|
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_20240315 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2402 |
0.012009 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5552.537 |
20240216 |
0 |
78 |
| CFFEX.IM2403 |
0.012009 |
- |
- |
- |
- |
- |
- |
- |
5487.0 |
6039.525 |
5552.537 |
20240315 |
1 |
78 |
| CFFEX.IM2404 |
0.012009 |
0.017472 |
-0.005463 |
-0.003663 |
-0.000153 |
-0.036932 |
-0.014612 |
5532.2 |
5437.2 |
5992.6 |
5552.537 |
20240419 |
24 |
78 |
| CFFEX.IM2406 |
0.012009 |
0.017926 |
-0.005917 |
-0.020268 |
-0.000312 |
-0.075458 |
- |
5440.0 |
5344.2 |
- |
5552.537 |
20240621 |
65 |
78 |
| CFFEX.IM2409 |
0.012009 |
0.019424 |
-0.007414 |
-0.037773 |
-0.000581 |
-0.140632 |
- |
5342.8 |
5241.0 |
- |
5552.537 |
20240920 |
128 |
78 |
| CFFEX.IC2402 |
0.011102 |
- |
- |
- |
- |
- |
- |
- |
5105.6 |
- |
5452.798 |
20240216 |
0 |
78 |
| CFFEX.IC2403 |
0.011102 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5452.798 |
20240315 |
1 |
78 |
| CFFEX.IC2404 |
0.011102 |
- |
- |
- |
- |
- |
- |
- |
5382.2 |
- |
5452.798 |
20240419 |
24 |
78 |
| CFFEX.IC2406 |
0.011102 |
- |
- |
-0.010966 |
-0.000169 |
-0.040829 |
- |
5393.0 |
- |
- |
5452.798 |
20240621 |
65 |
78 |
| CFFEX.IC2409 |
0.011102 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5452.798 |
20240920 |
128 |
78 |
| CFFEX.IF2402 |
0.002480 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3571.057 |
20240216 |
0 |
78 |
| CFFEX.IF2403 |
0.002480 |
- |
- |
-0.004608 |
-0.004608 |
-1.115242 |
- |
3554.6 |
- |
- |
3571.057 |
20240315 |
1 |
78 |
| CFFEX.IF2404 |
0.002480 |
- |
- |
0.000824 |
0.000034 |
0.00831 |
- |
3574.0 |
- |
- |
3571.057 |
20240419 |
24 |
78 |
| CFFEX.IF2406 |
0.002480 |
- |
- |
-0.005281 |
-0.000081 |
-0.01966 |
- |
3552.2 |
- |
- |
3571.057 |
20240621 |
65 |
78 |
| CFFEX.IF2409 |
0.002480 |
- |
- |
-0.016314 |
-0.000251 |
-0.060737 |
- |
3512.8 |
- |
- |
3571.057 |
20240920 |
128 |
78 |
| CFFEX.IH2402 |
0.001784 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2428.179 |
20240216 |
0 |
78 |
| CFFEX.IH2403 |
0.001784 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2428.179 |
20240315 |
1 |
78 |
| CFFEX.IH2404 |
0.001784 |
- |
- |
-0.000238 |
-0.00001 |
-0.002404 |
- |
2427.6 |
- |
- |
2428.179 |
20240419 |
24 |
78 |
| CFFEX.IH2406 |
0.001784 |
0.001658 |
0.000125 |
-0.005016 |
-0.000077 |
-0.018674 |
- |
2416.0 |
2412.0 |
- |
2428.179 |
20240621 |
65 |
78 |
| CFFEX.IH2409 |
0.001784 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2428.179 |
20240920 |
128 |
78 |