|
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_20240402 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.005264 |
- |
- |
-0.004194 |
-0.000349 |
-0.084576 |
- |
5506.6 |
- |
- |
5529.791 |
20240419 |
12 |
90 |
| CFFEX.IM2405 |
-0.005264 |
-0.00905 |
0.003785 |
-0.013851 |
-0.000478 |
-0.115581 |
0.001919 |
5453.2 |
5503.0 |
6039.525 |
5529.791 |
20240517 |
29 |
90 |
| CFFEX.IM2406 |
-0.005264 |
- |
- |
-0.020903 |
-0.000394 |
-0.095445 |
0.001357 |
5414.2 |
- |
5992.6 |
5529.791 |
20240621 |
53 |
90 |
| CFFEX.IM2409 |
-0.005264 |
- |
- |
-0.040976 |
-0.000353 |
-0.085485 |
- |
5303.2 |
- |
- |
5529.791 |
20240920 |
116 |
90 |
| CFFEX.IM2412 |
-0.005264 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5529.791 |
20241220 |
176 |
90 |
| CFFEX.IC2404 |
-0.003800 |
- |
- |
0.000204 |
0.000017 |
0.004119 |
- |
5381.8 |
- |
- |
5380.701 |
20240419 |
12 |
90 |
| CFFEX.IC2405 |
-0.003800 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5380.701 |
20240517 |
29 |
90 |
| CFFEX.IC2406 |
-0.003800 |
- |
- |
-0.010575 |
-0.0002 |
-0.048286 |
- |
5323.8 |
- |
- |
5380.701 |
20240621 |
53 |
90 |
| CFFEX.IC2409 |
-0.003800 |
- |
- |
-0.021837 |
-0.000188 |
-0.045558 |
- |
5263.2 |
- |
- |
5380.701 |
20240920 |
116 |
90 |
| CFFEX.IC2412 |
-0.003800 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5380.701 |
20241220 |
176 |
90 |
| CFFEX.IF2404 |
-0.004279 |
- |
- |
- |
- |
- |
- |
- |
3600.4 |
- |
3580.262 |
20240419 |
12 |
90 |
| CFFEX.IF2405 |
-0.004279 |
- |
- |
0.00177 |
0.000061 |
0.014773 |
- |
3586.6 |
- |
- |
3580.262 |
20240517 |
29 |
90 |
| CFFEX.IF2406 |
-0.004279 |
0.000447 |
-0.004726 |
-0.000464 |
-0.000009 |
-0.00212 |
- |
3578.6 |
3577.0 |
- |
3580.262 |
20240621 |
53 |
90 |
| CFFEX.IF2409 |
-0.004279 |
- |
- |
- |
- |
- |
- |
- |
3532.6 |
- |
3580.262 |
20240920 |
116 |
90 |
| CFFEX.IF2412 |
-0.004279 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3580.262 |
20241220 |
176 |
90 |
| CFFEX.IH2404 |
-0.002486 |
-0.001553 |
-0.000932 |
0.002834 |
0.000236 |
0.057151 |
- |
2442.4 |
2446.2 |
- |
2435.498 |
20240419 |
12 |
90 |
| CFFEX.IH2405 |
-0.002486 |
- |
- |
- |
- |
- |
- |
- |
2446.0 |
- |
2435.498 |
20240517 |
29 |
90 |
| CFFEX.IH2406 |
-0.002486 |
- |
- |
- |
- |
- |
- |
- |
2433.6 |
- |
2435.498 |
20240621 |
53 |
90 |
| CFFEX.IH2409 |
-0.002486 |
- |
- |
-0.016546 |
-0.000143 |
-0.034519 |
- |
2395.2 |
- |
- |
2435.498 |
20240920 |
116 |
90 |
| CFFEX.IH2412 |
-0.002486 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2435.498 |
20241220 |
176 |
90 |