|
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_20240307 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2402 |
-0.014170 |
- |
- |
-0.060281 |
-inf |
-inf |
- |
4985.4 |
- |
- |
5305.201 |
20240216 |
0 |
72 |
| CFFEX.IM2403 |
-0.014170 |
-0.012722 |
-0.001448 |
-0.005316 |
-0.000759 |
-0.183772 |
-0.005656 |
5277.0 |
5345.0 |
6039.525 |
5305.201 |
20240315 |
7 |
72 |
| CFFEX.IM2404 |
-0.014170 |
-0.012451 |
-0.00172 |
-0.01327 |
-0.000442 |
-0.107046 |
-0.005456 |
5234.8 |
5300.8 |
5992.6 |
5305.201 |
20240419 |
30 |
72 |
| CFFEX.IM2406 |
-0.014170 |
-0.012655 |
-0.001515 |
-0.029405 |
-0.000414 |
-0.100226 |
- |
5149.2 |
5215.2 |
- |
5305.201 |
20240621 |
71 |
72 |
| CFFEX.IM2409 |
-0.014170 |
-0.012847 |
-0.001324 |
-0.046935 |
-0.000661 |
-0.159977 |
- |
5056.2 |
5122.0 |
- |
5305.201 |
20240920 |
134 |
72 |
| CFFEX.IC2402 |
-0.012521 |
- |
- |
-0.0336 |
-inf |
-inf |
- |
5105.6 |
- |
- |
5283.115 |
20240216 |
0 |
72 |
| CFFEX.IC2403 |
-0.012521 |
-0.013177 |
0.000656 |
-0.002028 |
-0.00029 |
-0.070116 |
- |
5272.4 |
5342.8 |
- |
5283.115 |
20240315 |
7 |
72 |
| CFFEX.IC2404 |
-0.012521 |
-0.013192 |
0.000671 |
-0.006041 |
-0.000201 |
-0.04873 |
- |
5251.2 |
5321.4 |
- |
5283.115 |
20240419 |
30 |
72 |
| CFFEX.IC2406 |
-0.012521 |
-0.012628 |
0.000108 |
-0.017322 |
-0.000244 |
-0.059042 |
- |
5191.6 |
5258.0 |
- |
5283.115 |
20240621 |
71 |
72 |
| CFFEX.IC2409 |
-0.012521 |
-0.012173 |
-0.000348 |
-0.029209 |
-0.000411 |
-0.099558 |
- |
5128.8 |
5192.0 |
- |
5283.115 |
20240920 |
134 |
72 |
| CFFEX.IF2402 |
-0.005339 |
0.0 |
-0.005339 |
-0.040794 |
-inf |
-inf |
- |
3388.0 |
3388.0 |
- |
3532.089 |
20240216 |
0 |
72 |
| CFFEX.IF2403 |
-0.005339 |
-0.005416 |
0.000077 |
-0.001724 |
-0.000246 |
-0.059598 |
- |
3526.0 |
3545.2 |
- |
3532.089 |
20240315 |
7 |
72 |
| CFFEX.IF2404 |
-0.005339 |
-0.00627 |
0.000931 |
-0.003932 |
-0.000131 |
-0.03172 |
- |
3518.2 |
3540.4 |
- |
3532.089 |
20240419 |
30 |
72 |
| CFFEX.IF2406 |
-0.005339 |
-0.005969 |
0.00063 |
-0.009878 |
-0.000139 |
-0.033668 |
- |
3497.2 |
3518.2 |
- |
3532.089 |
20240621 |
71 |
72 |
| CFFEX.IF2409 |
-0.005339 |
-0.005468 |
0.000129 |
-0.021542 |
-0.000303 |
-0.073426 |
- |
3456.0 |
3475.0 |
- |
3532.089 |
20240920 |
134 |
72 |
| CFFEX.IH2402 |
-0.002744 |
- |
- |
- |
- |
- |
- |
- |
2363.0 |
- |
2427.437 |
20240216 |
0 |
72 |
| CFFEX.IH2403 |
-0.002744 |
-0.004116 |
0.001372 |
-0.003146 |
-0.000449 |
-0.108766 |
- |
2419.8 |
2429.8 |
- |
2427.437 |
20240315 |
7 |
72 |
| CFFEX.IH2404 |
-0.002744 |
-0.004532 |
0.001788 |
-0.004547 |
-0.000152 |
-0.036677 |
- |
2416.4 |
2427.4 |
- |
2427.437 |
20240419 |
30 |
72 |
| CFFEX.IH2406 |
-0.002744 |
-0.004307 |
0.001564 |
-0.009655 |
-0.000136 |
-0.032909 |
- |
2404.0 |
2414.4 |
- |
2427.437 |
20240621 |
71 |
72 |
| CFFEX.IH2409 |
-0.002744 |
-0.004773 |
0.002029 |
-0.020778 |
-0.000293 |
-0.07082 |
- |
2377.0 |
2388.4 |
- |
2427.437 |
20240920 |
134 |
72 |