|
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_20240321 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2402 |
0.000197 |
- |
- |
- |
- |
- |
- |
- |
4985.4 |
- |
5660.269 |
20240216 |
0 |
82 |
| CFFEX.IM2403 |
0.000197 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5660.269 |
20240315 |
0 |
82 |
| CFFEX.IM2404 |
0.000197 |
-0.000355 |
0.000552 |
-0.005878 |
-0.000294 |
-0.071119 |
-0.012803 |
5627.0 |
5629.0 |
5992.6 |
5660.269 |
20240419 |
20 |
82 |
| CFFEX.IM2406 |
0.000197 |
- |
- |
- |
- |
- |
- |
- |
5539.0 |
- |
5660.269 |
20240621 |
61 |
82 |
| CFFEX.IM2409 |
0.000197 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5660.269 |
20240920 |
124 |
82 |
| CFFEX.IC2402 |
-0.004911 |
- |
- |
- |
- |
- |
- |
- |
5105.6 |
- |
5466.435 |
20240216 |
0 |
82 |
| CFFEX.IC2403 |
-0.004911 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5466.435 |
20240315 |
0 |
82 |
| CFFEX.IC2404 |
-0.004911 |
- |
- |
- |
- |
- |
- |
- |
5486.0 |
- |
5466.435 |
20240419 |
20 |
82 |
| CFFEX.IC2406 |
-0.004911 |
-0.005157 |
0.000246 |
-0.01197 |
-0.000196 |
-0.047489 |
- |
5401.0 |
5429.0 |
- |
5466.435 |
20240621 |
61 |
82 |
| CFFEX.IC2409 |
-0.004911 |
-0.005141 |
0.00023 |
-0.02291 |
-0.000376 |
-0.090888 |
- |
5341.2 |
5368.8 |
- |
5466.435 |
20240920 |
124 |
82 |
| CFFEX.IF2402 |
-0.000735 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3582.747 |
20240216 |
0 |
82 |
| CFFEX.IF2403 |
-0.000735 |
- |
- |
- |
- |
- |
- |
- |
3554.6 |
- |
3582.747 |
20240315 |
0 |
82 |
| CFFEX.IF2404 |
-0.000735 |
- |
- |
0.000406 |
0.00002 |
0.004907 |
- |
3584.2 |
- |
- |
3582.747 |
20240419 |
20 |
82 |
| CFFEX.IF2406 |
-0.000735 |
- |
- |
-0.006014 |
-0.000099 |
-0.023859 |
- |
3561.2 |
- |
- |
3582.747 |
20240621 |
61 |
82 |
| CFFEX.IF2409 |
-0.000735 |
-0.000227 |
-0.000508 |
-0.01729 |
-0.000283 |
-0.068595 |
- |
3520.8 |
3521.6 |
- |
3582.747 |
20240920 |
124 |
82 |
| CFFEX.IH2402 |
0.000715 |
- |
- |
- |
- |
- |
- |
- |
2363.0 |
- |
2428.194 |
20240216 |
0 |
82 |
| CFFEX.IH2403 |
0.000715 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2428.194 |
20240315 |
0 |
82 |
| CFFEX.IH2404 |
0.000715 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2428.194 |
20240419 |
20 |
82 |
| CFFEX.IH2406 |
0.000715 |
- |
- |
-0.005434 |
-0.000089 |
-0.021557 |
- |
2415.0 |
- |
- |
2428.194 |
20240621 |
61 |
82 |
| CFFEX.IH2409 |
0.000715 |
- |
- |
- |
- |
- |
- |
- |
2383.8 |
- |
2428.194 |
20240920 |
124 |
82 |