|
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_20240403 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.005318 |
- |
- |
- |
- |
- |
- |
- |
5506.6 |
- |
5501.636 |
20240419 |
11 |
91 |
| CFFEX.IM2405 |
-0.005318 |
-0.003704 |
-0.001614 |
-0.012476 |
-0.000446 |
-0.107824 |
0.000657 |
5433.0 |
5453.2 |
6039.525 |
5501.636 |
20240517 |
28 |
91 |
| CFFEX.IM2406 |
-0.005318 |
-0.007351 |
0.002033 |
-0.023127 |
-0.000445 |
-0.107629 |
0.003392 |
5374.4 |
5414.2 |
5992.6 |
5501.636 |
20240621 |
52 |
91 |
| CFFEX.IM2409 |
-0.005318 |
-0.005959 |
0.00064 |
-0.041812 |
-0.000364 |
-0.087988 |
- |
5271.6 |
5303.2 |
- |
5501.636 |
20240920 |
115 |
91 |
| CFFEX.IM2412 |
-0.005318 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5501.636 |
20241220 |
175 |
91 |
| CFFEX.IC2404 |
-0.001063 |
- |
- |
- |
- |
- |
- |
- |
5381.8 |
- |
5375.509 |
20240419 |
11 |
91 |
| CFFEX.IC2405 |
-0.001063 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5375.509 |
20240517 |
28 |
91 |
| CFFEX.IC2406 |
-0.001063 |
- |
- |
- |
- |
- |
- |
- |
5323.8 |
- |
5375.509 |
20240621 |
52 |
91 |
| CFFEX.IC2409 |
-0.001063 |
- |
- |
- |
- |
- |
- |
- |
5263.2 |
- |
5375.509 |
20240920 |
115 |
91 |
| CFFEX.IC2412 |
-0.001063 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5375.509 |
20241220 |
175 |
91 |
| CFFEX.IF2404 |
-0.003316 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3568.803 |
20240419 |
11 |
91 |
| CFFEX.IF2405 |
-0.003316 |
- |
- |
- |
- |
- |
- |
- |
3586.6 |
- |
3568.803 |
20240517 |
28 |
91 |
| CFFEX.IF2406 |
-0.003316 |
- |
- |
- |
- |
- |
- |
- |
3578.6 |
- |
3568.803 |
20240621 |
52 |
91 |
| CFFEX.IF2409 |
-0.003316 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3568.803 |
20240920 |
115 |
91 |
| CFFEX.IF2412 |
-0.003316 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3568.803 |
20241220 |
175 |
91 |
| CFFEX.IH2404 |
-0.001981 |
- |
- |
- |
- |
- |
- |
- |
2442.4 |
- |
2430.932 |
20240419 |
11 |
91 |
| CFFEX.IH2405 |
-0.001981 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2430.932 |
20240517 |
28 |
91 |
| CFFEX.IH2406 |
-0.001981 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2430.932 |
20240621 |
52 |
91 |
| CFFEX.IH2409 |
-0.001981 |
- |
- |
- |
- |
- |
- |
- |
2395.2 |
- |
2430.932 |
20240920 |
115 |
91 |
| CFFEX.IH2412 |
-0.001981 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2430.932 |
20241220 |
175 |
91 |