|
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_20240514_151500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.005948 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5553.642 |
20240419 |
0 |
115 |
| CFFEX.IM2405 |
0.005948 |
0.004536 |
0.001413 |
-0.002997 |
-0.000749 |
-0.181294 |
-0.008053 |
5537.0 |
5512.0 |
6039.525 |
5553.642 |
20240517 |
4 |
115 |
| CFFEX.IM2406 |
0.005948 |
0.004813 |
0.001135 |
-0.015061 |
-0.000538 |
-0.130168 |
-0.004052 |
5470.0 |
5443.8 |
5992.6 |
5553.642 |
20240621 |
28 |
115 |
| CFFEX.IM2409 |
0.005948 |
0.005354 |
0.000594 |
-0.032995 |
-0.000363 |
-0.087745 |
- |
5370.4 |
5341.8 |
- |
5553.642 |
20240920 |
91 |
115 |
| CFFEX.IM2412 |
0.005948 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5553.642 |
20241220 |
151 |
115 |
| CFFEX.IC2404 |
-0.000534 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5502.318 |
20240419 |
0 |
115 |
| CFFEX.IC2405 |
-0.000534 |
-0.001528 |
0.000994 |
-0.002493 |
-0.000623 |
-0.150834 |
- |
5488.6 |
5497.0 |
- |
5502.318 |
20240517 |
4 |
115 |
| CFFEX.IC2406 |
-0.000534 |
-0.001757 |
0.001223 |
-0.008781 |
-0.000314 |
-0.075896 |
- |
5454.0 |
5463.6 |
- |
5502.318 |
20240621 |
28 |
115 |
| CFFEX.IC2409 |
-0.000534 |
-0.00122 |
0.000686 |
-0.018159 |
-0.0002 |
-0.048292 |
- |
5402.4 |
5409.0 |
- |
5502.318 |
20240920 |
91 |
115 |
| CFFEX.IC2412 |
-0.000534 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5502.318 |
20241220 |
151 |
115 |
| CFFEX.IF2404 |
-0.001888 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3657.772 |
20240419 |
0 |
115 |
| CFFEX.IF2405 |
-0.001888 |
-0.001639 |
-0.000249 |
-0.000594 |
-0.000148 |
-0.035925 |
- |
3655.6 |
3661.6 |
- |
3657.772 |
20240517 |
4 |
115 |
| CFFEX.IF2406 |
-0.001888 |
-0.002083 |
0.000195 |
-0.004531 |
-0.000162 |
-0.039158 |
- |
3641.2 |
3648.8 |
- |
3657.772 |
20240621 |
28 |
115 |
| CFFEX.IF2409 |
-0.001888 |
-0.001772 |
-0.000116 |
-0.014099 |
-0.000155 |
-0.037495 |
- |
3606.2 |
3612.6 |
- |
3657.772 |
20240920 |
91 |
115 |
| CFFEX.IF2412 |
-0.001888 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3657.772 |
20241220 |
151 |
115 |
| CFFEX.IH2404 |
-0.003651 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2497.309 |
20240419 |
0 |
115 |
| CFFEX.IH2405 |
-0.003651 |
-0.003829 |
0.000178 |
0.000117 |
0.000029 |
0.00705 |
- |
2497.6 |
2507.2 |
- |
2497.309 |
20240517 |
4 |
115 |
| CFFEX.IH2406 |
-0.003651 |
-0.003766 |
0.000115 |
-0.004288 |
-0.000153 |
-0.037062 |
- |
2486.6 |
2496.0 |
- |
2497.309 |
20240621 |
28 |
115 |
| CFFEX.IH2409 |
-0.003651 |
0.002452 |
-0.006102 |
-0.017583 |
-0.000193 |
-0.046758 |
- |
2453.4 |
2447.4 |
- |
2497.309 |
20240920 |
91 |
115 |
| CFFEX.IH2412 |
-0.003651 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2497.309 |
20241220 |
151 |
115 |