|
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_20240426_151451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.018674 |
- |
- |
- |
- |
- |
- |
- |
5258.0 |
- |
5413.217 |
20240419 |
0 |
106 |
| CFFEX.IM2405 |
0.018674 |
0.024511 |
-0.005838 |
-0.000853 |
-0.000066 |
-0.015877 |
-0.009771 |
5408.6 |
5279.2 |
6039.525 |
5413.217 |
20240517 |
13 |
106 |
| CFFEX.IM2406 |
0.018674 |
0.026274 |
-0.007601 |
-0.011457 |
-0.00031 |
-0.074932 |
-0.007205 |
5351.2 |
5214.2 |
5992.6 |
5413.217 |
20240621 |
37 |
106 |
| CFFEX.IM2409 |
0.018674 |
0.02761 |
-0.008937 |
-0.030558 |
-0.000306 |
-0.07395 |
- |
5247.8 |
5106.8 |
- |
5413.217 |
20240920 |
100 |
106 |
| CFFEX.IM2412 |
0.018674 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5413.217 |
20241220 |
160 |
106 |
| CFFEX.IC2404 |
0.021355 |
0.0 |
0.021355 |
-0.010471 |
-inf |
-inf |
- |
5315.4 |
5315.4 |
- |
5371.649 |
20240419 |
0 |
106 |
| CFFEX.IC2405 |
0.021355 |
0.024129 |
-0.002774 |
0.000326 |
0.000025 |
0.006068 |
- |
5373.4 |
5246.8 |
- |
5371.649 |
20240517 |
13 |
106 |
| CFFEX.IC2406 |
0.021355 |
0.025916 |
-0.004561 |
-0.00511 |
-0.000138 |
-0.033422 |
- |
5344.2 |
5209.2 |
- |
5371.649 |
20240621 |
37 |
106 |
| CFFEX.IC2409 |
0.021355 |
0.02596 |
-0.004605 |
-0.01412 |
-0.000141 |
-0.034171 |
- |
5295.8 |
5161.8 |
- |
5371.649 |
20240920 |
100 |
106 |
| CFFEX.IC2412 |
0.021355 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5371.649 |
20241220 |
160 |
106 |
| CFFEX.IF2404 |
0.015356 |
0.0 |
0.015356 |
-0.012357 |
-inf |
-inf |
- |
3540.2 |
3540.2 |
- |
3584.494 |
20240419 |
0 |
106 |
| CFFEX.IF2405 |
0.015356 |
0.015339 |
0.000017 |
0.000867 |
0.000067 |
0.01613 |
- |
3587.6 |
3533.4 |
- |
3584.494 |
20240517 |
13 |
106 |
| CFFEX.IF2406 |
0.015356 |
0.015978 |
-0.000621 |
-0.003039 |
-0.000082 |
-0.019878 |
- |
3573.6 |
3517.4 |
- |
3584.494 |
20240621 |
37 |
106 |
| CFFEX.IF2409 |
0.015356 |
0.016432 |
-0.001076 |
-0.012915 |
-0.000129 |
-0.031254 |
- |
3538.2 |
3481.0 |
- |
3584.494 |
20240920 |
100 |
106 |
| CFFEX.IF2412 |
0.015356 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3584.494 |
20241220 |
160 |
106 |
| CFFEX.IH2404 |
0.012773 |
0.0 |
0.012773 |
-0.01327 |
-inf |
-inf |
- |
2430.0 |
2430.0 |
- |
2462.681 |
20240419 |
0 |
106 |
| CFFEX.IH2405 |
0.012773 |
0.012392 |
0.000381 |
0.001835 |
0.000141 |
0.034159 |
- |
2467.2 |
2437.0 |
- |
2462.681 |
20240517 |
13 |
106 |
| CFFEX.IH2406 |
0.012773 |
0.012704 |
0.000069 |
-0.003038 |
-0.000082 |
-0.019869 |
- |
2455.2 |
2424.4 |
- |
2462.681 |
20240621 |
37 |
106 |
| CFFEX.IH2409 |
0.012773 |
0.013475 |
-0.000702 |
-0.0166 |
-0.000166 |
-0.040172 |
- |
2421.8 |
2389.6 |
- |
2462.681 |
20240920 |
100 |
106 |
| CFFEX.IH2412 |
0.012773 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2462.681 |
20241220 |
160 |
106 |