Core Points - The main contracts for stock index futures showed positive performance with the CSI 300 index futures (IF) rising by 0.29% [1] - The SSE 50 index futures (IH) increased by 0.09% [1] - The CSI 500 index futures (IC) saw a rise of 0.92% [1] - The CSI 1000 index futures (IM) experienced the highest increase at 1.25% [1]

股指期货午盘收盘 沪深300股指期货（IF）主力合约涨0.38%，上证50股指期货（IH）主力合约涨0.49%，中证500股指期 货（IC）主力合约涨0.36%，中证1000股指期货（IM）主力合约涨0.20%。 ...

Core Viewpoint - The stock index futures market shows mixed performance with slight gains in some contracts and minor declines in others [1] Group 1: Stock Index Futures Performance - The main contract for the CSI 300 index futures (IF) increased by 0.13% [1] - The main contract for the SSE 50 index futures (IH) rose by 0.38% [1] - The main contract for the CSI 500 index futures (IC) decreased by 0.02% [1] - The main contract for the CSI 1000 index futures (IM) fell by 0.03% [1]

沪深300股指期货（IF）主力合约跌0.05%，上证50股指期货（IH）主力合约跌0.14%，中证500股指期 货（IC）主力合约跌0.15%，中证1000股指期货（IM）主力合约跌0.22%。 股指期货早盘开盘 ...

Core Viewpoint - The major stock index futures in China experienced slight declines during the midday session, indicating a cautious market sentiment [1] Group 1: Index Performance - The CSI 300 index futures (IF) main contract fell by 0.17% [1] - The SSE 50 index futures (IH) main contract decreased by 0.18% [1] - The CSI 500 index futures (IC) main contract dropped by 0.38% [1] - The CSI 1000 index futures (IM) main contract declined by 0.20% [1]

股指期货早盘收盘 沪深300股指期货（IF）主力合约涨0.18%，上证50股指期货（IH）主力合约涨0.14%，中证500股指期 货（IC）主力合约跌0.11%，中证1000股指期货（IM）主力合约涨0.02%。 ...

Core Viewpoint - The stock index futures showed positive performance in early trading, indicating a bullish sentiment in the market [1] Group 1: Index Futures Performance - The main contract for the CSI 300 index futures (IF) increased by 0.94% [1] - The main contract for the SSE 50 index futures (IH) rose by 0.73% [1] - The main contract for the CSI 500 index futures (IC) saw an increase of 1.38% [1] - The main contract for the CSI 1000 index futures (IM) experienced a rise of 1.62% [1]

Core Viewpoint - The stock index futures market showed a downward trend in early trading, with all major contracts experiencing declines [1] Group 1: Index Futures Performance - The CSI 300 index futures (IF) main contract fell by 0.50% [1] - The SSE 50 index futures (IH) main contract decreased by 0.31% [1] - The CSI 500 index futures (IC) main contract dropped by 0.22% [1] - The CSI 1000 index futures (IM) main contract saw a slight decline of 0.02% [1]

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 ...

1 目录CONTENTS 华泰期货期指宝典 华泰期货研究院 2025年 HUATAI FUTURES RESEARCH REPORT 研究员 高天越 F3055799 Z0016156 汪雅航 F03099648 Z0019185 联系人 黄煦然 F03130959 股指期货初探 1 目录 CONTENTS 目录 CONTENTS 2 股指期货基础研究 3 股指期货交易策略 2 股指期货框架 股指期货初探 股指期货基础研究 股指期货交易策略 量化研究 基差研究 分布 特性 什么是股指期货 主观研究 与指数异同 合约设计 市场运行发展 交易规则 交易群体 席位数据 参与机构 对冲策略 品种 手数 合约 择时 套利策略 投机策略 期现 跨期 跨品种 吃贴水 高频因子 席位策略 分红测算 行情 指标 预测 建模 3 01 股指期货初探 4 4 股指期货初探 基础主观研究 基础量化研究 对冲策略 套利策略 投机策略 什么是股指期货 股指期货与股票指数的异同 股票指数 股指期货 两者异同 • 股指期货是一种以股票指数为标的物的标准化金融期货合约，属于 金融衍生品的重要类别。它规定交易双方在未来特定日期，按照事 先确定的 ...