|
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_20240424_151439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.016449 |
0.0 |
0.016449 |
-0.008722 |
-inf |
-inf |
- |
5258.0 |
5258.0 |
- |
5304.264 |
20240419 |
0 |
104 |
| CFFEX.IM2405 |
0.016449 |
0.023992 |
-0.007543 |
-0.005442 |
-0.000363 |
-0.087792 |
-0.005544 |
5275.4 |
5151.8 |
6039.525 |
5304.264 |
20240517 |
15 |
104 |
| CFFEX.IM2406 |
0.016449 |
0.024199 |
-0.007751 |
-0.018563 |
-0.000476 |
-0.115187 |
-0.00077 |
5205.8 |
5082.8 |
5992.6 |
5304.264 |
20240621 |
39 |
104 |
| CFFEX.IM2409 |
0.016449 |
0.024879 |
-0.008431 |
-0.038547 |
-0.000378 |
-0.091455 |
- |
5099.8 |
4976.0 |
- |
5304.264 |
20240920 |
102 |
104 |
| CFFEX.IM2412 |
0.016449 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5304.264 |
20241220 |
162 |
104 |
| CFFEX.IC2404 |
0.009992 |
0.0 |
0.009992 |
0.010473 |
inf |
inf |
- |
5315.4 |
5315.4 |
- |
5260.311 |
20240419 |
0 |
104 |
| CFFEX.IC2405 |
0.009992 |
0.012612 |
-0.00262 |
-0.00177 |
-0.000118 |
-0.028557 |
- |
5251.0 |
5185.6 |
- |
5260.311 |
20240517 |
15 |
104 |
| CFFEX.IC2406 |
0.009992 |
0.011612 |
-0.00162 |
-0.009602 |
-0.000246 |
-0.059583 |
- |
5209.8 |
5150.0 |
- |
5260.311 |
20240621 |
39 |
104 |
| CFFEX.IC2409 |
0.009992 |
0.011815 |
-0.001823 |
-0.019944 |
-0.000196 |
-0.047318 |
- |
5155.4 |
5095.2 |
- |
5260.311 |
20240920 |
102 |
104 |
| CFFEX.IC2412 |
0.009992 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5260.311 |
20241220 |
162 |
104 |
| CFFEX.IF2404 |
0.004394 |
0.0 |
0.004394 |
0.005273 |
inf |
inf |
- |
3540.2 |
3540.2 |
- |
3521.630 |
20240419 |
0 |
104 |
| CFFEX.IF2405 |
0.004394 |
0.003989 |
0.000405 |
0.000559 |
0.000037 |
0.009025 |
- |
3523.6 |
3509.6 |
- |
3521.630 |
20240517 |
15 |
104 |
| CFFEX.IF2406 |
0.004394 |
0.004063 |
0.00033 |
-0.003586 |
-0.000092 |
-0.022254 |
- |
3509.0 |
3494.8 |
- |
3521.630 |
20240621 |
39 |
104 |
| CFFEX.IF2409 |
0.004394 |
0.004568 |
-0.000174 |
-0.013241 |
-0.00013 |
-0.031415 |
- |
3475.0 |
3459.2 |
- |
3521.630 |
20240920 |
102 |
104 |
| CFFEX.IF2412 |
0.004394 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3521.630 |
20241220 |
162 |
104 |
| CFFEX.IH2404 |
0.004390 |
- |
- |
- |
- |
- |
- |
- |
2430.0 |
- |
2424.335 |
20240419 |
0 |
104 |
| CFFEX.IH2405 |
0.004390 |
0.003971 |
0.000419 |
0.001264 |
0.000084 |
0.020397 |
- |
2427.4 |
2417.8 |
- |
2424.335 |
20240517 |
15 |
104 |
| CFFEX.IH2406 |
0.004390 |
0.004159 |
0.000231 |
-0.004016 |
-0.000103 |
-0.024917 |
- |
2414.6 |
2404.6 |
- |
2424.335 |
20240621 |
39 |
104 |
| CFFEX.IH2409 |
0.004390 |
0.003795 |
0.000595 |
-0.017958 |
-0.000176 |
-0.042605 |
- |
2380.8 |
2371.8 |
- |
2424.335 |
20240920 |
102 |
104 |
| CFFEX.IH2412 |
0.004390 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2424.335 |
20241220 |
162 |
104 |