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什么是现货指数差价合约的派息调整?

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通常情况下,当指数成分股派发股息时,指数差价合约本身也会相应地产生股息。这确保了现货指数因派息而产生的价格影响能够被抵消。若您在除息日持有现货指数差价合约的多仓头寸,您将会收到派息调整;若您在除息日持有现货指数差价合约的空仓头寸,您将会被收取派息调整。

派息调整时间表

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MT5平台中的派息调整

在MT5平台中,派息调整将体现在除息日前一个交易日的隔夜费用当中。

我们以US30Roll差价合约为例:

US30Roll差价合约
多仓/手(USD)
空仓/手(USD)
隔夜费用
(2023年2月16日)
-12
4
除息日派息金额
(2023年2月17日)
15

包含派息调整后,在2023年02月16日的隔夜费用为:

多仓/手(USD)
空仓/手(USD)
原隔夜费用 + 除息日派息金额*
-12 + 15 = 3
原隔夜费用 – 除息日派息金额*
4 – 15 = -11

*若除息日是周一,则其派息调整会体现在前一个周五。由于现货指数差价合约周五会收取三倍隔夜费用,派息金额在计入隔夜费用前会除以三。

若您在2023年2月16日交易日结束时持有2手US30Roll多仓或2手US30Roll空仓,则您的隔夜费用为:

US30Roll差价合约
隔夜费用(USD)
2手多仓
2 x 3 = 6
2手空仓
2 x (-11) = -22
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您可以在此网页上查看当周的派息调整预告。

请留意,以上信息仅供参考,AC资本市场或根据交易所或流动性供应商的变动而更新此页面信息。

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