|
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_20240412 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.007379 |
-0.008368 |
0.000989 |
-0.005845 |
-0.000974 |
-0.235767 |
- |
5309.0 |
5353.8 |
- |
5340.216 |
20240419 |
6 |
96 |
| CFFEX.IM2405 |
-0.007379 |
-0.009204 |
0.001825 |
-0.016332 |
-0.00071 |
-0.17184 |
0.004048 |
5253.0 |
5301.8 |
6039.525 |
5340.216 |
20240517 |
23 |
96 |
| CFFEX.IM2406 |
-0.007379 |
-0.009894 |
0.002515 |
-0.02929 |
-0.000623 |
-0.150813 |
0.008784 |
5183.8 |
5235.6 |
5992.6 |
5340.216 |
20240621 |
47 |
96 |
| CFFEX.IM2409 |
-0.007379 |
-0.010256 |
0.002877 |
-0.049477 |
-0.00045 |
-0.108849 |
- |
5076.0 |
5128.6 |
- |
5340.216 |
20240920 |
110 |
96 |
| CFFEX.IM2412 |
-0.007379 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5340.216 |
20241220 |
170 |
96 |
| CFFEX.IC2404 |
-0.004345 |
-0.007505 |
0.00316 |
-0.00295 |
-0.000492 |
-0.11898 |
- |
5263.2 |
5303.0 |
- |
5278.772 |
20240419 |
6 |
96 |
| CFFEX.IC2405 |
-0.004345 |
-0.007345 |
0.002999 |
-0.006587 |
-0.000286 |
-0.069308 |
- |
5244.0 |
5282.8 |
- |
5278.772 |
20240517 |
23 |
96 |
| CFFEX.IC2406 |
-0.004345 |
-0.007747 |
0.003402 |
-0.014922 |
-0.000317 |
-0.076835 |
- |
5200.0 |
5240.6 |
- |
5278.772 |
20240621 |
47 |
96 |
| CFFEX.IC2409 |
-0.004345 |
-0.007645 |
0.0033 |
-0.026289 |
-0.000239 |
-0.057835 |
- |
5140.0 |
5179.6 |
- |
5278.772 |
20240920 |
110 |
96 |
| CFFEX.IC2412 |
-0.004345 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5278.772 |
20241220 |
170 |
96 |
| CFFEX.IF2404 |
-0.007857 |
-0.010374 |
0.002517 |
-0.001241 |
-0.000207 |
-0.050035 |
- |
3472.4 |
3508.8 |
- |
3476.713 |
20240419 |
6 |
96 |
| CFFEX.IF2405 |
-0.007857 |
-0.009821 |
0.001964 |
-0.002391 |
-0.000104 |
-0.025158 |
- |
3468.4 |
3502.8 |
- |
3476.713 |
20240517 |
23 |
96 |
| CFFEX.IF2406 |
-0.007857 |
-0.010154 |
0.002298 |
-0.007453 |
-0.000159 |
-0.038377 |
- |
3450.8 |
3486.2 |
- |
3476.713 |
20240621 |
47 |
96 |
| CFFEX.IF2409 |
-0.007857 |
-0.010047 |
0.00219 |
-0.019419 |
-0.000177 |
-0.042721 |
- |
3409.2 |
3443.8 |
- |
3476.713 |
20240920 |
110 |
96 |
| CFFEX.IF2412 |
-0.007857 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3476.713 |
20241220 |
170 |
96 |
| CFFEX.IH2404 |
-0.008154 |
-0.009338 |
0.001184 |
0.000447 |
0.000075 |
0.018033 |
- |
2376.4 |
2398.8 |
- |
2375.338 |
20240419 |
6 |
96 |
| CFFEX.IH2405 |
-0.008154 |
-0.009839 |
0.001685 |
-0.000142 |
-0.000006 |
-0.001497 |
- |
2375.0 |
2398.6 |
- |
2375.338 |
20240517 |
23 |
96 |
| CFFEX.IH2406 |
-0.008154 |
-0.010054 |
0.0019 |
-0.005194 |
-0.000111 |
-0.026745 |
- |
2363.0 |
2387.0 |
- |
2375.338 |
20240621 |
47 |
96 |
| CFFEX.IH2409 |
-0.008154 |
-0.010875 |
0.002721 |
-0.019761 |
-0.00018 |
-0.043473 |
- |
2328.4 |
2354.0 |
- |
2375.338 |
20240920 |
110 |
96 |
| CFFEX.IH2412 |
-0.008154 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2375.338 |
20241220 |
170 |
96 |