|
index_ret |
future_ret |
alpha_gain_from_index_future_hedge |
premium+_discount- |
premium_perleftday |
premium_yearly |
alpha_from_future_shorts |
future_last |
future_last_ytd |
future_cost |
index_price |
contract_deal_last_day |
deal_days_left_total |
hold_days |
| hedge_20240105 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2312 |
-0.018388 |
- |
- |
- |
- |
- |
- |
- |
5956.2 |
- |
5677.38 |
20231215 |
0 |
34 |
| CFFEX.IM2401 |
-0.018388 |
-0.016756 |
-0.001632 |
-0.001546 |
-0.000141 |
-0.034023 |
-0.009596 |
5668.6 |
5765.2 |
6039.525 |
5677.38 |
20240119 |
11 |
34 |
| CFFEX.IM2402 |
-0.018388 |
-0.018107 |
-0.000281 |
-0.006654 |
-0.000256 |
-0.061938 |
-0.012106 |
5639.6 |
5743.6 |
5992.6 |
5677.38 |
20240216 |
26 |
34 |
| CFFEX.IM2403 |
-0.018388 |
-0.018375 |
-0.000013 |
-0.011974 |
-0.00026 |
-0.062993 |
- |
5609.4 |
5714.4 |
- |
5677.38 |
20240315 |
46 |
34 |
| CFFEX.IM2406 |
-0.018388 |
-0.019329 |
0.000941 |
-0.027721 |
-0.000603 |
-0.145834 |
- |
5520.0 |
5628.8 |
- |
5677.38 |
20240621 |
110 |
34 |
| CFFEX.IC2312 |
-0.014044 |
- |
- |
- |
- |
- |
- |
- |
5456.0 |
- |
5282.003 |
20231215 |
0 |
34 |
| CFFEX.IC2401 |
-0.014044 |
-0.012042 |
-0.002002 |
0.000264 |
0.000024 |
0.005819 |
- |
5283.4 |
5347.8 |
- |
5282.003 |
20240119 |
11 |
34 |
| CFFEX.IC2402 |
-0.014044 |
-0.012076 |
-0.001968 |
-0.002537 |
-0.000098 |
-0.023618 |
- |
5268.6 |
5333.0 |
- |
5282.003 |
20240216 |
26 |
34 |
| CFFEX.IC2403 |
-0.014044 |
-0.012672 |
-0.001373 |
-0.005756 |
-0.000125 |
-0.030281 |
- |
5251.6 |
5319.0 |
- |
5282.003 |
20240315 |
46 |
34 |
| CFFEX.IC2406 |
-0.014044 |
-0.013579 |
-0.000465 |
-0.018062 |
-0.000393 |
-0.095021 |
- |
5186.6 |
5258.0 |
- |
5282.003 |
20240621 |
110 |
34 |
| CFFEX.IF2312 |
-0.006334 |
0.0 |
-0.006334 |
0.005478 |
inf |
inf |
- |
3346.2 |
3346.2 |
- |
3327.968 |
20231215 |
0 |
34 |
| CFFEX.IF2401 |
-0.006334 |
-0.004597 |
-0.001737 |
0.002053 |
0.000187 |
0.045164 |
- |
3334.8 |
3350.2 |
- |
3327.968 |
20240119 |
11 |
34 |
| CFFEX.IF2402 |
-0.006334 |
-0.005306 |
-0.001029 |
0.002774 |
0.000107 |
0.02582 |
- |
3337.2 |
3355.0 |
- |
3327.968 |
20240216 |
26 |
34 |
| CFFEX.IF2403 |
-0.006334 |
-0.005417 |
-0.000917 |
0.004156 |
0.00009 |
0.021866 |
- |
3341.8 |
3360.0 |
- |
3327.968 |
20240315 |
46 |
34 |
| CFFEX.IF2406 |
-0.006334 |
-0.004836 |
-0.001498 |
0.001752 |
0.000038 |
0.009219 |
- |
3333.8 |
3350.0 |
- |
3327.968 |
20240621 |
110 |
34 |
| CFFEX.IH2312 |
- |
0.0 |
- |
- |
- |
- |
- |
2249.4 |
2249.4 |
- |
- |
20231215 |
0 |
34 |
| CFFEX.IH2401 |
- |
-0.004645 |
- |
- |
- |
- |
- |
2271.6 |
2282.2 |
- |
- |
20240119 |
11 |
34 |
| CFFEX.IH2402 |
- |
-0.005162 |
- |
- |
- |
- |
- |
2274.0 |
2285.8 |
- |
- |
20240216 |
26 |
34 |
| CFFEX.IH2403 |
- |
-0.004803 |
- |
- |
- |
- |
- |
2279.0 |
2290.0 |
- |
- |
20240315 |
46 |
34 |
| CFFEX.IH2406 |
- |
-0.004281 |
- |
- |
- |
- |
- |
2279.6 |
2289.4 |
- |
- |
20240621 |
110 |
34 |