|
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_20240425_151453 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.001693 |
0.0 |
0.001693 |
-0.010648 |
-inf |
-inf |
- |
5258.0 |
5258.0 |
- |
5314.589 |
20240419 |
0 |
105 |
| CFFEX.IM2405 |
0.001693 |
0.00072 |
0.000973 |
-0.006659 |
-0.000476 |
-0.115103 |
-0.004484 |
5279.2 |
5275.4 |
6039.525 |
5314.589 |
20240517 |
14 |
105 |
| CFFEX.IM2406 |
0.001693 |
0.001614 |
0.000079 |
-0.018889 |
-0.000497 |
-0.120295 |
-0.000482 |
5214.2 |
5205.8 |
5992.6 |
5314.589 |
20240621 |
38 |
105 |
| CFFEX.IM2409 |
0.001693 |
0.001373 |
0.00032 |
-0.039098 |
-0.000387 |
-0.09368 |
- |
5106.8 |
5099.8 |
- |
5314.589 |
20240920 |
101 |
105 |
| CFFEX.IM2412 |
0.001693 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5314.589 |
20241220 |
161 |
105 |
| CFFEX.IC2404 |
-0.000474 |
- |
- |
- |
- |
- |
- |
- |
5315.4 |
- |
5260.546 |
20240419 |
0 |
105 |
| CFFEX.IC2405 |
-0.000474 |
-0.0008 |
0.000326 |
-0.002613 |
-0.000187 |
-0.045168 |
- |
5246.8 |
5251.0 |
- |
5260.546 |
20240517 |
14 |
105 |
| CFFEX.IC2406 |
-0.000474 |
-0.000115 |
-0.000359 |
-0.009761 |
-0.000257 |
-0.06216 |
- |
5209.2 |
5209.8 |
- |
5260.546 |
20240621 |
38 |
105 |
| CFFEX.IC2409 |
-0.000474 |
0.001241 |
-0.001715 |
-0.018771 |
-0.000186 |
-0.044976 |
- |
5161.8 |
5155.4 |
- |
5260.546 |
20240920 |
101 |
105 |
| CFFEX.IC2412 |
-0.000474 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5260.546 |
20241220 |
161 |
105 |
| CFFEX.IF2404 |
0.002677 |
0.0 |
0.002677 |
0.002592 |
inf |
inf |
- |
3540.2 |
3540.2 |
- |
3531.049 |
20240419 |
0 |
105 |
| CFFEX.IF2405 |
0.002677 |
0.002781 |
-0.000104 |
0.000666 |
0.000048 |
0.011509 |
- |
3533.4 |
3523.6 |
- |
3531.049 |
20240517 |
14 |
105 |
| CFFEX.IF2406 |
0.002677 |
0.002394 |
0.000283 |
-0.003865 |
-0.000102 |
-0.024617 |
- |
3517.4 |
3509.0 |
- |
3531.049 |
20240621 |
38 |
105 |
| CFFEX.IF2409 |
0.002677 |
0.001727 |
0.00095 |
-0.014174 |
-0.00014 |
-0.033961 |
- |
3481.0 |
3475.0 |
- |
3531.049 |
20240920 |
101 |
105 |
| CFFEX.IF2412 |
0.002677 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3531.049 |
20241220 |
161 |
105 |
| CFFEX.IH2404 |
0.003343 |
0.0 |
0.003343 |
-0.000914 |
-inf |
-inf |
- |
2430.0 |
2430.0 |
- |
2432.224 |
20240419 |
0 |
105 |
| CFFEX.IH2405 |
0.003343 |
0.003955 |
-0.000611 |
0.001964 |
0.00014 |
0.033943 |
- |
2437.0 |
2427.4 |
- |
2432.224 |
20240517 |
14 |
105 |
| CFFEX.IH2406 |
0.003343 |
0.004059 |
-0.000715 |
-0.003217 |
-0.000085 |
-0.020486 |
- |
2424.4 |
2414.6 |
- |
2432.224 |
20240621 |
38 |
105 |
| CFFEX.IH2409 |
0.003343 |
0.003696 |
-0.000353 |
-0.017525 |
-0.000174 |
-0.04199 |
- |
2389.6 |
2380.8 |
- |
2432.224 |
20240920 |
101 |
105 |
| CFFEX.IH2412 |
0.003343 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2432.224 |
20241220 |
161 |
105 |