|
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_20240507_151424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.003327 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5625.493 |
20240419 |
0 |
110 |
| CFFEX.IM2405 |
0.003327 |
0.002969 |
0.000357 |
-0.003323 |
-0.000369 |
-0.089349 |
-0.007853 |
5606.8 |
5590.2 |
6039.525 |
5625.493 |
20240517 |
9 |
110 |
| CFFEX.IM2406 |
0.003327 |
0.00155 |
0.001777 |
-0.01214 |
-0.000368 |
-0.089026 |
-0.006846 |
5557.2 |
5548.6 |
5992.6 |
5625.493 |
20240621 |
33 |
110 |
| CFFEX.IM2409 |
0.003327 |
0.000183 |
0.003143 |
-0.028921 |
-0.000301 |
-0.072904 |
- |
5462.8 |
5461.8 |
- |
5625.493 |
20240920 |
96 |
110 |
| CFFEX.IM2412 |
0.003327 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5625.493 |
20241220 |
156 |
110 |
| CFFEX.IC2404 |
0.000100 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5529.158 |
20240419 |
0 |
110 |
| CFFEX.IC2405 |
0.000100 |
-0.000253 |
0.000354 |
-0.001295 |
-0.000144 |
-0.03481 |
- |
5522.0 |
5523.4 |
- |
5529.158 |
20240517 |
9 |
110 |
| CFFEX.IC2406 |
0.000100 |
-0.001565 |
0.001665 |
-0.00748 |
-0.000227 |
-0.054853 |
- |
5487.8 |
5496.4 |
- |
5529.158 |
20240621 |
33 |
110 |
| CFFEX.IC2409 |
0.000100 |
-0.001248 |
0.001348 |
-0.015836 |
-0.000165 |
-0.039919 |
- |
5441.6 |
5448.4 |
- |
5529.158 |
20240920 |
96 |
110 |
| CFFEX.IC2412 |
0.000100 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5529.158 |
20241220 |
156 |
110 |
| CFFEX.IF2404 |
0.000658 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3660.285 |
20240419 |
0 |
110 |
| CFFEX.IF2405 |
0.000658 |
- |
- |
-0.000624 |
-0.000069 |
-0.016786 |
- |
3658.0 |
- |
- |
3660.285 |
20240517 |
9 |
110 |
| CFFEX.IF2406 |
0.000658 |
0.000329 |
0.000329 |
-0.004012 |
-0.000122 |
-0.029421 |
- |
3645.6 |
3644.4 |
- |
3660.285 |
20240621 |
33 |
110 |
| CFFEX.IF2409 |
0.000658 |
0.000222 |
0.000437 |
-0.013192 |
-0.000137 |
-0.033254 |
- |
3612.0 |
3611.2 |
- |
3660.285 |
20240920 |
96 |
110 |
| CFFEX.IF2412 |
0.000658 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3660.285 |
20241220 |
156 |
110 |
| CFFEX.IH2404 |
0.002221 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2501.305 |
20240419 |
0 |
110 |
| CFFEX.IH2405 |
0.002221 |
0.002562 |
-0.000341 |
0.001237 |
0.000137 |
0.033271 |
- |
2504.4 |
2498.0 |
- |
2501.305 |
20240517 |
9 |
110 |
| CFFEX.IH2406 |
0.002221 |
0.002411 |
-0.00019 |
-0.002521 |
-0.000076 |
-0.018485 |
- |
2495.0 |
2489.0 |
- |
2501.305 |
20240621 |
33 |
110 |
| CFFEX.IH2409 |
0.002221 |
0.001138 |
0.001083 |
-0.015474 |
-0.000161 |
-0.039007 |
- |
2462.6 |
2459.8 |
- |
2501.305 |
20240920 |
96 |
110 |
| CFFEX.IH2412 |
0.002221 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2501.305 |
20241220 |
156 |
110 |