|
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_20240131 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2401 |
-0.039211 |
- |
- |
- |
- |
- |
- |
- |
5322.8 |
- |
4789.206 |
20240119 |
0 |
52 |
| CFFEX.IM2402 |
-0.039211 |
-0.036681 |
-0.00253 |
-0.012947 |
-0.001618 |
-0.391648 |
0.000946 |
4727.2 |
4907.2 |
6039.525 |
4789.206 |
20240216 |
8 |
52 |
| CFFEX.IM2403 |
-0.039211 |
-0.0375 |
-0.001711 |
-0.025684 |
-0.000917 |
-0.221983 |
0.004996 |
4666.2 |
4848.0 |
5992.6 |
4789.206 |
20240315 |
28 |
52 |
| CFFEX.IM2406 |
-0.039211 |
-0.038592 |
-0.000619 |
-0.0512 |
-0.000557 |
-0.134678 |
- |
4544.0 |
4726.4 |
- |
4789.206 |
20240621 |
92 |
52 |
| CFFEX.IM2409 |
-0.039211 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4789.206 |
20240920 |
155 |
52 |
| CFFEX.IC2401 |
-0.023348 |
- |
- |
- |
- |
- |
- |
- |
5030.2 |
- |
4702.572 |
20240119 |
0 |
52 |
| CFFEX.IC2402 |
-0.023348 |
-0.023155 |
-0.000192 |
-0.009606 |
-0.001201 |
-0.290576 |
- |
4657.4 |
4767.8 |
- |
4702.572 |
20240216 |
8 |
52 |
| CFFEX.IC2403 |
-0.023348 |
-0.02331 |
-0.000038 |
-0.019898 |
-0.000711 |
-0.171976 |
- |
4609.0 |
4719.0 |
- |
4702.572 |
20240315 |
28 |
52 |
| CFFEX.IC2406 |
-0.023348 |
-0.024882 |
0.001534 |
-0.04329 |
-0.000471 |
-0.11387 |
- |
4499.0 |
4613.8 |
- |
4702.572 |
20240621 |
92 |
52 |
| CFFEX.IC2409 |
-0.023348 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4702.572 |
20240920 |
155 |
52 |
| CFFEX.IF2401 |
-0.007900 |
0.0 |
-0.0079 |
0.014722 |
inf |
inf |
- |
3266.8 |
3266.8 |
- |
3219.404 |
20240119 |
0 |
52 |
| CFFEX.IF2402 |
-0.007900 |
-0.007846 |
-0.000054 |
-0.0023 |
-0.000287 |
-0.069569 |
- |
3212.0 |
3237.4 |
- |
3219.404 |
20240216 |
8 |
52 |
| CFFEX.IF2403 |
-0.007900 |
-0.008963 |
0.001063 |
-0.003977 |
-0.000142 |
-0.034374 |
- |
3206.6 |
3235.6 |
- |
3219.404 |
20240315 |
28 |
52 |
| CFFEX.IF2406 |
-0.007900 |
-0.01045 |
0.00255 |
-0.01168 |
-0.000127 |
-0.030725 |
- |
3181.8 |
3215.4 |
- |
3219.404 |
20240621 |
92 |
52 |
| CFFEX.IF2409 |
-0.007900 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3219.404 |
20240920 |
155 |
52 |
| CFFEX.IH2401 |
-0.005662 |
0.0 |
-0.005662 |
-0.008645 |
-inf |
-inf |
- |
2238.6 |
2238.6 |
- |
2258.121 |
20240119 |
0 |
52 |
| CFFEX.IH2402 |
-0.005662 |
-0.006956 |
0.001294 |
-0.001116 |
-0.00014 |
-0.033772 |
- |
2255.6 |
2271.4 |
- |
2258.121 |
20240216 |
8 |
52 |
| CFFEX.IH2403 |
-0.005662 |
-0.008009 |
0.002347 |
-0.001736 |
-0.000062 |
-0.015007 |
- |
2254.2 |
2272.4 |
- |
2258.121 |
20240315 |
28 |
52 |
| CFFEX.IH2406 |
-0.005662 |
-0.008807 |
0.003146 |
-0.003242 |
-0.000035 |
-0.008528 |
- |
2250.8 |
2270.8 |
- |
2258.121 |
20240621 |
92 |
52 |
| CFFEX.IH2409 |
-0.005662 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2258.121 |
20240920 |
155 |
52 |