|
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_20240517_151448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.013095 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5560.822 |
20240419 |
0 |
118 |
| CFFEX.IM2405 |
0.013095 |
0.00617 |
0.006925 |
-0.00878 |
-0.00878 |
-2.124672 |
-0.002739 |
5512.0 |
5478.2 |
6039.525 |
5560.822 |
20240517 |
1 |
118 |
| CFFEX.IM2406 |
0.013095 |
0.021274 |
-0.00818 |
-0.005507 |
-0.00022 |
-0.053305 |
-0.012923 |
5530.2 |
5415.0 |
5992.6 |
5560.822 |
20240621 |
25 |
118 |
| CFFEX.IM2409 |
0.013095 |
0.021792 |
-0.008698 |
-0.023598 |
-0.000268 |
-0.064893 |
- |
5429.6 |
5313.8 |
- |
5560.822 |
20240920 |
88 |
118 |
| CFFEX.IM2412 |
0.013095 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5560.822 |
20241220 |
148 |
118 |
| CFFEX.IC2404 |
0.012002 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5489.774 |
20240419 |
0 |
118 |
| CFFEX.IC2405 |
0.012002 |
0.005209 |
0.006794 |
-0.008666 |
-0.008666 |
-2.097155 |
- |
5442.2 |
5414.0 |
- |
5489.774 |
20240517 |
1 |
118 |
| CFFEX.IC2406 |
0.012002 |
0.015246 |
-0.003244 |
-0.005351 |
-0.000214 |
-0.051795 |
- |
5460.4 |
5378.4 |
- |
5489.774 |
20240621 |
25 |
118 |
| CFFEX.IC2409 |
0.012002 |
0.015995 |
-0.003993 |
-0.014203 |
-0.000161 |
-0.03906 |
- |
5411.8 |
5326.6 |
- |
5489.774 |
20240920 |
88 |
118 |
| CFFEX.IC2412 |
0.012002 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5489.774 |
20241220 |
148 |
118 |
| CFFEX.IF2404 |
0.009972 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3676.661 |
20240419 |
0 |
118 |
| CFFEX.IF2405 |
0.009972 |
0.002694 |
0.007278 |
-0.008013 |
-0.008013 |
-1.93914 |
- |
3647.2 |
3637.4 |
- |
3676.661 |
20240517 |
1 |
118 |
| CFFEX.IF2406 |
0.009972 |
0.012697 |
-0.002725 |
-0.002084 |
-0.000083 |
-0.02017 |
- |
3669.0 |
3623.0 |
- |
3676.661 |
20240621 |
25 |
118 |
| CFFEX.IF2409 |
0.009972 |
0.013046 |
-0.003074 |
-0.011603 |
-0.000132 |
-0.031909 |
- |
3634.0 |
3587.2 |
- |
3676.661 |
20240920 |
88 |
118 |
| CFFEX.IF2412 |
0.009972 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3676.661 |
20241220 |
148 |
118 |
| CFFEX.IH2404 |
0.013549 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2523.144 |
20240419 |
0 |
118 |
| CFFEX.IH2405 |
0.013549 |
0.005062 |
0.008488 |
-0.008459 |
-0.008459 |
-2.047148 |
- |
2501.8 |
2489.2 |
- |
2523.144 |
20240517 |
1 |
118 |
| CFFEX.IH2406 |
0.013549 |
0.017275 |
-0.003725 |
-0.001088 |
-0.000044 |
-0.010527 |
- |
2520.4 |
2477.6 |
- |
2523.144 |
20240621 |
25 |
118 |
| CFFEX.IH2409 |
0.013549 |
0.016763 |
-0.003214 |
-0.014404 |
-0.000164 |
-0.039612 |
- |
2486.8 |
2445.8 |
- |
2523.144 |
20240920 |
88 |
118 |
| CFFEX.IH2412 |
0.013549 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2523.144 |
20241220 |
148 |
118 |