|
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_20240130 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2401 |
-0.028014 |
0.0 |
-0.028014 |
0.067228 |
inf |
inf |
- |
5322.8 |
5322.8 |
- |
4987.502 |
20240119 |
0 |
51 |
| CFFEX.IM2402 |
-0.028014 |
-0.043319 |
0.015305 |
-0.016101 |
-0.001789 |
-0.432928 |
0.003589 |
4907.2 |
5129.4 |
6039.525 |
4987.502 |
20240216 |
9 |
51 |
| CFFEX.IM2403 |
-0.028014 |
-0.04672 |
0.018707 |
-0.02797 |
-0.000964 |
-0.233407 |
0.007106 |
4848.0 |
5085.6 |
5992.6 |
4987.502 |
20240315 |
29 |
51 |
| CFFEX.IM2406 |
-0.028014 |
-0.049091 |
0.021077 |
-0.052351 |
-0.000563 |
-0.136226 |
- |
4726.4 |
4970.4 |
- |
4987.502 |
20240621 |
93 |
51 |
| CFFEX.IM2409 |
-0.028014 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4987.502 |
20240920 |
156 |
51 |
| CFFEX.IC2401 |
-0.022710 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4816.002 |
20240119 |
0 |
51 |
| CFFEX.IC2402 |
-0.022710 |
-0.035132 |
0.012422 |
-0.010009 |
-0.001112 |
-0.269123 |
- |
4767.8 |
4941.4 |
- |
4816.002 |
20240216 |
9 |
51 |
| CFFEX.IC2403 |
-0.022710 |
-0.037607 |
0.014897 |
-0.020142 |
-0.000695 |
-0.168078 |
- |
4719.0 |
4903.4 |
- |
4816.002 |
20240315 |
29 |
51 |
| CFFEX.IC2406 |
-0.022710 |
-0.040391 |
0.017681 |
-0.041985 |
-0.000451 |
-0.109252 |
- |
4613.8 |
4808.0 |
- |
4816.002 |
20240621 |
93 |
51 |
| CFFEX.IC2409 |
-0.022710 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4816.002 |
20240920 |
156 |
51 |
| CFFEX.IF2401 |
-0.017217 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3247.077 |
20240119 |
0 |
51 |
| CFFEX.IF2402 |
-0.017217 |
-0.027107 |
0.00989 |
-0.00298 |
-0.000331 |
-0.080135 |
- |
3237.4 |
3327.6 |
- |
3247.077 |
20240216 |
9 |
51 |
| CFFEX.IF2403 |
-0.017217 |
-0.026946 |
0.009729 |
-0.003535 |
-0.000122 |
-0.029495 |
- |
3235.6 |
3325.2 |
- |
3247.077 |
20240315 |
29 |
51 |
| CFFEX.IF2406 |
-0.017217 |
-0.030045 |
0.012829 |
-0.009756 |
-0.000105 |
-0.025385 |
- |
3215.4 |
3315.0 |
- |
3247.077 |
20240621 |
93 |
51 |
| CFFEX.IF2409 |
-0.017217 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3247.077 |
20240920 |
156 |
51 |
| CFFEX.IH2401 |
-0.013889 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2272.431 |
20240119 |
0 |
51 |
| CFFEX.IH2402 |
-0.013889 |
-0.023474 |
0.009585 |
-0.000454 |
-0.00005 |
-0.012199 |
- |
2271.4 |
2326.0 |
- |
2272.431 |
20240216 |
9 |
51 |
| CFFEX.IH2403 |
-0.013889 |
-0.024637 |
0.010749 |
-0.000014 |
-0.0 |
-0.000114 |
- |
2272.4 |
2329.8 |
- |
2272.431 |
20240315 |
29 |
51 |
| CFFEX.IH2406 |
-0.013889 |
-0.024822 |
0.010933 |
-0.000718 |
-0.000008 |
-0.001868 |
- |
2270.8 |
2328.6 |
- |
2272.431 |
20240621 |
93 |
51 |
| CFFEX.IH2409 |
-0.013889 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2272.431 |
20240920 |
156 |
51 |