|
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_20240319 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2402 |
-0.006915 |
- |
- |
- |
- |
- |
- |
- |
4985.4 |
- |
5608.955 |
20240216 |
0 |
80 |
| CFFEX.IM2403 |
-0.006915 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5608.955 |
20240315 |
0 |
80 |
| CFFEX.IM2404 |
-0.006915 |
-0.010284 |
0.003369 |
-0.004877 |
-0.000222 |
-0.053647 |
-0.013624 |
5581.6 |
5639.6 |
5992.6 |
5608.955 |
20240419 |
22 |
80 |
| CFFEX.IM2406 |
-0.006915 |
- |
- |
- |
- |
- |
- |
- |
5550.8 |
- |
5608.955 |
20240621 |
63 |
80 |
| CFFEX.IM2409 |
-0.006915 |
-0.010079 |
0.003164 |
-0.036933 |
-0.000586 |
-0.141869 |
- |
5401.8 |
5456.8 |
- |
5608.955 |
20240920 |
126 |
80 |
| CFFEX.IC2402 |
-0.008933 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5479.062 |
20240216 |
0 |
80 |
| CFFEX.IC2403 |
-0.008933 |
- |
- |
- |
- |
- |
- |
- |
5412.2 |
- |
5479.062 |
20240315 |
0 |
80 |
| CFFEX.IC2404 |
-0.008933 |
-0.010989 |
0.002056 |
-0.001252 |
-0.000057 |
-0.013776 |
- |
5472.2 |
5533.0 |
- |
5479.062 |
20240419 |
22 |
80 |
| CFFEX.IC2406 |
-0.008933 |
-0.01114 |
0.002207 |
-0.011729 |
-0.000186 |
-0.045053 |
- |
5414.8 |
5475.8 |
- |
5479.062 |
20240621 |
63 |
80 |
| CFFEX.IC2409 |
-0.008933 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5479.062 |
20240920 |
126 |
80 |
| CFFEX.IF2402 |
-0.006733 |
- |
- |
- |
- |
- |
- |
- |
3388.0 |
- |
3579.267 |
20240216 |
0 |
80 |
| CFFEX.IF2403 |
-0.006733 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3579.267 |
20240315 |
0 |
80 |
| CFFEX.IF2404 |
-0.006733 |
- |
- |
- |
- |
- |
- |
- |
3607.8 |
- |
3579.267 |
20240419 |
22 |
80 |
| CFFEX.IF2406 |
-0.006733 |
- |
- |
- |
- |
- |
- |
- |
3581.8 |
- |
3579.267 |
20240621 |
63 |
80 |
| CFFEX.IF2409 |
-0.006733 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3579.267 |
20240920 |
126 |
80 |
| CFFEX.IH2402 |
-0.008213 |
- |
- |
- |
- |
- |
- |
- |
2363.0 |
- |
2418.167 |
20240216 |
0 |
80 |
| CFFEX.IH2403 |
-0.008213 |
0.0 |
-0.008213 |
0.000179 |
inf |
inf |
- |
2418.6 |
2418.6 |
- |
2418.167 |
20240315 |
0 |
80 |
| CFFEX.IH2404 |
-0.008213 |
- |
- |
0.000923 |
0.000042 |
0.010158 |
- |
2420.4 |
- |
- |
2418.167 |
20240419 |
22 |
80 |
| CFFEX.IH2406 |
-0.008213 |
-0.008496 |
0.000284 |
-0.005859 |
-0.000093 |
-0.022504 |
- |
2404.0 |
2424.6 |
- |
2418.167 |
20240621 |
63 |
80 |
| CFFEX.IH2409 |
-0.008213 |
- |
- |
- |
- |
- |
- |
- |
2397.0 |
- |
2418.167 |
20240920 |
126 |
80 |