|
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_20240510_151417 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.009180 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5575.172 |
20240419 |
0 |
113 |
| CFFEX.IM2405 |
-0.009180 |
-0.009507 |
0.000327 |
-0.002076 |
-0.000346 |
-0.083717 |
-0.008935 |
5563.6 |
5617.0 |
6039.525 |
5575.172 |
20240517 |
6 |
113 |
| CFFEX.IM2406 |
-0.009180 |
-0.010642 |
0.001462 |
-0.012838 |
-0.000428 |
-0.103557 |
-0.006136 |
5503.6 |
5562.8 |
5992.6 |
5575.172 |
20240621 |
30 |
113 |
| CFFEX.IM2409 |
-0.009180 |
-0.011739 |
0.002559 |
-0.030559 |
-0.000329 |
-0.079519 |
- |
5404.8 |
5469.0 |
- |
5575.172 |
20240920 |
93 |
113 |
| CFFEX.IM2412 |
-0.009180 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5575.172 |
20241220 |
153 |
113 |
| CFFEX.IC2404 |
-0.003612 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5536.702 |
20240419 |
0 |
113 |
| CFFEX.IC2405 |
-0.003612 |
-0.003208 |
-0.000404 |
-0.001066 |
-0.000178 |
-0.042994 |
- |
5530.8 |
5548.6 |
- |
5536.702 |
20240517 |
6 |
113 |
| CFFEX.IC2406 |
-0.003612 |
-0.002901 |
-0.000711 |
-0.006629 |
-0.000221 |
-0.053473 |
- |
5500.0 |
5516.0 |
- |
5536.702 |
20240621 |
30 |
113 |
| CFFEX.IC2409 |
-0.003612 |
-0.003586 |
-0.000025 |
-0.01649 |
-0.000177 |
-0.04291 |
- |
5445.4 |
5465.0 |
- |
5536.702 |
20240920 |
93 |
113 |
| CFFEX.IC2412 |
-0.003612 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5536.702 |
20241220 |
153 |
113 |
| CFFEX.IF2404 |
0.000740 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3667.273 |
20240419 |
0 |
113 |
| CFFEX.IF2405 |
0.000740 |
0.000382 |
0.000358 |
-0.00062 |
-0.000103 |
-0.024999 |
- |
3665.0 |
3663.6 |
- |
3667.273 |
20240517 |
6 |
113 |
| CFFEX.IF2406 |
0.000740 |
0.0 |
0.00074 |
-0.00471 |
-0.000157 |
-0.037994 |
- |
3650.0 |
3650.0 |
- |
3667.273 |
20240621 |
30 |
113 |
| CFFEX.IF2409 |
0.000740 |
-0.000221 |
0.000961 |
-0.014363 |
-0.000154 |
-0.037375 |
- |
3614.6 |
3615.4 |
- |
3667.273 |
20240920 |
93 |
113 |
| CFFEX.IF2412 |
0.000740 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3667.273 |
20241220 |
153 |
113 |
| CFFEX.IH2404 |
0.003061 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2509.388 |
20240419 |
0 |
113 |
| CFFEX.IH2405 |
0.003061 |
0.002554 |
0.000507 |
0.001121 |
0.000187 |
0.045197 |
- |
2512.2 |
2505.8 |
- |
2509.388 |
20240517 |
6 |
113 |
| CFFEX.IH2406 |
0.003061 |
0.002323 |
0.000738 |
-0.002785 |
-0.000093 |
-0.022464 |
- |
2502.4 |
2496.6 |
- |
2509.388 |
20240621 |
30 |
113 |
| CFFEX.IH2409 |
0.003061 |
0.002111 |
0.00095 |
-0.016414 |
-0.000176 |
-0.042711 |
- |
2468.2 |
2463.0 |
- |
2509.388 |
20240920 |
93 |
113 |
| CFFEX.IH2412 |
0.003061 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2509.388 |
20241220 |
153 |
113 |