|
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_20240202 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2401 |
-0.037095 |
0.0 |
-0.037095 |
0.16365 |
inf |
inf |
- |
5322.8 |
5322.8 |
- |
4574.226 |
20240119 |
0 |
54 |
| CFFEX.IM2402 |
-0.037095 |
-0.041965 |
0.00487 |
-0.01579 |
-0.002632 |
-0.636854 |
0.003056 |
4502.0 |
4699.2 |
6039.525 |
4574.226 |
20240216 |
6 |
54 |
| CFFEX.IM2403 |
-0.037095 |
-0.043649 |
0.006554 |
-0.029563 |
-0.001137 |
-0.27516 |
0.007732 |
4439.0 |
4641.6 |
5992.6 |
4574.226 |
20240315 |
26 |
54 |
| CFFEX.IM2406 |
-0.037095 |
-0.045605 |
0.00851 |
-0.056627 |
-0.000629 |
-0.152264 |
- |
4315.2 |
4521.4 |
- |
4574.226 |
20240621 |
90 |
54 |
| CFFEX.IM2409 |
-0.037095 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4574.226 |
20240920 |
153 |
54 |
| CFFEX.IC2401 |
-0.024692 |
- |
- |
- |
- |
- |
- |
- |
5030.2 |
- |
4563.203 |
20240119 |
0 |
54 |
| CFFEX.IC2402 |
-0.024692 |
-0.030373 |
0.005681 |
-0.012185 |
-0.002031 |
-0.491465 |
- |
4507.6 |
4648.8 |
- |
4563.203 |
20240216 |
6 |
54 |
| CFFEX.IC2403 |
-0.024692 |
-0.032855 |
0.008163 |
-0.025904 |
-0.000996 |
-0.241102 |
- |
4445.0 |
4596.0 |
- |
4563.203 |
20240315 |
26 |
54 |
| CFFEX.IC2406 |
-0.024692 |
-0.034269 |
0.009577 |
-0.050185 |
-0.000558 |
-0.134941 |
- |
4334.2 |
4488.0 |
- |
4563.203 |
20240621 |
90 |
54 |
| CFFEX.IC2409 |
-0.024692 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4563.203 |
20240920 |
153 |
54 |
| CFFEX.IF2401 |
-0.008633 |
- |
- |
- |
- |
- |
- |
- |
3266.8 |
- |
3189.934 |
20240119 |
0 |
54 |
| CFFEX.IF2402 |
-0.008633 |
-0.015123 |
0.006491 |
-0.007816 |
-0.001303 |
-0.315264 |
- |
3165.0 |
3213.6 |
- |
3189.934 |
20240216 |
6 |
54 |
| CFFEX.IF2403 |
-0.008633 |
-0.017018 |
0.008385 |
-0.011328 |
-0.000436 |
-0.105433 |
- |
3153.8 |
3208.4 |
- |
3189.934 |
20240315 |
26 |
54 |
| CFFEX.IF2406 |
-0.008633 |
-0.016787 |
0.008155 |
-0.019541 |
-0.000217 |
-0.052543 |
- |
3127.6 |
3181.0 |
- |
3189.934 |
20240621 |
90 |
54 |
| CFFEX.IF2409 |
-0.008633 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3189.934 |
20240920 |
153 |
54 |
| CFFEX.IH2401 |
-0.003385 |
0.0 |
-0.003385 |
-0.000918 |
-inf |
-inf |
- |
2238.6 |
2238.6 |
- |
2240.658 |
20240119 |
0 |
54 |
| CFFEX.IH2402 |
-0.003385 |
-0.011132 |
0.007747 |
-0.008863 |
-0.001477 |
-0.357457 |
- |
2220.8 |
2245.8 |
- |
2240.658 |
20240216 |
6 |
54 |
| CFFEX.IH2403 |
-0.003385 |
-0.013117 |
0.009732 |
-0.01279 |
-0.000492 |
-0.119045 |
- |
2212.0 |
2241.4 |
- |
2240.658 |
20240315 |
26 |
54 |
| CFFEX.IH2406 |
-0.003385 |
-0.013857 |
0.010472 |
-0.015379 |
-0.000171 |
-0.041351 |
- |
2206.2 |
2237.2 |
- |
2240.658 |
20240621 |
90 |
54 |
| CFFEX.IH2409 |
-0.003385 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2240.658 |
20240920 |
153 |
54 |