|
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_20240318 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2402 |
0.016384 |
- |
- |
-0.117108 |
-inf |
-inf |
- |
4985.4 |
- |
- |
5646.668 |
20240216 |
0 |
79 |
| CFFEX.IM2403 |
0.016384 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5646.668 |
20240315 |
0 |
79 |
| CFFEX.IM2404 |
0.016384 |
0.019414 |
-0.00303 |
-0.001252 |
-0.000054 |
-0.01317 |
-0.017131 |
5639.6 |
5532.2 |
5992.6 |
5646.668 |
20240419 |
23 |
79 |
| CFFEX.IM2406 |
0.016384 |
0.020368 |
-0.003984 |
-0.016978 |
-0.000265 |
-0.064197 |
- |
5550.8 |
5440.0 |
- |
5646.668 |
20240621 |
64 |
79 |
| CFFEX.IM2409 |
0.016384 |
0.021337 |
-0.004953 |
-0.033625 |
-0.000525 |
-0.127144 |
- |
5456.8 |
5342.8 |
- |
5646.668 |
20240920 |
127 |
79 |
| CFFEX.IC2402 |
0.013529 |
- |
- |
- |
- |
- |
- |
- |
5105.6 |
- |
5527.936 |
20240216 |
0 |
79 |
| CFFEX.IC2403 |
0.013529 |
- |
- |
-0.020937 |
-inf |
-inf |
- |
5412.2 |
- |
- |
5527.936 |
20240315 |
0 |
79 |
| CFFEX.IC2404 |
0.013529 |
- |
- |
0.000916 |
0.00004 |
0.009639 |
- |
5533.0 |
- |
- |
5527.936 |
20240419 |
23 |
79 |
| CFFEX.IC2406 |
0.013529 |
0.015353 |
-0.001824 |
-0.009431 |
-0.000147 |
-0.035662 |
- |
5475.8 |
5393.0 |
- |
5527.936 |
20240621 |
64 |
79 |
| CFFEX.IC2409 |
0.013529 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5527.936 |
20240920 |
127 |
79 |
| CFFEX.IF2402 |
0.009529 |
- |
- |
-0.059936 |
-inf |
-inf |
- |
3388.0 |
- |
- |
3604.011 |
20240216 |
0 |
79 |
| CFFEX.IF2403 |
0.009529 |
- |
- |
- |
- |
- |
- |
- |
3554.6 |
- |
3604.011 |
20240315 |
0 |
79 |
| CFFEX.IF2404 |
0.009529 |
0.009457 |
0.000072 |
0.001051 |
0.000046 |
0.011062 |
- |
3607.8 |
3574.0 |
- |
3604.011 |
20240419 |
23 |
79 |
| CFFEX.IF2406 |
0.009529 |
0.008333 |
0.001196 |
-0.006163 |
-0.000096 |
-0.023303 |
- |
3581.8 |
3552.2 |
- |
3604.011 |
20240621 |
64 |
79 |
| CFFEX.IF2409 |
0.009529 |
- |
- |
- |
- |
- |
- |
- |
3512.8 |
- |
3604.011 |
20240920 |
127 |
79 |
| CFFEX.IH2402 |
0.004794 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2438.832 |
20240216 |
0 |
79 |
| CFFEX.IH2403 |
0.004794 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2438.832 |
20240315 |
0 |
79 |
| CFFEX.IH2404 |
0.004794 |
- |
- |
- |
- |
- |
- |
- |
2427.6 |
- |
2438.832 |
20240419 |
23 |
79 |
| CFFEX.IH2406 |
0.004794 |
0.00356 |
0.001234 |
-0.005836 |
-0.000091 |
-0.022066 |
- |
2424.6 |
2416.0 |
- |
2438.832 |
20240621 |
64 |
79 |
| CFFEX.IH2409 |
0.004794 |
- |
- |
-0.017152 |
-0.000268 |
-0.064858 |
- |
2397.0 |
- |
- |
2438.832 |
20240920 |
127 |
79 |