|
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_20240220 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2401 |
0.003533 |
- |
- |
- |
- |
- |
- |
- |
5322.8 |
- |
5047.357 |
20240119 |
0 |
60 |
| CFFEX.IM2402 |
0.003533 |
0.0 |
0.003533 |
-0.012275 |
-inf |
-inf |
0.000435 |
4985.4 |
4985.4 |
6039.525 |
5047.357 |
20240216 |
0 |
60 |
| CFFEX.IM2403 |
0.003533 |
0.006943 |
-0.00341 |
-0.011562 |
-0.000609 |
-0.147262 |
-0.006629 |
4989.0 |
4954.6 |
5992.6 |
5047.357 |
20240315 |
19 |
60 |
| CFFEX.IM2406 |
0.003533 |
0.006277 |
-0.002744 |
-0.034505 |
-0.000416 |
-0.100604 |
- |
4873.2 |
4842.8 |
- |
5047.357 |
20240621 |
83 |
60 |
| CFFEX.IM2409 |
0.003533 |
0.007152 |
-0.003619 |
-0.051424 |
-0.00062 |
-0.149936 |
- |
4787.8 |
4753.8 |
- |
5047.357 |
20240920 |
146 |
60 |
| CFFEX.IC2401 |
0.000025 |
- |
- |
- |
- |
- |
- |
- |
5030.2 |
- |
5141.732 |
20240119 |
0 |
60 |
| CFFEX.IC2402 |
0.000025 |
0.0 |
0.000025 |
-0.007027 |
-inf |
-inf |
- |
5105.6 |
5105.6 |
- |
5141.732 |
20240216 |
0 |
60 |
| CFFEX.IC2403 |
0.000025 |
0.002754 |
-0.002729 |
-0.008622 |
-0.000454 |
-0.109817 |
- |
5097.4 |
5083.4 |
- |
5141.732 |
20240315 |
19 |
60 |
| CFFEX.IC2406 |
0.000025 |
0.002601 |
-0.002576 |
-0.02527 |
-0.000304 |
-0.073679 |
- |
5011.8 |
4998.8 |
- |
5141.732 |
20240621 |
83 |
60 |
| CFFEX.IC2409 |
0.000025 |
0.002148 |
-0.002123 |
-0.038262 |
-0.000461 |
-0.111559 |
- |
4945.0 |
4934.4 |
- |
5141.732 |
20240920 |
146 |
60 |
| CFFEX.IF2401 |
0.001659 |
0.0 |
0.001659 |
-0.041841 |
-inf |
-inf |
- |
3266.8 |
3266.8 |
- |
3409.456 |
20240119 |
0 |
60 |
| CFFEX.IF2402 |
0.001659 |
- |
- |
- |
- |
- |
- |
- |
3388.0 |
- |
3409.456 |
20240216 |
0 |
60 |
| CFFEX.IF2403 |
0.001659 |
0.004151 |
-0.002491 |
-0.006586 |
-0.000347 |
-0.08389 |
- |
3387.0 |
3373.0 |
- |
3409.456 |
20240315 |
19 |
60 |
| CFFEX.IF2406 |
0.001659 |
0.002446 |
-0.000787 |
-0.01433 |
-0.000173 |
-0.04178 |
- |
3360.6 |
3352.4 |
- |
3409.456 |
20240621 |
83 |
60 |
| CFFEX.IF2409 |
0.001659 |
0.002473 |
-0.000813 |
-0.024947 |
-0.000301 |
-0.072737 |
- |
3324.4 |
3316.2 |
- |
3409.456 |
20240920 |
146 |
60 |
| CFFEX.IH2401 |
-0.001158 |
- |
- |
- |
- |
- |
- |
- |
2238.6 |
- |
2368.803 |
20240119 |
0 |
60 |
| CFFEX.IH2402 |
-0.001158 |
0.0 |
-0.001158 |
-0.00245 |
-inf |
-inf |
- |
2363.0 |
2363.0 |
- |
2368.803 |
20240216 |
0 |
60 |
| CFFEX.IH2403 |
-0.001158 |
0.000085 |
-0.001243 |
-0.008951 |
-0.000471 |
-0.114007 |
- |
2347.6 |
2347.4 |
- |
2368.803 |
20240315 |
19 |
60 |
| CFFEX.IH2406 |
-0.001158 |
-0.000428 |
-0.000729 |
-0.014608 |
-0.000176 |
-0.042591 |
- |
2334.2 |
2335.2 |
- |
2368.803 |
20240621 |
83 |
60 |
| CFFEX.IH2409 |
-0.001158 |
-0.000087 |
-0.001071 |
-0.027779 |
-0.000335 |
-0.080994 |
- |
2303.0 |
2303.2 |
- |
2368.803 |
20240920 |
146 |
60 |