|
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_20240126 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2401 |
-0.008186 |
0.0 |
-0.008186 |
0.009623 |
inf |
inf |
- |
5322.8 |
5322.8 |
- |
5272.065 |
20240119 |
0 |
49 |
| CFFEX.IM2402 |
-0.008186 |
-0.016922 |
0.008736 |
-0.010483 |
-0.000953 |
-0.230617 |
-0.00111 |
5216.8 |
5306.6 |
6039.525 |
5272.065 |
20240216 |
11 |
49 |
| CFFEX.IM2403 |
-0.008186 |
-0.018127 |
0.009941 |
-0.017804 |
-0.000574 |
-0.138988 |
-0.001433 |
5178.2 |
5273.8 |
5992.6 |
5272.065 |
20240315 |
31 |
49 |
| CFFEX.IM2406 |
-0.008186 |
-0.01976 |
0.011573 |
-0.040224 |
-0.000423 |
-0.102466 |
- |
5060.0 |
5162.0 |
- |
5272.065 |
20240621 |
95 |
49 |
| CFFEX.IM2409 |
-0.008186 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5272.065 |
20240920 |
158 |
49 |
| CFFEX.IC2401 |
-0.008362 |
- |
- |
- |
- |
- |
- |
- |
5030.2 |
- |
5029.601 |
20240119 |
0 |
49 |
| CFFEX.IC2402 |
-0.008362 |
-0.01332 |
0.004958 |
-0.007357 |
-0.000669 |
-0.161846 |
- |
4992.6 |
5060.0 |
- |
5029.601 |
20240216 |
11 |
49 |
| CFFEX.IC2403 |
-0.008362 |
-0.014154 |
0.005792 |
-0.013997 |
-0.000452 |
-0.10927 |
- |
4959.2 |
5030.4 |
- |
5029.601 |
20240315 |
31 |
49 |
| CFFEX.IC2406 |
-0.008362 |
-0.016296 |
0.007934 |
-0.032647 |
-0.000344 |
-0.083164 |
- |
4865.4 |
4946.0 |
- |
5029.601 |
20240621 |
95 |
49 |
| CFFEX.IC2409 |
-0.008362 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5029.601 |
20240920 |
158 |
49 |
| CFFEX.IF2401 |
-0.000719 |
- |
- |
- |
- |
- |
- |
- |
3266.8 |
- |
3337.108 |
20240119 |
0 |
49 |
| CFFEX.IF2402 |
-0.000719 |
-0.001979 |
0.001261 |
-0.002849 |
-0.000259 |
-0.062682 |
- |
3327.6 |
3334.2 |
- |
3337.108 |
20240216 |
11 |
49 |
| CFFEX.IF2403 |
-0.000719 |
-0.002758 |
0.002039 |
-0.003329 |
-0.000107 |
-0.025985 |
- |
3326.0 |
3335.2 |
- |
3337.108 |
20240315 |
31 |
49 |
| CFFEX.IF2406 |
-0.000719 |
-0.001085 |
0.000366 |
-0.006745 |
-0.000071 |
-0.017181 |
- |
3314.6 |
3318.2 |
- |
3337.108 |
20240621 |
95 |
49 |
| CFFEX.IF2409 |
-0.000719 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3337.108 |
20240920 |
158 |
49 |
| CFFEX.IH2401 |
0.003486 |
- |
- |
- |
- |
- |
- |
- |
2238.6 |
- |
2318.216 |
20240119 |
0 |
49 |
| CFFEX.IH2402 |
0.003486 |
0.000432 |
0.003054 |
-0.001042 |
-0.000095 |
-0.022928 |
- |
2315.8 |
2314.8 |
- |
2318.216 |
20240216 |
11 |
49 |
| CFFEX.IH2403 |
0.003486 |
0.000777 |
0.002709 |
0.000597 |
0.000019 |
0.004661 |
- |
2319.6 |
2317.8 |
- |
2318.216 |
20240315 |
31 |
49 |
| CFFEX.IH2406 |
0.003486 |
0.000691 |
0.002795 |
-0.000525 |
-0.000006 |
-0.001336 |
- |
2317.0 |
2315.4 |
- |
2318.216 |
20240621 |
95 |
49 |
| CFFEX.IH2409 |
0.003486 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2318.216 |
20240920 |
158 |
49 |