|
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_20240401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.021337 |
- |
- |
- |
- |
- |
- |
- |
5412.0 |
- |
5557.362 |
20240419 |
13 |
89 |
| CFFEX.IM2405 |
0.021337 |
0.023814 |
-0.002477 |
-0.009782 |
-0.000326 |
-0.078908 |
-0.001815 |
5503.0 |
5375.0 |
6039.525 |
5557.362 |
20240517 |
30 |
89 |
| CFFEX.IM2406 |
0.021337 |
- |
- |
- |
- |
- |
- |
- |
- |
5992.6 |
5557.362 |
20240621 |
54 |
89 |
| CFFEX.IM2409 |
0.021337 |
- |
- |
- |
- |
- |
- |
- |
5122.4 |
- |
5557.362 |
20240920 |
117 |
89 |
| CFFEX.IM2412 |
0.021337 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5557.362 |
20241220 |
177 |
89 |
| CFFEX.IC2404 |
0.021746 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5401.112 |
20240419 |
13 |
89 |
| CFFEX.IC2405 |
0.021746 |
- |
- |
- |
- |
- |
- |
- |
5267.6 |
- |
5401.112 |
20240517 |
30 |
89 |
| CFFEX.IC2406 |
0.021746 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5401.112 |
20240621 |
54 |
89 |
| CFFEX.IC2409 |
0.021746 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5401.112 |
20240920 |
117 |
89 |
| CFFEX.IC2412 |
0.021746 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5401.112 |
20241220 |
177 |
89 |
| CFFEX.IF2404 |
0.016416 |
- |
- |
0.001347 |
0.000104 |
0.025074 |
- |
3600.4 |
- |
- |
3595.557 |
20240419 |
13 |
89 |
| CFFEX.IF2405 |
0.016416 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3595.557 |
20240517 |
30 |
89 |
| CFFEX.IF2406 |
0.016416 |
0.022877 |
-0.00646 |
-0.005161 |
-0.000096 |
-0.023129 |
- |
3577.0 |
3497.0 |
- |
3595.557 |
20240621 |
54 |
89 |
| CFFEX.IF2409 |
0.016416 |
0.018745 |
-0.002329 |
-0.01751 |
-0.00015 |
-0.036217 |
- |
3532.6 |
3467.6 |
- |
3595.557 |
20240920 |
117 |
89 |
| CFFEX.IF2412 |
0.016416 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3595.557 |
20241220 |
177 |
89 |
| CFFEX.IH2404 |
0.011074 |
0.01183 |
-0.000756 |
0.001858 |
0.000143 |
0.03459 |
- |
2446.2 |
2417.6 |
- |
2441.663 |
20240419 |
13 |
89 |
| CFFEX.IH2405 |
0.011074 |
0.012082 |
-0.001008 |
0.001776 |
0.000059 |
0.014328 |
- |
2446.0 |
2416.8 |
- |
2441.663 |
20240517 |
30 |
89 |
| CFFEX.IH2406 |
0.011074 |
0.015269 |
-0.004195 |
-0.003302 |
-0.000061 |
-0.014799 |
- |
2433.6 |
2397.0 |
- |
2441.663 |
20240621 |
54 |
89 |
| CFFEX.IH2409 |
0.011074 |
- |
- |
- |
- |
- |
- |
- |
2369.8 |
- |
2441.663 |
20240920 |
117 |
89 |
| CFFEX.IH2412 |
0.011074 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2441.663 |
20241220 |
177 |
89 |