|
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_20240325 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.022912 |
- |
- |
- |
- |
- |
- |
- |
5558.8 |
- |
5467.672 |
20240419 |
18 |
84 |
| CFFEX.IM2405 |
-0.022912 |
- |
- |
-0.013511 |
-0.000386 |
-0.093417 |
0.00159 |
5393.8 |
- |
6039.525 |
5467.672 |
20240517 |
35 |
84 |
| CFFEX.IM2406 |
-0.022912 |
- |
- |
-0.023899 |
-0.000405 |
-0.098026 |
0.004075 |
5337.0 |
- |
5992.6 |
5467.672 |
20240621 |
59 |
84 |
| CFFEX.IM2409 |
-0.022912 |
-0.024782 |
0.00187 |
-0.041347 |
-0.000339 |
-0.082016 |
- |
5241.6 |
5374.8 |
- |
5467.672 |
20240920 |
122 |
84 |
| CFFEX.IM2412 |
-0.022912 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5467.672 |
20241220 |
182 |
84 |
| CFFEX.IC2404 |
-0.016396 |
- |
- |
- |
- |
- |
- |
- |
5367.0 |
- |
5296.278 |
20240419 |
18 |
84 |
| CFFEX.IC2405 |
-0.016396 |
- |
- |
-0.003791 |
-0.000108 |
-0.026212 |
- |
5276.2 |
- |
- |
5296.278 |
20240517 |
35 |
84 |
| CFFEX.IC2406 |
-0.016396 |
-0.01357 |
-0.002827 |
-0.011759 |
-0.000199 |
-0.048231 |
- |
5234.0 |
5306.0 |
- |
5296.278 |
20240621 |
59 |
84 |
| CFFEX.IC2409 |
-0.016396 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5296.278 |
20240920 |
122 |
84 |
| CFFEX.IC2412 |
-0.016396 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5296.278 |
20241220 |
182 |
84 |
| CFFEX.IF2404 |
-0.005006 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3527.256 |
20240419 |
18 |
84 |
| CFFEX.IF2405 |
-0.005006 |
-0.001641 |
-0.003365 |
0.000211 |
0.000006 |
0.001458 |
- |
3528.0 |
3533.8 |
- |
3527.256 |
20240517 |
35 |
84 |
| CFFEX.IF2406 |
-0.005006 |
- |
- |
-0.006196 |
-0.000105 |
-0.025415 |
- |
3505.4 |
- |
- |
3527.256 |
20240621 |
59 |
84 |
| CFFEX.IF2409 |
-0.005006 |
- |
- |
- |
- |
- |
- |
- |
3470.6 |
- |
3527.256 |
20240920 |
122 |
84 |
| CFFEX.IF2412 |
-0.005006 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3527.256 |
20241220 |
182 |
84 |
| CFFEX.IH2404 |
-0.000566 |
- |
- |
- |
- |
- |
- |
- |
2402.6 |
- |
2401.842 |
20240419 |
18 |
84 |
| CFFEX.IH2405 |
-0.000566 |
- |
- |
- |
- |
- |
- |
- |
2403.8 |
- |
2401.842 |
20240517 |
35 |
84 |
| CFFEX.IH2406 |
-0.000566 |
- |
- |
- |
- |
- |
- |
- |
2387.2 |
- |
2401.842 |
20240621 |
59 |
84 |
| CFFEX.IH2409 |
-0.000566 |
-0.010417 |
0.009851 |
-0.019086 |
-0.000156 |
-0.037859 |
- |
2356.0 |
2380.8 |
- |
2401.842 |
20240920 |
122 |
84 |
| CFFEX.IH2412 |
-0.000566 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2401.842 |
20241220 |
182 |
84 |