|
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_20240506_151441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.019872 |
- |
- |
- |
- |
- |
- |
- |
5258.0 |
- |
5606.677 |
20240419 |
0 |
109 |
| CFFEX.IM2405 |
0.019872 |
0.017695 |
0.002177 |
-0.002939 |
-0.000294 |
-0.071119 |
-0.008184 |
5590.2 |
5493.0 |
6039.525 |
5606.677 |
20240517 |
10 |
109 |
| CFFEX.IM2406 |
0.019872 |
0.018316 |
0.001556 |
-0.010359 |
-0.000305 |
-0.073728 |
-0.00849 |
5548.6 |
5448.8 |
5992.6 |
5606.677 |
20240621 |
34 |
109 |
| CFFEX.IM2409 |
0.019872 |
0.019183 |
0.00069 |
-0.02584 |
-0.000266 |
-0.064467 |
- |
5461.8 |
5359.0 |
- |
5606.677 |
20240920 |
97 |
109 |
| CFFEX.IM2412 |
0.019872 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5606.677 |
20241220 |
157 |
109 |
| CFFEX.IC2404 |
0.016320 |
- |
- |
- |
- |
- |
- |
- |
5315.4 |
- |
5529.938 |
20240419 |
0 |
109 |
| CFFEX.IC2405 |
0.016320 |
0.014958 |
0.001362 |
-0.001182 |
-0.000118 |
-0.028611 |
- |
5523.4 |
5442.0 |
- |
5529.938 |
20240517 |
10 |
109 |
| CFFEX.IC2406 |
0.016320 |
0.013984 |
0.002336 |
-0.006065 |
-0.000178 |
-0.043167 |
- |
5496.4 |
5420.6 |
- |
5529.938 |
20240621 |
34 |
109 |
| CFFEX.IC2409 |
0.016320 |
0.013882 |
0.002437 |
-0.014745 |
-0.000152 |
-0.036786 |
- |
5448.4 |
5373.8 |
- |
5529.938 |
20240920 |
97 |
109 |
| CFFEX.IC2412 |
0.016320 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5529.938 |
20241220 |
157 |
109 |
| CFFEX.IF2404 |
0.015336 |
- |
- |
- |
- |
- |
- |
- |
3540.2 |
- |
3659.670 |
20240419 |
0 |
109 |
| CFFEX.IF2405 |
0.015336 |
- |
- |
- |
- |
- |
- |
- |
3610.2 |
- |
3659.670 |
20240517 |
10 |
109 |
| CFFEX.IF2406 |
0.015336 |
0.012165 |
0.003171 |
-0.004173 |
-0.000123 |
-0.029698 |
- |
3644.4 |
3600.6 |
- |
3659.670 |
20240621 |
34 |
109 |
| CFFEX.IF2409 |
0.015336 |
0.013016 |
0.002319 |
-0.013244 |
-0.000137 |
-0.033043 |
- |
3611.2 |
3564.8 |
- |
3659.670 |
20240920 |
97 |
109 |
| CFFEX.IF2412 |
0.015336 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3659.670 |
20241220 |
157 |
109 |
| CFFEX.IH2404 |
0.013322 |
- |
- |
- |
- |
- |
- |
- |
2430.0 |
- |
2497.072 |
20240419 |
0 |
109 |
| CFFEX.IH2405 |
0.013322 |
0.011254 |
0.002068 |
0.000372 |
0.000037 |
0.008994 |
- |
2498.0 |
2470.2 |
- |
2497.072 |
20240517 |
10 |
109 |
| CFFEX.IH2406 |
0.013322 |
0.011624 |
0.001698 |
-0.003233 |
-0.000095 |
-0.023008 |
- |
2489.0 |
2460.4 |
- |
2497.072 |
20240621 |
34 |
109 |
| CFFEX.IH2409 |
0.013322 |
0.013181 |
0.000141 |
-0.014926 |
-0.000154 |
-0.037239 |
- |
2459.8 |
2427.8 |
- |
2497.072 |
20240920 |
97 |
109 |
| CFFEX.IH2412 |
0.013322 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2497.072 |
20241220 |
157 |
109 |