|
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_20240311 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2402 |
0.017569 |
0.0 |
0.017569 |
-0.087712 |
-inf |
-inf |
- |
4985.4 |
4985.4 |
- |
5464.723 |
20240216 |
0 |
74 |
| CFFEX.IM2403 |
0.017569 |
- |
- |
- |
- |
- |
- |
- |
5348.0 |
6039.525 |
5464.723 |
20240315 |
5 |
74 |
| CFFEX.IM2404 |
0.017569 |
- |
- |
- |
- |
- |
- |
- |
5303.6 |
5992.6 |
5464.723 |
20240419 |
28 |
74 |
| CFFEX.IM2406 |
0.017569 |
- |
- |
- |
- |
- |
- |
- |
5216.0 |
- |
5464.723 |
20240621 |
69 |
74 |
| CFFEX.IM2409 |
0.017569 |
- |
- |
- |
- |
- |
- |
- |
5120.2 |
- |
5464.723 |
20240920 |
132 |
74 |
| CFFEX.IC2402 |
0.017084 |
0.0 |
0.017084 |
-0.06164 |
-inf |
-inf |
- |
5105.6 |
5105.6 |
- |
5440.985 |
20240216 |
0 |
74 |
| CFFEX.IC2403 |
0.017084 |
0.020575 |
-0.003492 |
0.002796 |
0.000559 |
0.135344 |
- |
5456.2 |
5346.2 |
- |
5440.985 |
20240315 |
5 |
74 |
| CFFEX.IC2404 |
0.017084 |
0.015401 |
0.001682 |
-0.006393 |
-0.000228 |
-0.055255 |
- |
5406.2 |
5324.2 |
- |
5440.985 |
20240419 |
28 |
74 |
| CFFEX.IC2406 |
0.017084 |
0.021665 |
-0.004581 |
-0.011944 |
-0.000173 |
-0.041889 |
- |
5376.0 |
5262.0 |
- |
5440.985 |
20240621 |
69 |
74 |
| CFFEX.IC2409 |
0.017084 |
0.021423 |
-0.00434 |
-0.023816 |
-0.000345 |
-0.08353 |
- |
5311.4 |
5200.0 |
- |
5440.985 |
20240920 |
132 |
74 |
| CFFEX.IF2402 |
0.012123 |
0.0 |
0.012123 |
-0.055711 |
-inf |
-inf |
- |
3388.0 |
3388.0 |
- |
3587.885 |
20240216 |
0 |
74 |
| CFFEX.IF2403 |
0.012123 |
0.013894 |
-0.001771 |
0.000645 |
0.000129 |
0.031229 |
- |
3590.2 |
3541.0 |
- |
3587.885 |
20240315 |
5 |
74 |
| CFFEX.IF2404 |
0.012123 |
- |
- |
- |
- |
- |
- |
- |
3534.0 |
- |
3587.885 |
20240419 |
28 |
74 |
| CFFEX.IF2406 |
0.012123 |
0.007239 |
0.004884 |
-0.015019 |
-0.000218 |
-0.052674 |
- |
3534.0 |
3508.6 |
- |
3587.885 |
20240621 |
69 |
74 |
| CFFEX.IF2409 |
0.012123 |
0.006751 |
0.005373 |
-0.027338 |
-0.000396 |
-0.095881 |
- |
3489.8 |
3466.4 |
- |
3587.885 |
20240920 |
132 |
74 |
| CFFEX.IH2402 |
0.006764 |
- |
- |
- |
- |
- |
- |
- |
2363.0 |
- |
2442.578 |
20240216 |
0 |
74 |
| CFFEX.IH2403 |
0.006764 |
0.005691 |
0.001073 |
-0.001547 |
-0.000309 |
-0.074862 |
- |
2438.8 |
2425.0 |
- |
2442.578 |
20240315 |
5 |
74 |
| CFFEX.IH2404 |
0.006764 |
0.004874 |
0.00189 |
-0.004003 |
-0.000143 |
-0.034599 |
- |
2432.8 |
2421.0 |
- |
2442.578 |
20240419 |
28 |
74 |
| CFFEX.IH2406 |
0.006764 |
0.008054 |
-0.001291 |
-0.005968 |
-0.000086 |
-0.020932 |
- |
2428.0 |
2408.6 |
- |
2442.578 |
20240621 |
69 |
74 |
| CFFEX.IH2409 |
0.006764 |
0.007055 |
-0.000291 |
-0.018169 |
-0.000263 |
-0.063721 |
- |
2398.2 |
2381.4 |
- |
2442.578 |
20240920 |
132 |
74 |