|
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_20240515_151439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.009679 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5497.939 |
20240419 |
0 |
116 |
| CFFEX.IM2405 |
-0.009679 |
-0.008633 |
-0.001046 |
-0.00159 |
-0.00053 |
-0.12822 |
-0.009253 |
5489.2 |
5537.0 |
6039.525 |
5497.939 |
20240517 |
3 |
116 |
| CFFEX.IM2406 |
-0.009679 |
-0.00841 |
-0.00127 |
-0.013448 |
-0.000498 |
-0.120538 |
-0.00549 |
5424.0 |
5470.0 |
5992.6 |
5497.939 |
20240621 |
27 |
116 |
| CFFEX.IM2409 |
-0.009679 |
-0.009645 |
-0.000034 |
-0.032619 |
-0.000362 |
-0.08771 |
- |
5318.6 |
5370.4 |
- |
5497.939 |
20240920 |
90 |
116 |
| CFFEX.IM2412 |
-0.009679 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5497.939 |
20241220 |
150 |
116 |
| CFFEX.IC2404 |
-0.009657 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5447.616 |
20240419 |
0 |
116 |
| CFFEX.IC2405 |
-0.009657 |
-0.008235 |
-0.001422 |
-0.000774 |
-0.000258 |
-0.062429 |
- |
5443.4 |
5488.6 |
- |
5447.616 |
20240517 |
3 |
116 |
| CFFEX.IC2406 |
-0.009657 |
-0.008838 |
-0.00082 |
-0.007676 |
-0.000284 |
-0.0688 |
- |
5405.8 |
5454.0 |
- |
5447.616 |
20240621 |
27 |
116 |
| CFFEX.IC2409 |
-0.009657 |
-0.008774 |
-0.000883 |
-0.017001 |
-0.000189 |
-0.045714 |
- |
5355.0 |
5402.4 |
- |
5447.616 |
20240920 |
90 |
116 |
| CFFEX.IC2412 |
-0.009657 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5447.616 |
20241220 |
150 |
116 |
| CFFEX.IF2404 |
-0.008562 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3625.733 |
20240419 |
0 |
116 |
| CFFEX.IF2405 |
-0.008562 |
-0.007112 |
-0.00145 |
0.001067 |
0.000356 |
0.086034 |
- |
3629.6 |
3655.6 |
- |
3625.733 |
20240517 |
3 |
116 |
| CFFEX.IF2406 |
-0.008562 |
-0.006921 |
-0.001641 |
-0.002684 |
-0.000099 |
-0.02406 |
- |
3616.0 |
3641.2 |
- |
3625.733 |
20240621 |
27 |
116 |
| CFFEX.IF2409 |
-0.008562 |
-0.006766 |
-0.001796 |
-0.012117 |
-0.000135 |
-0.032581 |
- |
3581.8 |
3606.2 |
- |
3625.733 |
20240920 |
90 |
116 |
| CFFEX.IF2412 |
-0.008562 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3625.733 |
20241220 |
150 |
116 |
| CFFEX.IH2404 |
-0.007816 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2477.222 |
20240419 |
0 |
116 |
| CFFEX.IH2405 |
-0.007816 |
-0.007848 |
0.000032 |
0.000314 |
0.000105 |
0.025334 |
- |
2478.0 |
2497.6 |
- |
2477.222 |
20240517 |
3 |
116 |
| CFFEX.IH2406 |
-0.007816 |
-0.008445 |
0.000629 |
-0.004692 |
-0.000174 |
-0.04205 |
- |
2465.6 |
2486.6 |
- |
2477.222 |
20240621 |
27 |
116 |
| CFFEX.IH2409 |
-0.007816 |
-0.007581 |
-0.000235 |
-0.017125 |
-0.00019 |
-0.046047 |
- |
2434.8 |
2453.4 |
- |
2477.222 |
20240920 |
90 |
116 |
| CFFEX.IH2412 |
-0.007816 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2477.222 |
20241220 |
150 |
116 |