|
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_20240509_151431 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.016383 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5627.365 |
20240419 |
0 |
112 |
| CFFEX.IM2405 |
0.016383 |
0.017609 |
-0.001227 |
-0.001842 |
-0.000263 |
-0.063677 |
-0.009236 |
5617.0 |
5519.8 |
6039.525 |
5627.365 |
20240517 |
7 |
112 |
| CFFEX.IM2406 |
0.016383 |
0.018604 |
-0.002221 |
-0.011473 |
-0.00037 |
-0.089567 |
-0.007474 |
5562.8 |
5461.2 |
5992.6 |
5627.365 |
20240621 |
31 |
112 |
| CFFEX.IM2409 |
0.016383 |
0.019651 |
-0.003268 |
-0.028142 |
-0.000299 |
-0.072451 |
- |
5469.0 |
5363.6 |
- |
5627.365 |
20240920 |
94 |
112 |
| CFFEX.IM2412 |
0.016383 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5627.365 |
20241220 |
154 |
112 |
| CFFEX.IC2404 |
0.017926 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5556.610 |
20240419 |
0 |
112 |
| CFFEX.IC2405 |
0.017926 |
0.01798 |
-0.000054 |
-0.001442 |
-0.000206 |
-0.049836 |
- |
5548.6 |
5450.6 |
- |
5556.610 |
20240517 |
7 |
112 |
| CFFEX.IC2406 |
0.017926 |
0.018125 |
-0.000199 |
-0.007308 |
-0.000236 |
-0.057053 |
- |
5516.0 |
5417.8 |
- |
5556.610 |
20240621 |
31 |
112 |
| CFFEX.IC2409 |
0.017926 |
0.018449 |
-0.000523 |
-0.016487 |
-0.000175 |
-0.042444 |
- |
5465.0 |
5366.0 |
- |
5556.610 |
20240920 |
94 |
112 |
| CFFEX.IC2412 |
0.017926 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5556.610 |
20241220 |
154 |
112 |
| CFFEX.IF2404 |
0.009922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3666.243 |
20240419 |
0 |
112 |
| CFFEX.IF2405 |
0.009922 |
0.009646 |
0.000277 |
-0.000721 |
-0.000103 |
-0.024923 |
- |
3663.6 |
3628.6 |
- |
3666.243 |
20240517 |
7 |
112 |
| CFFEX.IF2406 |
0.009922 |
0.009794 |
0.000129 |
-0.00443 |
-0.000143 |
-0.034586 |
- |
3650.0 |
3614.6 |
- |
3666.243 |
20240621 |
31 |
112 |
| CFFEX.IF2409 |
0.009922 |
0.01017 |
-0.000248 |
-0.013868 |
-0.000148 |
-0.035702 |
- |
3615.4 |
3579.0 |
- |
3666.243 |
20240920 |
94 |
112 |
| CFFEX.IF2412 |
0.009922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3666.243 |
20241220 |
154 |
112 |
| CFFEX.IH2404 |
0.006787 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2502.891 |
20240419 |
0 |
112 |
| CFFEX.IH2405 |
0.006787 |
0.006912 |
-0.000125 |
0.001162 |
0.000166 |
0.040181 |
- |
2505.8 |
2488.6 |
- |
2502.891 |
20240517 |
7 |
112 |
| CFFEX.IH2406 |
0.006787 |
0.0071 |
-0.000313 |
-0.002513 |
-0.000081 |
-0.019621 |
- |
2496.6 |
2479.0 |
- |
2502.891 |
20240621 |
31 |
112 |
| CFFEX.IH2409 |
0.006787 |
0.006703 |
0.000084 |
-0.015938 |
-0.00017 |
-0.041032 |
- |
2463.0 |
2446.6 |
- |
2502.891 |
20240920 |
94 |
112 |
| CFFEX.IH2412 |
0.006787 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2502.891 |
20241220 |
154 |
112 |