|
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_20240119 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2312 |
-0.011884 |
0.0 |
-0.011884 |
0.121566 |
inf |
inf |
- |
5956.2 |
5956.2 |
- |
5310.609 |
20231215 |
0 |
44 |
| CFFEX.IM2401 |
-0.011884 |
-0.004041 |
-0.007843 |
0.002333 |
0.002333 |
0.564647 |
-0.012387 |
5323.0 |
5344.6 |
6039.525 |
5310.609 |
20240119 |
1 |
44 |
| CFFEX.IM2402 |
-0.011884 |
-0.009558 |
-0.002326 |
-0.01661 |
-0.001038 |
-0.251226 |
-0.002501 |
5222.4 |
5272.8 |
5992.6 |
5310.609 |
20240216 |
16 |
44 |
| CFFEX.IM2403 |
-0.011884 |
-0.00876 |
-0.003125 |
-0.024067 |
-0.000669 |
-0.161782 |
- |
5182.8 |
5228.6 |
- |
5310.609 |
20240315 |
36 |
44 |
| CFFEX.IM2406 |
-0.011884 |
-0.008509 |
-0.003375 |
-0.043387 |
-0.001205 |
-0.291654 |
- |
5080.2 |
5123.8 |
- |
5310.609 |
20240621 |
100 |
44 |
| CFFEX.IC2312 |
-0.009440 |
0.0 |
-0.00944 |
0.086701 |
inf |
inf |
- |
5456.0 |
5456.0 |
- |
5020.702 |
20231215 |
0 |
44 |
| CFFEX.IC2401 |
-0.009440 |
-0.002934 |
-0.006506 |
0.001892 |
0.001892 |
0.457808 |
- |
5030.2 |
5045.0 |
- |
5020.702 |
20240119 |
1 |
44 |
| CFFEX.IC2402 |
-0.009440 |
-0.006181 |
-0.003259 |
-0.013564 |
-0.000848 |
-0.205159 |
- |
4952.6 |
4983.4 |
- |
5020.702 |
20240216 |
16 |
44 |
| CFFEX.IC2403 |
-0.009440 |
-0.00554 |
-0.0039 |
-0.020336 |
-0.000565 |
-0.136704 |
- |
4918.6 |
4946.0 |
- |
5020.702 |
20240315 |
36 |
44 |
| CFFEX.IC2406 |
-0.009440 |
-0.007233 |
-0.002207 |
-0.037664 |
-0.001046 |
-0.253189 |
- |
4831.6 |
4866.8 |
- |
5020.702 |
20240621 |
100 |
44 |
| CFFEX.IF2312 |
-0.000902 |
0.0 |
-0.000902 |
0.022789 |
inf |
inf |
- |
3346.2 |
3346.2 |
- |
3271.641 |
20231215 |
0 |
44 |
| CFFEX.IF2401 |
-0.000902 |
0.005478 |
-0.00638 |
-0.001419 |
-0.001419 |
-0.34329 |
- |
3267.0 |
3249.2 |
- |
3271.641 |
20240119 |
1 |
44 |
| CFFEX.IF2402 |
-0.000902 |
0.002782 |
-0.003684 |
-0.008449 |
-0.000528 |
-0.127786 |
- |
3244.0 |
3235.0 |
- |
3271.641 |
20240216 |
16 |
44 |
| CFFEX.IF2403 |
-0.000902 |
0.001978 |
-0.00288 |
-0.008938 |
-0.000248 |
-0.060081 |
- |
3242.4 |
3236.0 |
- |
3271.641 |
20240315 |
36 |
44 |
| CFFEX.IF2406 |
-0.000902 |
0.002985 |
-0.003887 |
-0.014012 |
-0.000389 |
-0.094189 |
- |
3225.8 |
3216.2 |
- |
3271.641 |
20240621 |
100 |
44 |
| CFFEX.IH2312 |
0.002324 |
- |
- |
- |
- |
- |
- |
- |
2249.4 |
- |
2244.195 |
20231215 |
0 |
44 |
| CFFEX.IH2401 |
0.002324 |
0.005571 |
-0.003246 |
-0.002582 |
-0.002582 |
-0.624897 |
- |
2238.4 |
2226.0 |
- |
2244.195 |
20240119 |
1 |
44 |
| CFFEX.IH2402 |
0.002324 |
0.006307 |
-0.003983 |
-0.004721 |
-0.000295 |
-0.071406 |
- |
2233.6 |
2219.6 |
- |
2244.195 |
20240216 |
16 |
44 |
| CFFEX.IH2403 |
0.002324 |
0.007667 |
-0.005343 |
-0.004454 |
-0.000124 |
-0.029939 |
- |
2234.2 |
2217.2 |
- |
2244.195 |
20240315 |
36 |
44 |
| CFFEX.IH2406 |
0.002324 |
0.00623 |
-0.003905 |
-0.006771 |
-0.000188 |
-0.045515 |
- |
2229.0 |
2215.2 |
- |
2244.195 |
20240621 |
100 |
44 |