|
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_20240430_151459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.008579 |
0.0 |
-0.008579 |
-0.043594 |
-inf |
-inf |
- |
5258.0 |
5258.0 |
- |
5497.663 |
20240419 |
0 |
108 |
| CFFEX.IM2405 |
-0.008579 |
-0.011517 |
0.002938 |
-0.000848 |
-0.000077 |
-0.01866 |
-0.009928 |
5493.0 |
5557.0 |
6039.525 |
5497.663 |
20240517 |
11 |
108 |
| CFFEX.IM2406 |
-0.008579 |
-0.011143 |
0.002564 |
-0.008888 |
-0.000254 |
-0.061454 |
-0.009674 |
5448.8 |
5510.2 |
5992.6 |
5497.663 |
20240621 |
35 |
108 |
| CFFEX.IM2409 |
-0.008579 |
-0.012494 |
0.003915 |
-0.025222 |
-0.000257 |
-0.062283 |
- |
5359.0 |
5426.8 |
- |
5497.663 |
20240920 |
98 |
108 |
| CFFEX.IM2412 |
-0.008579 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5497.663 |
20241220 |
158 |
108 |
| CFFEX.IC2404 |
-0.006545 |
0.0 |
-0.006545 |
-0.023378 |
-inf |
-inf |
- |
5315.4 |
5315.4 |
- |
5442.636 |
20240419 |
0 |
108 |
| CFFEX.IC2405 |
-0.006545 |
-0.007803 |
0.001259 |
-0.000117 |
-0.000011 |
-0.002571 |
- |
5442.0 |
5484.8 |
- |
5442.636 |
20240517 |
11 |
108 |
| CFFEX.IC2406 |
-0.006545 |
-0.008487 |
0.001943 |
-0.004049 |
-0.000116 |
-0.027994 |
- |
5420.6 |
5467.0 |
- |
5442.636 |
20240621 |
35 |
108 |
| CFFEX.IC2409 |
-0.006545 |
-0.00889 |
0.002345 |
-0.012648 |
-0.000129 |
-0.031232 |
- |
5373.8 |
5422.0 |
- |
5442.636 |
20240920 |
98 |
108 |
| CFFEX.IC2412 |
-0.006545 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5442.636 |
20241220 |
158 |
108 |
| CFFEX.IF2404 |
-0.004826 |
0.0 |
-0.004826 |
-0.018362 |
-inf |
-inf |
- |
3540.2 |
3540.2 |
- |
3606.422 |
20240419 |
0 |
108 |
| CFFEX.IF2405 |
-0.004826 |
-0.005893 |
0.001066 |
0.001048 |
0.000095 |
0.023047 |
- |
3610.2 |
3631.6 |
- |
3606.422 |
20240517 |
11 |
108 |
| CFFEX.IF2406 |
-0.004826 |
-0.006512 |
0.001685 |
-0.001614 |
-0.000046 |
-0.011162 |
- |
3600.6 |
3624.2 |
- |
3606.422 |
20240621 |
35 |
108 |
| CFFEX.IF2409 |
-0.004826 |
-0.008069 |
0.003243 |
-0.011541 |
-0.000118 |
-0.028499 |
- |
3564.8 |
3593.8 |
- |
3606.422 |
20240920 |
98 |
108 |
| CFFEX.IF2412 |
-0.004826 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3606.422 |
20241220 |
158 |
108 |
| CFFEX.IH2404 |
-0.003236 |
0.0 |
-0.003236 |
-0.014731 |
-inf |
-inf |
- |
2430.0 |
2430.0 |
- |
2466.332 |
20240419 |
0 |
108 |
| CFFEX.IH2405 |
-0.003236 |
-0.005636 |
0.002399 |
0.001568 |
0.000143 |
0.034503 |
- |
2470.2 |
2484.2 |
- |
2466.332 |
20240517 |
11 |
108 |
| CFFEX.IH2406 |
-0.003236 |
-0.00614 |
0.002904 |
-0.002405 |
-0.000069 |
-0.01663 |
- |
2460.4 |
2475.6 |
- |
2466.332 |
20240621 |
35 |
108 |
| CFFEX.IH2409 |
-0.003236 |
-0.00671 |
0.003473 |
-0.015623 |
-0.000159 |
-0.03858 |
- |
2427.8 |
2444.2 |
- |
2466.332 |
20240920 |
98 |
108 |
| CFFEX.IH2412 |
-0.003236 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2466.332 |
20241220 |
158 |
108 |