|
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_20240301 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2402 |
- |
0.000000 |
- |
-0.072006 |
-inf |
-inf |
- |
4985.4 |
4985.4 |
- |
5372.235 |
20240216 |
0 |
68 |
| CFFEX.IM2403 |
- |
0.010912 |
- |
0.003679 |
0.000334 |
0.080940 |
-0.013728 |
5392.0 |
5333.8 |
6039.525 |
5372.235 |
20240315 |
11 |
68 |
| CFFEX.IM2404 |
- |
0.011547 |
- |
-0.002054 |
-0.000060 |
-0.014620 |
-0.01558 |
5361.2 |
5300.0 |
5992.6 |
5372.235 |
20240419 |
34 |
68 |
| CFFEX.IM2406 |
- |
0.011850 |
- |
-0.017727 |
-0.000236 |
-0.057200 |
- |
5277.0 |
5215.2 |
- |
5372.235 |
20240621 |
75 |
68 |
| CFFEX.IM2409 |
- |
0.011698 |
- |
-0.034108 |
-0.000455 |
-0.110054 |
- |
5189.0 |
5129.0 |
- |
5372.235 |
20240920 |
138 |
68 |
| CFFEX.IC2402 |
- |
0.000000 |
- |
-0.047517 |
-inf |
-inf |
- |
5105.6 |
5105.6 |
- |
5360.304 |
20240216 |
0 |
68 |
| CFFEX.IC2403 |
- |
0.006771 |
- |
0.004159 |
0.000378 |
0.091508 |
- |
5382.6 |
5346.4 |
- |
5360.304 |
20240315 |
11 |
68 |
| CFFEX.IC2404 |
- |
0.008698 |
- |
0.003824 |
0.000112 |
0.027215 |
- |
5380.8 |
5334.4 |
- |
5360.304 |
20240419 |
34 |
68 |
| CFFEX.IC2406 |
- |
0.007959 |
- |
-0.007668 |
-0.000102 |
-0.024743 |
- |
5319.2 |
5277.2 |
- |
5360.304 |
20240621 |
75 |
68 |
| CFFEX.IC2409 |
- |
0.009017 |
- |
-0.018787 |
-0.000250 |
-0.060619 |
- |
5259.6 |
5212.6 |
- |
5360.304 |
20240920 |
138 |
68 |
| CFFEX.IF2402 |
- |
0.000000 |
- |
-0.037243 |
-inf |
-inf |
- |
3388.0 |
3388.0 |
- |
3519.060 |
20240216 |
0 |
68 |
| CFFEX.IF2403 |
- |
0.000057 |
- |
-0.000983 |
-0.000089 |
-0.021631 |
- |
3515.6 |
3515.4 |
- |
3519.060 |
20240315 |
11 |
68 |
| CFFEX.IF2404 |
- |
0.007407 |
- |
0.004927 |
0.000145 |
0.035072 |
- |
3536.4 |
3510.4 |
- |
3519.060 |
20240419 |
34 |
68 |
| CFFEX.IF2406 |
- |
0.007261 |
- |
0.001290 |
0.000017 |
0.004163 |
- |
3523.6 |
3498.2 |
- |
3519.060 |
20240621 |
75 |
68 |
| CFFEX.IF2409 |
- |
0.000058 |
- |
-0.014510 |
-0.000193 |
-0.046818 |
- |
3468.0 |
3467.8 |
- |
3519.060 |
20240920 |
138 |
68 |
| CFFEX.IH2402 |
- |
0.000000 |
- |
-0.017830 |
-inf |
-inf |
- |
2363.0 |
2363.0 |
- |
2405.898 |
20240216 |
0 |
68 |
| CFFEX.IH2403 |
- |
0.002655 |
- |
0.004781 |
0.000435 |
0.105177 |
- |
2417.4 |
2411.0 |
- |
2405.898 |
20240315 |
11 |
68 |
| CFFEX.IH2404 |
- |
0.003155 |
- |
0.004448 |
0.000131 |
0.031661 |
- |
2416.6 |
2409.0 |
- |
2405.898 |
20240419 |
34 |
68 |
| CFFEX.IH2406 |
- |
0.003506 |
- |
-0.000706 |
-0.000009 |
-0.002277 |
- |
2404.2 |
2395.8 |
- |
2405.898 |
20240621 |
75 |
68 |
| CFFEX.IH2409 |
- |
0.004474 |
- |
-0.010931 |
-0.000146 |
-0.035270 |
- |
2379.6 |
2369.0 |
- |
2405.898 |
20240920 |
138 |
68 |