|
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_20240322 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.010560 |
-0.01212 |
0.00156 |
-0.007096 |
-0.000373 |
-0.090383 |
- |
5558.8 |
5627.0 |
- |
5598.528 |
20240419 |
19 |
83 |
| CFFEX.IM2405 |
-0.010560 |
- |
- |
- |
- |
- |
- |
- |
5592.2 |
6039.525 |
5598.528 |
20240517 |
36 |
83 |
| CFFEX.IM2406 |
-0.010560 |
- |
- |
- |
- |
- |
- |
- |
- |
5992.6 |
5598.528 |
20240621 |
60 |
83 |
| CFFEX.IM2409 |
-0.010560 |
- |
- |
-0.039962 |
-0.000325 |
-0.078624 |
- |
5374.8 |
- |
- |
5598.528 |
20240920 |
123 |
83 |
| CFFEX.IM2412 |
-0.010560 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5598.528 |
20241220 |
183 |
83 |
| CFFEX.IC2404 |
-0.014341 |
- |
- |
-0.003795 |
-0.0002 |
-0.048335 |
- |
5367.0 |
- |
- |
5387.445 |
20240419 |
19 |
83 |
| CFFEX.IC2405 |
-0.014341 |
- |
- |
- |
- |
- |
- |
- |
5445.6 |
- |
5387.445 |
20240517 |
36 |
83 |
| CFFEX.IC2406 |
-0.014341 |
-0.017589 |
0.003249 |
-0.015118 |
-0.000252 |
-0.060974 |
- |
5306.0 |
5401.0 |
- |
5387.445 |
20240621 |
60 |
83 |
| CFFEX.IC2409 |
-0.014341 |
- |
- |
- |
- |
- |
- |
- |
5341.2 |
- |
5387.445 |
20240920 |
123 |
83 |
| CFFEX.IC2412 |
-0.014341 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5387.445 |
20241220 |
183 |
83 |
| CFFEX.IF2404 |
-0.009579 |
- |
- |
- |
- |
- |
- |
- |
3584.2 |
- |
3546.787 |
20240419 |
19 |
83 |
| CFFEX.IF2405 |
-0.009579 |
- |
- |
-0.003662 |
-0.000102 |
-0.024614 |
- |
3533.8 |
- |
- |
3546.787 |
20240517 |
36 |
83 |
| CFFEX.IF2406 |
-0.009579 |
- |
- |
- |
- |
- |
- |
- |
3561.2 |
- |
3546.787 |
20240621 |
60 |
83 |
| CFFEX.IF2409 |
-0.009579 |
-0.014258 |
0.004679 |
-0.021481 |
-0.000175 |
-0.042263 |
- |
3470.6 |
3520.8 |
- |
3546.787 |
20240920 |
123 |
83 |
| CFFEX.IF2412 |
-0.009579 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3546.787 |
20241220 |
183 |
83 |
| CFFEX.IH2404 |
-0.009596 |
- |
- |
-0.000504 |
-0.000027 |
-0.006417 |
- |
2402.6 |
- |
- |
2403.811 |
20240419 |
19 |
83 |
| CFFEX.IH2405 |
-0.009596 |
- |
- |
-0.000005 |
-0.0 |
-0.000031 |
- |
2403.8 |
- |
- |
2403.811 |
20240517 |
36 |
83 |
| CFFEX.IH2406 |
-0.009596 |
-0.011511 |
0.001916 |
-0.00691 |
-0.000115 |
-0.027871 |
- |
2387.2 |
2415.0 |
- |
2403.811 |
20240621 |
60 |
83 |
| CFFEX.IH2409 |
-0.009596 |
- |
- |
-0.009573 |
-0.000078 |
-0.018834 |
- |
2380.8 |
- |
- |
2403.811 |
20240920 |
123 |
83 |
| CFFEX.IH2412 |
-0.009596 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2403.811 |
20241220 |
183 |
83 |