|
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_20240513_151459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.009541 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5521.051 |
20240419 |
0 |
114 |
| CFFEX.IM2405 |
-0.009541 |
-0.009275 |
-0.000266 |
-0.001639 |
-0.000328 |
-0.079345 |
-0.009247 |
5512.0 |
5563.6 |
6039.525 |
5521.051 |
20240517 |
5 |
114 |
| CFFEX.IM2406 |
-0.009541 |
-0.010866 |
0.001325 |
-0.013992 |
-0.000482 |
-0.116762 |
-0.005012 |
5443.8 |
5503.6 |
5992.6 |
5521.051 |
20240621 |
29 |
114 |
| CFFEX.IM2409 |
-0.009541 |
-0.011656 |
0.002116 |
-0.032467 |
-0.000353 |
-0.085402 |
- |
5341.8 |
5404.8 |
- |
5521.051 |
20240920 |
92 |
114 |
| CFFEX.IM2412 |
-0.009541 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5521.051 |
20241220 |
152 |
114 |
| CFFEX.IC2404 |
-0.005217 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5506.516 |
20240419 |
0 |
114 |
| CFFEX.IC2405 |
-0.005217 |
-0.006111 |
0.000894 |
-0.001728 |
-0.000346 |
-0.083642 |
- |
5497.0 |
5530.8 |
- |
5506.516 |
20240517 |
5 |
114 |
| CFFEX.IC2406 |
-0.005217 |
-0.006618 |
0.001401 |
-0.007794 |
-0.000269 |
-0.065037 |
- |
5463.6 |
5500.0 |
- |
5506.516 |
20240621 |
29 |
114 |
| CFFEX.IC2409 |
-0.005217 |
-0.006685 |
0.001467 |
-0.017709 |
-0.000192 |
-0.046583 |
- |
5409.0 |
5445.4 |
- |
5506.516 |
20240920 |
92 |
114 |
| CFFEX.IC2412 |
-0.005217 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5506.516 |
20241220 |
152 |
114 |
| CFFEX.IF2404 |
-0.000511 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3664.402 |
20240419 |
0 |
114 |
| CFFEX.IF2405 |
-0.000511 |
-0.000928 |
0.000416 |
-0.000765 |
-0.000153 |
-0.037009 |
- |
3661.6 |
3665.0 |
- |
3664.402 |
20240517 |
5 |
114 |
| CFFEX.IF2406 |
-0.000511 |
-0.000329 |
-0.000183 |
-0.004258 |
-0.000147 |
-0.03553 |
- |
3648.8 |
3650.0 |
- |
3664.402 |
20240621 |
29 |
114 |
| CFFEX.IF2409 |
-0.000511 |
-0.000553 |
0.000042 |
-0.014137 |
-0.000154 |
-0.037185 |
- |
3612.6 |
3614.6 |
- |
3664.402 |
20240920 |
92 |
114 |
| CFFEX.IF2412 |
-0.000511 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3664.402 |
20241220 |
152 |
114 |
| CFFEX.IH2404 |
-0.000903 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2506.311 |
20240419 |
0 |
114 |
| CFFEX.IH2405 |
-0.000903 |
-0.00199 |
0.001088 |
0.000355 |
0.000071 |
0.017168 |
- |
2507.2 |
2512.2 |
- |
2506.311 |
20240517 |
5 |
114 |
| CFFEX.IH2406 |
-0.000903 |
-0.002558 |
0.001655 |
-0.004114 |
-0.000142 |
-0.034331 |
- |
2496.0 |
2502.4 |
- |
2506.311 |
20240621 |
29 |
114 |
| CFFEX.IH2409 |
-0.000903 |
-0.008427 |
0.007525 |
-0.023505 |
-0.000255 |
-0.061829 |
- |
2447.4 |
2468.2 |
- |
2506.311 |
20240920 |
92 |
114 |
| CFFEX.IH2412 |
-0.000903 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2506.311 |
20241220 |
152 |
114 |