|
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_20240306 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2402 |
0.001192 |
- |
- |
- |
- |
- |
- |
- |
4985.4 |
- |
5381.539 |
20240216 |
0 |
71 |
| CFFEX.IM2403 |
0.001192 |
0.006326 |
-0.005134 |
-0.00679 |
-0.000849 |
-0.205388 |
-0.004424 |
5345.0 |
5311.4 |
6039.525 |
5381.539 |
20240315 |
8 |
71 |
| CFFEX.IM2404 |
0.001192 |
0.006112 |
-0.00492 |
-0.015003 |
-0.000484 |
-0.11712 |
-0.003978 |
5300.8 |
5268.6 |
5992.6 |
5381.539 |
20240419 |
31 |
71 |
| CFFEX.IM2406 |
0.001192 |
0.006057 |
-0.004865 |
-0.030909 |
-0.000429 |
-0.103889 |
- |
5215.2 |
5183.8 |
- |
5381.539 |
20240621 |
72 |
71 |
| CFFEX.IM2409 |
0.001192 |
0.006287 |
-0.005095 |
-0.048228 |
-0.00067 |
-0.162099 |
- |
5122.0 |
5090.0 |
- |
5381.539 |
20240920 |
135 |
71 |
| CFFEX.IC2402 |
0.000181 |
- |
- |
- |
- |
- |
- |
- |
5105.6 |
- |
5352.795 |
20240216 |
0 |
71 |
| CFFEX.IC2403 |
0.000181 |
0.0015 |
-0.001319 |
-0.001867 |
-0.000233 |
-0.056484 |
- |
5342.8 |
5334.8 |
- |
5352.795 |
20240315 |
8 |
71 |
| CFFEX.IC2404 |
0.000181 |
0.001958 |
-0.001777 |
-0.005865 |
-0.000189 |
-0.045786 |
- |
5321.4 |
5311.0 |
- |
5352.795 |
20240419 |
31 |
71 |
| CFFEX.IC2406 |
0.000181 |
0.001257 |
-0.001076 |
-0.017709 |
-0.000246 |
-0.059523 |
- |
5258.0 |
5251.4 |
- |
5352.795 |
20240621 |
72 |
71 |
| CFFEX.IC2409 |
0.000181 |
0.000154 |
0.000027 |
-0.030039 |
-0.000417 |
-0.100966 |
- |
5192.0 |
5191.2 |
- |
5352.795 |
20240920 |
135 |
71 |
| CFFEX.IF2402 |
-0.003282 |
- |
- |
- |
- |
- |
- |
- |
3388.0 |
- |
3553.812 |
20240216 |
0 |
71 |
| CFFEX.IF2403 |
-0.003282 |
-0.000113 |
-0.003169 |
-0.002423 |
-0.000303 |
-0.073305 |
- |
3545.2 |
3545.6 |
- |
3553.812 |
20240315 |
8 |
71 |
| CFFEX.IF2404 |
-0.003282 |
-0.000056 |
-0.003226 |
-0.003774 |
-0.000122 |
-0.029461 |
- |
3540.4 |
3540.6 |
- |
3553.812 |
20240419 |
31 |
71 |
| CFFEX.IF2406 |
-0.003282 |
0.0 |
-0.003282 |
-0.010021 |
-0.000139 |
-0.033681 |
- |
3518.2 |
3518.2 |
- |
3553.812 |
20240621 |
72 |
71 |
| CFFEX.IF2409 |
-0.003282 |
-0.000058 |
-0.003225 |
-0.022177 |
-0.000308 |
-0.074539 |
- |
3475.0 |
3475.2 |
- |
3553.812 |
20240920 |
135 |
71 |
| CFFEX.IH2402 |
-0.003933 |
0.0 |
-0.003933 |
-0.030284 |
-inf |
-inf |
- |
2363.0 |
2363.0 |
- |
2436.796 |
20240216 |
0 |
71 |
| CFFEX.IH2403 |
-0.003933 |
-0.002217 |
-0.001715 |
-0.002871 |
-0.000359 |
-0.086847 |
- |
2429.8 |
2435.2 |
- |
2436.796 |
20240315 |
8 |
71 |
| CFFEX.IH2404 |
-0.003933 |
-0.001563 |
-0.00237 |
-0.003856 |
-0.000124 |
-0.030101 |
- |
2427.4 |
2431.2 |
- |
2436.796 |
20240419 |
31 |
71 |
| CFFEX.IH2406 |
-0.003933 |
-0.00058 |
-0.003353 |
-0.009191 |
-0.000128 |
-0.030891 |
- |
2414.4 |
2415.8 |
- |
2436.796 |
20240621 |
72 |
71 |
| CFFEX.IH2409 |
-0.003933 |
0.000084 |
-0.004017 |
-0.019861 |
-0.000276 |
-0.066753 |
- |
2388.4 |
2388.2 |
- |
2436.796 |
20240920 |
135 |
71 |