|
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_20240423_151447 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.004922 |
- |
- |
- |
- |
- |
- |
- |
5258.0 |
- |
5220.258 |
20240419 |
0 |
103 |
| CFFEX.IM2405 |
-0.004922 |
-0.007207 |
0.002285 |
-0.013114 |
-0.00082 |
-0.198348 |
0.001175 |
5151.8 |
5189.2 |
6039.525 |
5220.258 |
20240517 |
16 |
103 |
| CFFEX.IM2406 |
-0.004922 |
-0.006955 |
0.002033 |
-0.026332 |
-0.000658 |
-0.159306 |
0.00601 |
5082.8 |
5118.4 |
5992.6 |
5220.258 |
20240621 |
40 |
103 |
| CFFEX.IM2409 |
-0.004922 |
-0.007618 |
0.002696 |
-0.04679 |
-0.000454 |
-0.109935 |
- |
4976.0 |
5014.2 |
- |
5220.258 |
20240920 |
103 |
103 |
| CFFEX.IM2412 |
-0.004922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5220.258 |
20241220 |
163 |
103 |
| CFFEX.IC2404 |
-0.011060 |
0.0 |
-0.01106 |
0.020363 |
inf |
inf |
- |
5315.4 |
5315.4 |
- |
5209.324 |
20240419 |
0 |
103 |
| CFFEX.IC2405 |
-0.011060 |
-0.011551 |
0.000492 |
-0.004554 |
-0.000285 |
-0.068881 |
- |
5185.6 |
5246.2 |
- |
5209.324 |
20240517 |
16 |
103 |
| CFFEX.IC2406 |
-0.011060 |
-0.011592 |
0.000533 |
-0.011388 |
-0.000285 |
-0.068898 |
- |
5150.0 |
5210.4 |
- |
5209.324 |
20240621 |
40 |
103 |
| CFFEX.IC2409 |
-0.011060 |
-0.013247 |
0.002187 |
-0.021908 |
-0.000213 |
-0.051472 |
- |
5095.2 |
5163.6 |
- |
5209.324 |
20240920 |
103 |
103 |
| CFFEX.IC2412 |
-0.011060 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5209.324 |
20241220 |
163 |
103 |
| CFFEX.IF2404 |
-0.006760 |
- |
- |
- |
- |
- |
- |
- |
3540.2 |
- |
3507.037 |
20240419 |
0 |
103 |
| CFFEX.IF2405 |
-0.006760 |
-0.007354 |
0.000594 |
0.000731 |
0.000046 |
0.011054 |
- |
3509.6 |
3535.6 |
- |
3507.037 |
20240517 |
16 |
103 |
| CFFEX.IF2406 |
-0.006760 |
-0.007441 |
0.000681 |
-0.003489 |
-0.000087 |
-0.02111 |
- |
3494.8 |
3521.0 |
- |
3507.037 |
20240621 |
40 |
103 |
| CFFEX.IF2409 |
-0.006760 |
-0.006776 |
0.000017 |
-0.01364 |
-0.000132 |
-0.032048 |
- |
3459.2 |
3482.8 |
- |
3507.037 |
20240920 |
103 |
103 |
| CFFEX.IF2412 |
-0.006760 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3507.037 |
20241220 |
163 |
103 |
| CFFEX.IH2404 |
-0.004425 |
0.0 |
-0.004425 |
0.00662 |
inf |
inf |
- |
2430.0 |
2430.0 |
- |
2414.018 |
20240419 |
0 |
103 |
| CFFEX.IH2405 |
-0.004425 |
-0.005184 |
0.000759 |
0.001567 |
0.000098 |
0.023696 |
- |
2417.8 |
2430.4 |
- |
2414.018 |
20240517 |
16 |
103 |
| CFFEX.IH2406 |
-0.004425 |
-0.004966 |
0.000541 |
-0.003901 |
-0.000098 |
-0.023603 |
- |
2404.6 |
2416.6 |
- |
2414.018 |
20240621 |
40 |
103 |
| CFFEX.IH2409 |
-0.004425 |
-0.00495 |
0.000526 |
-0.017489 |
-0.00017 |
-0.04109 |
- |
2371.8 |
2383.6 |
- |
2414.018 |
20240920 |
103 |
103 |
| CFFEX.IH2412 |
-0.004425 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2414.018 |
20241220 |
163 |
103 |