|
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_20240419_151438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.003994 |
-0.006087 |
0.002093 |
-0.001444 |
-0.001444 |
-0.34947 |
- |
5258.0 |
5290.2 |
- |
5265.604 |
20240419 |
1 |
101 |
| CFFEX.IM2405 |
-0.003994 |
-0.008063 |
0.004069 |
-0.014016 |
-0.000779 |
-0.188441 |
0.001972 |
5191.8 |
5234.0 |
6039.525 |
5265.604 |
20240517 |
18 |
101 |
| CFFEX.IM2406 |
-0.003994 |
-0.00906 |
0.005066 |
-0.02788 |
-0.000664 |
-0.160641 |
0.007422 |
5118.8 |
5165.6 |
5992.6 |
5265.604 |
20240621 |
42 |
101 |
| CFFEX.IM2409 |
-0.003994 |
-0.00877 |
0.004776 |
-0.046985 |
-0.000447 |
-0.108289 |
- |
5018.2 |
5062.6 |
- |
5265.604 |
20240920 |
105 |
101 |
| CFFEX.IM2412 |
-0.003994 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5265.604 |
20241220 |
165 |
101 |
| CFFEX.IC2404 |
-0.006239 |
-0.007098 |
0.000859 |
-0.000199 |
-0.000199 |
-0.048205 |
- |
5315.4 |
5353.4 |
- |
5316.459 |
20240419 |
1 |
101 |
| CFFEX.IC2405 |
-0.006239 |
-0.009144 |
0.002905 |
-0.005353 |
-0.000297 |
-0.071968 |
- |
5288.0 |
5336.8 |
- |
5316.459 |
20240517 |
18 |
101 |
| CFFEX.IC2406 |
-0.006239 |
-0.009358 |
0.00312 |
-0.012425 |
-0.000296 |
-0.071594 |
- |
5250.4 |
5300.0 |
- |
5316.459 |
20240621 |
42 |
101 |
| CFFEX.IC2409 |
-0.006239 |
-0.009295 |
0.003056 |
-0.02168 |
-0.000206 |
-0.049966 |
- |
5201.2 |
5250.0 |
- |
5316.459 |
20240920 |
105 |
101 |
| CFFEX.IC2412 |
-0.006239 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5316.459 |
20241220 |
165 |
101 |
| CFFEX.IF2404 |
-0.007813 |
-0.008069 |
0.000256 |
-0.000483 |
-0.000483 |
-0.116835 |
- |
3540.2 |
3569.0 |
- |
3541.910 |
20240419 |
1 |
101 |
| CFFEX.IF2405 |
-0.007813 |
-0.007676 |
-0.000137 |
0.000025 |
0.000001 |
0.000342 |
- |
3542.0 |
3569.4 |
- |
3541.910 |
20240517 |
18 |
101 |
| CFFEX.IF2406 |
-0.007813 |
-0.007206 |
-0.000608 |
-0.004153 |
-0.000099 |
-0.02393 |
- |
3527.2 |
3552.8 |
- |
3541.910 |
20240621 |
42 |
101 |
| CFFEX.IF2409 |
-0.007813 |
-0.007116 |
-0.000698 |
-0.015108 |
-0.000144 |
-0.03482 |
- |
3488.4 |
3513.4 |
- |
3541.910 |
20240920 |
105 |
101 |
| CFFEX.IF2412 |
-0.007813 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3541.910 |
20241220 |
165 |
101 |
| CFFEX.IH2404 |
-0.005913 |
-0.007596 |
0.001683 |
-0.000307 |
-0.000307 |
-0.07427 |
- |
2430.0 |
2448.6 |
- |
2430.746 |
20240419 |
1 |
101 |
| CFFEX.IH2405 |
-0.005913 |
-0.007016 |
0.001103 |
0.001503 |
0.000084 |
0.02021 |
- |
2434.4 |
2451.6 |
- |
2430.746 |
20240517 |
18 |
101 |
| CFFEX.IH2406 |
-0.005913 |
-0.006726 |
0.000813 |
-0.003598 |
-0.000086 |
-0.020732 |
- |
2422.0 |
2438.4 |
- |
2430.746 |
20240621 |
42 |
101 |
| CFFEX.IH2409 |
-0.005913 |
-0.00748 |
0.001567 |
-0.017421 |
-0.000166 |
-0.040151 |
- |
2388.4 |
2406.4 |
- |
2430.746 |
20240920 |
105 |
101 |
| CFFEX.IH2412 |
-0.005913 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2430.746 |
20241220 |
165 |
101 |