|
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_20240429_151420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.023221 |
0.0 |
0.023221 |
-0.051194 |
-inf |
-inf |
- |
5258.0 |
5258.0 |
- |
5541.702 |
20240419 |
0 |
107 |
| CFFEX.IM2405 |
0.023221 |
0.027438 |
-0.004217 |
0.002761 |
0.00023 |
0.055671 |
-0.013318 |
5557.0 |
5408.6 |
6039.525 |
5541.702 |
20240517 |
12 |
107 |
| CFFEX.IM2406 |
0.023221 |
0.029713 |
-0.006492 |
-0.005685 |
-0.000158 |
-0.038213 |
-0.012714 |
5510.2 |
5351.2 |
5992.6 |
5541.702 |
20240621 |
36 |
107 |
| CFFEX.IM2409 |
0.023221 |
0.03411 |
-0.010888 |
-0.020734 |
-0.000209 |
-0.050683 |
- |
5426.8 |
5247.8 |
- |
5541.702 |
20240920 |
99 |
107 |
| CFFEX.IM2412 |
0.023221 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5541.702 |
20241220 |
159 |
107 |
| CFFEX.IC2404 |
0.019729 |
0.0 |
0.019729 |
-0.029701 |
-inf |
-inf |
- |
5315.4 |
5315.4 |
- |
5478.108 |
20240419 |
0 |
107 |
| CFFEX.IC2405 |
0.019729 |
0.020732 |
-0.001003 |
0.001222 |
0.000102 |
0.024635 |
- |
5484.8 |
5373.4 |
- |
5478.108 |
20240517 |
12 |
107 |
| CFFEX.IC2406 |
0.019729 |
0.022978 |
-0.003249 |
-0.002028 |
-0.000056 |
-0.013631 |
- |
5467.0 |
5344.2 |
- |
5478.108 |
20240621 |
36 |
107 |
| CFFEX.IC2409 |
0.019729 |
0.02383 |
-0.004101 |
-0.010242 |
-0.000103 |
-0.025037 |
- |
5422.0 |
5295.8 |
- |
5478.108 |
20240920 |
99 |
107 |
| CFFEX.IC2412 |
0.019729 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5478.108 |
20241220 |
159 |
107 |
| CFFEX.IF2404 |
0.011342 |
- |
- |
- |
- |
- |
- |
- |
3540.2 |
- |
3624.923 |
20240419 |
0 |
107 |
| CFFEX.IF2405 |
0.011342 |
0.012264 |
-0.000922 |
0.001842 |
0.000153 |
0.037146 |
- |
3631.6 |
3587.6 |
- |
3624.923 |
20240517 |
12 |
107 |
| CFFEX.IF2406 |
0.011342 |
0.014159 |
-0.002817 |
-0.000199 |
-0.000006 |
-0.001341 |
- |
3624.2 |
3573.6 |
- |
3624.923 |
20240621 |
36 |
107 |
| CFFEX.IF2409 |
0.011342 |
0.015714 |
-0.004372 |
-0.008586 |
-0.000087 |
-0.020988 |
- |
3593.8 |
3538.2 |
- |
3624.923 |
20240920 |
99 |
107 |
| CFFEX.IF2412 |
0.011342 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3624.923 |
20241220 |
159 |
107 |
| CFFEX.IH2404 |
0.005627 |
0.0 |
0.005627 |
-0.018463 |
-inf |
-inf |
- |
2430.0 |
2430.0 |
- |
2475.709 |
20240419 |
0 |
107 |
| CFFEX.IH2405 |
0.005627 |
0.00689 |
-0.001263 |
0.00343 |
0.000286 |
0.069166 |
- |
2484.2 |
2467.2 |
- |
2475.709 |
20240517 |
12 |
107 |
| CFFEX.IH2406 |
0.005627 |
0.008309 |
-0.002682 |
-0.000044 |
-0.000001 |
-0.000296 |
- |
2475.6 |
2455.2 |
- |
2475.709 |
20240621 |
36 |
107 |
| CFFEX.IH2409 |
0.005627 |
0.009249 |
-0.003622 |
-0.012727 |
-0.000129 |
-0.031111 |
- |
2444.2 |
2421.8 |
- |
2475.709 |
20240920 |
99 |
107 |
| CFFEX.IH2412 |
0.005627 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2475.709 |
20241220 |
159 |
107 |