|
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_20240312 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2402 |
0.005202 |
- |
- |
- |
- |
- |
- |
- |
4985.4 |
- |
5495.084 |
20240216 |
0 |
75 |
| CFFEX.IM2403 |
0.005202 |
- |
- |
-0.001253 |
-0.000313 |
-0.075792 |
-0.009555 |
5488.2 |
- |
6039.525 |
5495.084 |
20240315 |
4 |
75 |
| CFFEX.IM2404 |
0.005202 |
- |
- |
- |
- |
- |
- |
- |
- |
5992.6 |
5495.084 |
20240419 |
27 |
75 |
| CFFEX.IM2406 |
0.005202 |
- |
- |
-0.026039 |
-0.000383 |
-0.092667 |
- |
5352.0 |
- |
- |
5495.084 |
20240621 |
68 |
75 |
| CFFEX.IM2409 |
0.005202 |
- |
- |
-0.0442 |
-0.00065 |
-0.157301 |
- |
5252.2 |
- |
- |
5495.084 |
20240920 |
131 |
75 |
| CFFEX.IC2402 |
-0.003359 |
- |
- |
- |
- |
- |
- |
- |
5105.6 |
- |
5422.772 |
20240216 |
0 |
75 |
| CFFEX.IC2403 |
-0.003359 |
-0.005242 |
0.001882 |
0.00089 |
0.000223 |
0.053864 |
- |
5427.6 |
5456.2 |
- |
5422.772 |
20240315 |
4 |
75 |
| CFFEX.IC2404 |
-0.003359 |
- |
- |
- |
- |
- |
- |
- |
5406.2 |
- |
5422.772 |
20240419 |
27 |
75 |
| CFFEX.IC2406 |
-0.003359 |
- |
- |
- |
- |
- |
- |
- |
5376.0 |
- |
5422.772 |
20240621 |
68 |
75 |
| CFFEX.IC2409 |
-0.003359 |
- |
- |
- |
- |
- |
- |
- |
5311.4 |
- |
5422.772 |
20240920 |
131 |
75 |
| CFFEX.IF2402 |
0.002252 |
- |
- |
- |
- |
- |
- |
- |
3388.0 |
- |
3597.347 |
20240216 |
0 |
75 |
| CFFEX.IF2403 |
0.002252 |
0.002284 |
-0.000032 |
0.000293 |
0.000073 |
0.017709 |
- |
3598.4 |
3590.2 |
- |
3597.347 |
20240315 |
4 |
75 |
| CFFEX.IF2404 |
0.002252 |
- |
- |
-0.001486 |
-0.000055 |
-0.013322 |
- |
3592.0 |
- |
- |
3597.347 |
20240419 |
27 |
75 |
| CFFEX.IF2406 |
0.002252 |
0.009734 |
-0.007482 |
-0.008047 |
-0.000118 |
-0.028637 |
- |
3568.4 |
3534.0 |
- |
3597.347 |
20240621 |
68 |
75 |
| CFFEX.IF2409 |
0.002252 |
- |
- |
- |
- |
- |
- |
- |
3489.8 |
- |
3597.347 |
20240920 |
131 |
75 |
| CFFEX.IH2402 |
0.003433 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2451.493 |
20240216 |
0 |
75 |
| CFFEX.IH2403 |
0.003433 |
0.005248 |
-0.001816 |
0.000044 |
0.000011 |
0.002641 |
- |
2451.6 |
2438.8 |
- |
2451.493 |
20240315 |
4 |
75 |
| CFFEX.IH2404 |
0.003433 |
- |
- |
- |
- |
- |
- |
- |
2432.8 |
- |
2451.493 |
20240419 |
27 |
75 |
| CFFEX.IH2406 |
0.003433 |
0.002883 |
0.00055 |
-0.006728 |
-0.000099 |
-0.023943 |
- |
2435.0 |
2428.0 |
- |
2451.493 |
20240621 |
68 |
75 |
| CFFEX.IH2409 |
0.003433 |
- |
- |
- |
- |
- |
- |
- |
2398.2 |
- |
2451.493 |
20240920 |
131 |
75 |