|
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_20240408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.017990 |
- |
- |
-0.009915 |
-0.000992 |
-0.239954 |
- |
5348.4 |
- |
- |
5401.963 |
20240419 |
10 |
92 |
| CFFEX.IM2405 |
-0.017990 |
-0.023339 |
0.005349 |
-0.017727 |
-0.000657 |
-0.15889 |
0.005343 |
5306.2 |
5433.0 |
6039.525 |
5401.963 |
20240517 |
27 |
92 |
| CFFEX.IM2406 |
-0.017990 |
-0.024673 |
0.006682 |
-0.029649 |
-0.000581 |
-0.140688 |
0.009209 |
5241.8 |
5374.4 |
5992.6 |
5401.963 |
20240621 |
51 |
92 |
| CFFEX.IM2409 |
-0.017990 |
-0.025912 |
0.007922 |
-0.04942 |
-0.000434 |
-0.104908 |
- |
5135.0 |
5271.6 |
- |
5401.963 |
20240920 |
114 |
92 |
| CFFEX.IM2412 |
-0.017990 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5401.963 |
20241220 |
174 |
92 |
| CFFEX.IC2404 |
-0.013970 |
- |
- |
-0.002512 |
-0.000251 |
-0.060798 |
- |
5286.2 |
- |
- |
5299.514 |
20240419 |
10 |
92 |
| CFFEX.IC2405 |
-0.013970 |
- |
- |
-0.005833 |
-0.000216 |
-0.052284 |
- |
5268.6 |
- |
- |
5299.514 |
20240517 |
27 |
92 |
| CFFEX.IC2406 |
-0.013970 |
- |
- |
-0.014061 |
-0.000276 |
-0.066719 |
- |
5225.0 |
- |
- |
5299.514 |
20240621 |
51 |
92 |
| CFFEX.IC2409 |
-0.013970 |
- |
- |
-0.025533 |
-0.000224 |
-0.054202 |
- |
5164.2 |
- |
- |
5299.514 |
20240920 |
114 |
92 |
| CFFEX.IC2412 |
-0.013970 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5299.514 |
20241220 |
174 |
92 |
| CFFEX.IF2404 |
-0.008574 |
- |
- |
0.001297 |
0.00013 |
0.031382 |
- |
3541.8 |
- |
- |
3537.213 |
20240419 |
10 |
92 |
| CFFEX.IF2405 |
-0.008574 |
- |
- |
-0.000626 |
-0.000023 |
-0.005608 |
- |
3535.0 |
- |
- |
3537.213 |
20240517 |
27 |
92 |
| CFFEX.IF2406 |
-0.008574 |
- |
- |
-0.005319 |
-0.000104 |
-0.025237 |
- |
3518.4 |
- |
- |
3537.213 |
20240621 |
51 |
92 |
| CFFEX.IF2409 |
-0.008574 |
- |
- |
-0.018154 |
-0.000159 |
-0.038536 |
- |
3473.0 |
- |
- |
3537.213 |
20240920 |
114 |
92 |
| CFFEX.IF2412 |
-0.008574 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3537.213 |
20241220 |
174 |
92 |
| CFFEX.IH2404 |
-0.006388 |
- |
- |
0.001472 |
0.000147 |
0.035629 |
- |
2418.2 |
- |
- |
2414.645 |
20240419 |
10 |
92 |
| CFFEX.IH2405 |
-0.006388 |
- |
- |
0.001638 |
0.000061 |
0.014681 |
- |
2418.6 |
- |
- |
2414.645 |
20240517 |
27 |
92 |
| CFFEX.IH2406 |
-0.006388 |
- |
- |
-0.004077 |
-0.00008 |
-0.019347 |
- |
2404.8 |
- |
- |
2414.645 |
20240621 |
51 |
92 |
| CFFEX.IH2409 |
-0.006388 |
- |
- |
-0.018324 |
-0.000161 |
-0.038897 |
- |
2370.4 |
- |
- |
2414.645 |
20240920 |
114 |
92 |
| CFFEX.IH2412 |
-0.006388 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2414.645 |
20241220 |
174 |
92 |