|
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_20240221 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2402 |
0.005639 |
- |
- |
- |
- |
- |
- |
- |
4985.4 |
- |
5074.465 |
20240216 |
0 |
61 |
| CFFEX.IM2403 |
0.005639 |
0.002485 |
0.003153 |
-0.014399 |
-0.0008 |
-0.193581 |
0.002222 |
5001.4 |
4989.0 |
6039.525 |
5074.465 |
20240315 |
18 |
61 |
| CFFEX.IM2404 |
0.005639 |
0.001776 |
0.003863 |
-0.021769 |
-0.000531 |
-0.128489 |
0.001978 |
4964.0 |
4955.2 |
5992.6 |
5074.465 |
20240419 |
41 |
61 |
| CFFEX.IM2406 |
0.005639 |
0.002873 |
0.002766 |
-0.036903 |
-0.00045 |
-0.10891 |
- |
4887.2 |
4873.2 |
- |
5074.465 |
20240621 |
82 |
61 |
| CFFEX.IM2409 |
0.005639 |
0.001838 |
0.003801 |
-0.054757 |
-0.000668 |
-0.161601 |
- |
4796.6 |
4787.8 |
- |
5074.465 |
20240920 |
145 |
61 |
| CFFEX.IC2402 |
0.000013 |
- |
- |
- |
- |
- |
- |
- |
5105.6 |
- |
5141.024 |
20240216 |
0 |
61 |
| CFFEX.IC2403 |
0.000013 |
0.001923 |
-0.00191 |
-0.006579 |
-0.000366 |
-0.088454 |
- |
5107.2 |
5097.4 |
- |
5141.024 |
20240315 |
18 |
61 |
| CFFEX.IC2404 |
0.000013 |
0.002048 |
-0.002036 |
-0.010431 |
-0.000254 |
-0.061566 |
- |
5087.4 |
5077.0 |
- |
5141.024 |
20240419 |
41 |
61 |
| CFFEX.IC2406 |
0.000013 |
0.00423 |
-0.004217 |
-0.021012 |
-0.000256 |
-0.062011 |
- |
5033.0 |
5011.8 |
- |
5141.024 |
20240621 |
82 |
61 |
| CFFEX.IC2409 |
0.000013 |
0.005258 |
-0.005245 |
-0.033072 |
-0.000403 |
-0.097603 |
- |
4971.0 |
4945.0 |
- |
5141.024 |
20240920 |
145 |
61 |
| CFFEX.IF2402 |
0.013697 |
0.0 |
0.013697 |
-0.020122 |
-inf |
-inf |
- |
3388.0 |
3388.0 |
- |
3457.573 |
20240216 |
0 |
61 |
| CFFEX.IF2403 |
0.013697 |
0.020077 |
-0.00638 |
-0.000744 |
-0.000041 |
-0.010005 |
- |
3455.0 |
3387.0 |
- |
3457.573 |
20240315 |
18 |
61 |
| CFFEX.IF2404 |
0.013697 |
0.022059 |
-0.008362 |
-0.000339 |
-0.000008 |
-0.002002 |
- |
3456.4 |
3381.8 |
- |
3457.573 |
20240419 |
41 |
61 |
| CFFEX.IF2406 |
0.013697 |
0.022377 |
-0.00868 |
-0.006297 |
-0.000077 |
-0.018584 |
- |
3435.8 |
3360.6 |
- |
3457.573 |
20240621 |
82 |
61 |
| CFFEX.IF2409 |
0.013697 |
0.02226 |
-0.008563 |
-0.017114 |
-0.000209 |
-0.050507 |
- |
3398.4 |
3324.4 |
- |
3457.573 |
20240920 |
145 |
61 |
| CFFEX.IH2402 |
0.017571 |
0.0 |
0.017571 |
-0.019791 |
-inf |
-inf |
- |
2363.0 |
2363.0 |
- |
2410.710 |
20240216 |
0 |
61 |
| CFFEX.IH2403 |
0.017571 |
0.025473 |
-0.007902 |
-0.001373 |
-0.000076 |
-0.01846 |
- |
2407.4 |
2347.6 |
- |
2410.710 |
20240315 |
18 |
61 |
| CFFEX.IH2404 |
0.017571 |
0.026188 |
-0.008617 |
-0.001954 |
-0.000048 |
-0.011532 |
- |
2406.0 |
2344.6 |
- |
2410.710 |
20240419 |
41 |
61 |
| CFFEX.IH2406 |
0.017571 |
0.025105 |
-0.007534 |
-0.007429 |
-0.000091 |
-0.021926 |
- |
2392.8 |
2334.2 |
- |
2410.710 |
20240621 |
82 |
61 |
| CFFEX.IH2409 |
0.017571 |
0.025358 |
-0.007787 |
-0.020455 |
-0.000249 |
-0.060366 |
- |
2361.4 |
2303.0 |
- |
2410.710 |
20240920 |
145 |
61 |