格暴力拉升!交易所密集出手
Qi Huo Ri Bao· 2026-02-04 00:21
3日晚,纽约期金和纽约期银主力合约暴涨,伦敦金现货和伦敦银现货价格也大幅上涨。 内盘方面,沪金、沪银期货主力合约夜盘大涨。截至收盘,沪金期货主力合约上涨3.49%、沪银期货主力合约上涨5.93%。 截至发稿,纽约期金、纽约期银主力合约分别上涨6.83%、10.27%,伦敦金现货、伦敦银现货价格分别上涨3.57%、2.90%。 交易所密集出手 2月3日,上海黄金交易所连发两则通知,对黄金、白银部分合约保证金水平和涨跌停板比例进行调整。 具体来看,上海黄金交易所拟对黄金部分合约交易保证金水平和涨跌停板比例进行上调:自2026年2月4日(星期三)收盘清算时起,Au(T+D)、mAu (T+D)、Au(T+N1)、Au(T+N2)、NYAuTN06、NYAuTN12等合约的保证金比例从16%调整为17%,下一交易日起涨跌幅度限制从15%调整为16%; CAu99.99合约保证金每手120000元调整至每手150000元。 与此同时,上海黄金交易所对白银延期合约交易保证金水平和涨跌停板比例进行下调:2026年2月3日(星期二)自收盘清算时起,Ag(T+D)合约的保证金水 平从26%调整为23%,下一交易日起涨跌幅度限制 ...
IH及IF主力合约升水,IC及IM合约深贴水【股指分红监控】
量化藏经阁· 2025-07-09 15:49
Key Points - The article discusses the dividend progress of constituent stocks in major indices as of July 9, 2025, highlighting the number of companies at various stages of dividend declaration and implementation [1][3][9] - It provides a comparison of dividend yields across different industries, noting that coal, banking, and steel sectors have the highest yields [4] - The realized and remaining dividend yields for major indices are presented, with the Shanghai 50 Index having a realized yield of 1.39% and a remaining yield of 0.88% [8] - The article tracks the premium and discount of stock index futures, indicating that the IH main contract has an annualized premium of 11.15% while the IC main contract has an annualized discount of 11.69% [1][3] Group 1: Dividend Progress of Constituent Stocks - As of July 9, 2025, in the Shanghai 50 Index, there are 0 companies in the proposal stage, 10 in the decision stage, 8 in the implementation stage, 29 that have paid dividends, and 3 that have not [1] - In the CSI 300 Index, there are 2 companies in the proposal stage, 73 in the decision stage, 31 in the implementation stage, 168 that have paid dividends, and 26 that have not [1] - The CSI 500 Index shows 1 company in the proposal stage, 64 in the decision stage, 34 in the implementation stage, 324 that have paid dividends, and 77 that have not [1][9] - The CSI 1000 Index has 1 company in the proposal stage, 83 in the decision stage, 67 in the implementation stage, 639 that have paid dividends, and 210 that have not [1][9] Group 2: Dividend Yield Comparison - The article presents a statistical analysis of the current dividend yields of stocks with disclosed dividend proposals, with coal, banking, and steel industries ranking the highest [4] - The realized dividend yields for major indices as of July 9, 2025, are as follows: Shanghai 50 Index at 1.39% with a remaining yield of 0.88%, CSI 300 Index at 1.13% with a remaining yield of 0.78%, CSI 500 Index at 1.03% with a remaining yield of 0.26%, and CSI 1000 Index at 0.79% with a remaining yield of 0.17% [8] Group 3: Stock Index Futures Premium and Discount - The article tracks the annualized premium and discount of stock index futures as of July 9, 2025, with the IH main contract at 11.15% premium, IF main contract at 1.48% premium, IC main contract at 11.69% discount, and IM main contract at 16.65% discount [1][3] - It emphasizes the importance of considering the impact of constituent stock dividends on the calculation of futures premiums and discounts [2]