|
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_20240422_151453 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.003250 |
- |
- |
- |
- |
- |
- |
- |
5258.0 |
- |
5247.280 |
20240419 |
0 |
102 |
| CFFEX.IM2405 |
-0.003250 |
-0.000501 |
-0.002749 |
-0.011069 |
-0.000651 |
-0.157565 |
-0.000596 |
5189.2 |
5191.8 |
6039.525 |
5247.280 |
20240517 |
17 |
102 |
| CFFEX.IM2406 |
-0.003250 |
-0.000078 |
-0.003172 |
-0.024561 |
-0.000599 |
-0.144972 |
0.004491 |
5118.4 |
5118.8 |
5992.6 |
5247.280 |
20240621 |
41 |
102 |
| CFFEX.IM2409 |
-0.003250 |
-0.000797 |
-0.002453 |
-0.044419 |
-0.000427 |
-0.10336 |
- |
5014.2 |
5018.2 |
- |
5247.280 |
20240920 |
104 |
102 |
| CFFEX.IM2412 |
-0.003250 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5247.280 |
20241220 |
164 |
102 |
| CFFEX.IC2404 |
-0.008523 |
- |
- |
- |
- |
- |
- |
- |
5315.4 |
- |
5269.570 |
20240419 |
0 |
102 |
| CFFEX.IC2405 |
-0.008523 |
-0.007905 |
-0.000618 |
-0.004435 |
-0.000261 |
-0.063132 |
- |
5246.2 |
5288.0 |
- |
5269.570 |
20240517 |
17 |
102 |
| CFFEX.IC2406 |
-0.008523 |
-0.007618 |
-0.000904 |
-0.011229 |
-0.000274 |
-0.066276 |
- |
5210.4 |
5250.4 |
- |
5269.570 |
20240621 |
41 |
102 |
| CFFEX.IC2409 |
-0.008523 |
-0.007229 |
-0.001294 |
-0.02011 |
-0.000193 |
-0.046794 |
- |
5163.6 |
5201.2 |
- |
5269.570 |
20240920 |
104 |
102 |
| CFFEX.IC2412 |
-0.008523 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5269.570 |
20241220 |
164 |
102 |
| CFFEX.IF2404 |
-0.002956 |
0.0 |
-0.002956 |
0.002551 |
inf |
inf |
- |
3540.2 |
3540.2 |
- |
3531.191 |
20240419 |
0 |
102 |
| CFFEX.IF2405 |
-0.002956 |
-0.001807 |
-0.00115 |
0.001249 |
0.000073 |
0.017774 |
- |
3535.6 |
3542.0 |
- |
3531.191 |
20240517 |
17 |
102 |
| CFFEX.IF2406 |
-0.002956 |
-0.001758 |
-0.001199 |
-0.002886 |
-0.00007 |
-0.017034 |
- |
3521.0 |
3527.2 |
- |
3531.191 |
20240621 |
41 |
102 |
| CFFEX.IF2409 |
-0.002956 |
-0.001605 |
-0.001351 |
-0.013704 |
-0.000132 |
-0.031888 |
- |
3482.8 |
3488.4 |
- |
3531.191 |
20240920 |
104 |
102 |
| CFFEX.IF2412 |
-0.002956 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3531.191 |
20241220 |
164 |
102 |
| CFFEX.IH2404 |
-0.002257 |
0.0 |
-0.002257 |
0.002022 |
inf |
inf |
- |
2430.0 |
2430.0 |
- |
2425.096 |
20240419 |
0 |
102 |
| CFFEX.IH2405 |
-0.002257 |
-0.001643 |
-0.000614 |
0.002187 |
0.000129 |
0.031134 |
- |
2430.4 |
2434.4 |
- |
2425.096 |
20240517 |
17 |
102 |
| CFFEX.IH2406 |
-0.002257 |
-0.00223 |
-0.000027 |
-0.003503 |
-0.000085 |
-0.020678 |
- |
2416.6 |
2422.0 |
- |
2425.096 |
20240621 |
41 |
102 |
| CFFEX.IH2409 |
-0.002257 |
-0.00201 |
-0.000247 |
-0.017111 |
-0.000165 |
-0.039816 |
- |
2383.6 |
2388.4 |
- |
2425.096 |
20240920 |
104 |
102 |
| CFFEX.IH2412 |
-0.002257 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2425.096 |
20241220 |
164 |
102 |