|
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_20240110 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2312 |
-0.006390 |
0.0 |
-0.00639 |
0.079883 |
inf |
inf |
- |
5956.2 |
5956.2 |
- |
5515.599 |
20231215 |
0 |
37 |
| CFFEX.IM2401 |
-0.006390 |
-0.00526 |
-0.00113 |
-0.005657 |
-0.000707 |
-0.171109 |
-0.005569 |
5484.4 |
5513.4 |
6039.525 |
5515.599 |
20240119 |
8 |
37 |
| CFFEX.IM2402 |
-0.006390 |
-0.004681 |
-0.001709 |
-0.013162 |
-0.000572 |
-0.138492 |
-0.005771 |
5443.0 |
5468.6 |
5992.6 |
5515.599 |
20240216 |
23 |
37 |
| CFFEX.IM2403 |
-0.006390 |
-0.004415 |
-0.001974 |
-0.018892 |
-0.000439 |
-0.106321 |
- |
5411.4 |
5435.4 |
- |
5515.599 |
20240315 |
43 |
37 |
| CFFEX.IM2406 |
-0.006390 |
-0.004493 |
-0.001897 |
-0.035862 |
-0.000834 |
-0.201827 |
- |
5317.8 |
5341.8 |
- |
5515.599 |
20240621 |
107 |
37 |
| CFFEX.IC2312 |
-0.003511 |
- |
- |
- |
- |
- |
- |
- |
5456.0 |
- |
5161.949 |
20231215 |
0 |
37 |
| CFFEX.IC2401 |
-0.003511 |
-0.00291 |
-0.000601 |
-0.004252 |
-0.000532 |
-0.128625 |
- |
5140.0 |
5155.0 |
- |
5161.949 |
20240119 |
8 |
37 |
| CFFEX.IC2402 |
-0.003511 |
-0.002536 |
-0.000975 |
-0.009405 |
-0.000409 |
-0.098959 |
- |
5113.4 |
5126.4 |
- |
5161.949 |
20240216 |
23 |
37 |
| CFFEX.IC2403 |
-0.003511 |
-0.002194 |
-0.001317 |
-0.013125 |
-0.000305 |
-0.073865 |
- |
5094.2 |
5105.4 |
- |
5161.949 |
20240315 |
43 |
37 |
| CFFEX.IC2406 |
-0.003511 |
-0.002266 |
-0.001244 |
-0.027809 |
-0.000647 |
-0.156507 |
- |
5018.4 |
5029.8 |
- |
5161.949 |
20240621 |
107 |
37 |
| CFFEX.IF2312 |
-0.004157 |
- |
- |
- |
- |
- |
- |
- |
3346.2 |
- |
3279.981 |
20231215 |
0 |
37 |
| CFFEX.IF2401 |
-0.004157 |
-0.004131 |
-0.000026 |
-0.00036 |
-0.000045 |
-0.010892 |
- |
3278.8 |
3292.4 |
- |
3279.981 |
20240119 |
8 |
37 |
| CFFEX.IF2402 |
-0.004157 |
-0.003826 |
-0.000331 |
0.000128 |
0.000006 |
0.001344 |
- |
3280.4 |
3293.0 |
- |
3279.981 |
20240216 |
23 |
37 |
| CFFEX.IF2403 |
-0.004157 |
-0.004129 |
-0.000028 |
0.000006 |
0.0 |
0.000033 |
- |
3280.0 |
3293.6 |
- |
3279.981 |
20240315 |
43 |
37 |
| CFFEX.IF2406 |
-0.004157 |
-0.004751 |
0.000594 |
-0.003592 |
-0.000084 |
-0.020214 |
- |
3268.2 |
3283.8 |
- |
3279.981 |
20240621 |
107 |
37 |
| CFFEX.IH2312 |
-0.004205 |
- |
- |
- |
- |
- |
- |
- |
2249.4 |
- |
2236.850 |
20231215 |
0 |
37 |
| CFFEX.IH2401 |
-0.004205 |
-0.005341 |
0.001136 |
-0.000916 |
-0.000115 |
-0.027723 |
- |
2234.8 |
2246.8 |
- |
2236.850 |
20240119 |
8 |
37 |
| CFFEX.IH2402 |
-0.004205 |
-0.005511 |
0.001305 |
0.000425 |
0.000018 |
0.004469 |
- |
2237.8 |
2250.2 |
- |
2236.850 |
20240216 |
23 |
37 |
| CFFEX.IH2403 |
-0.004205 |
-0.005064 |
0.000859 |
0.001319 |
0.000031 |
0.007422 |
- |
2239.8 |
2251.2 |
- |
2236.850 |
20240315 |
43 |
37 |
| CFFEX.IH2406 |
-0.004205 |
-0.005153 |
0.000948 |
0.00114 |
0.000027 |
0.006416 |
- |
2239.4 |
2251.0 |
- |
2236.850 |
20240621 |
107 |
37 |