|
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_20240320 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2402 |
0.006878 |
- |
- |
- |
- |
- |
- |
- |
4985.4 |
- |
5646.043 |
20240216 |
0 |
81 |
| CFFEX.IM2403 |
0.006878 |
- |
- |
- |
- |
- |
- |
- |
5511.0 |
6039.525 |
5646.043 |
20240315 |
0 |
81 |
| CFFEX.IM2404 |
0.006878 |
0.00774 |
-0.000862 |
-0.003762 |
-0.000179 |
-0.043358 |
-0.014764 |
5624.8 |
5581.6 |
5992.6 |
5646.043 |
20240419 |
21 |
81 |
| CFFEX.IM2406 |
0.006878 |
- |
- |
-0.019561 |
-0.000316 |
-0.076352 |
- |
5535.6 |
- |
- |
5646.043 |
20240621 |
62 |
81 |
| CFFEX.IM2409 |
0.006878 |
- |
- |
- |
- |
- |
- |
- |
5401.8 |
- |
5646.043 |
20240920 |
125 |
81 |
| CFFEX.IH2402 |
0.002734 |
- |
- |
- |
- |
- |
- |
- |
2363.0 |
- |
2423.443 |
20240216 |
0 |
81 |
| CFFEX.IH2403 |
0.002734 |
- |
- |
- |
- |
- |
- |
- |
2418.6 |
- |
2423.443 |
20240315 |
0 |
81 |
| CFFEX.IH2404 |
0.002734 |
- |
- |
- |
- |
- |
- |
- |
2420.4 |
- |
2423.443 |
20240419 |
21 |
81 |
| CFFEX.IH2406 |
0.002734 |
- |
- |
- |
- |
- |
- |
- |
2404.0 |
- |
2423.443 |
20240621 |
62 |
81 |
| CFFEX.IH2409 |
0.002734 |
- |
- |
-0.017018 |
-0.000274 |
-0.066426 |
- |
2382.2 |
- |
- |
2423.443 |
20240920 |
125 |
81 |