|
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_20240520_151504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.006327 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5598.432 |
20240419 |
0 |
119 |
| CFFEX.IM2405 |
0.006327 |
0.0 |
0.006327 |
-0.015439 |
-inf |
-inf |
0.003415 |
5512.0 |
5512.0 |
6039.525 |
5598.432 |
20240517 |
0 |
119 |
| CFFEX.IM2406 |
0.006327 |
0.001627 |
0.0047 |
-0.01058 |
-0.000441 |
-0.106683 |
-0.00827 |
5539.2 |
5530.2 |
5992.6 |
5598.432 |
20240621 |
24 |
119 |
| CFFEX.IM2409 |
0.006327 |
0.001805 |
0.004523 |
-0.028407 |
-0.000327 |
-0.079016 |
- |
5439.4 |
5429.6 |
- |
5598.432 |
20240920 |
87 |
119 |
| CFFEX.IM2412 |
0.006327 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5598.432 |
20241220 |
147 |
119 |
| CFFEX.IC2404 |
0.005660 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5522.979 |
20240419 |
0 |
119 |
| CFFEX.IC2405 |
0.005660 |
0.0 |
0.00566 |
-0.014626 |
-inf |
-inf |
- |
5442.2 |
5442.2 |
- |
5522.979 |
20240517 |
0 |
119 |
| CFFEX.IC2406 |
0.005660 |
0.002491 |
0.003169 |
-0.008868 |
-0.00037 |
-0.089421 |
- |
5474.0 |
5460.4 |
- |
5522.979 |
20240621 |
24 |
119 |
| CFFEX.IC2409 |
0.005660 |
0.002291 |
0.003369 |
-0.017885 |
-0.000206 |
-0.049749 |
- |
5424.2 |
5411.8 |
- |
5522.979 |
20240920 |
87 |
119 |
| CFFEX.IC2412 |
0.005660 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5522.979 |
20241220 |
147 |
119 |
| CFFEX.IF2404 |
0.003671 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3691.470 |
20240419 |
0 |
119 |
| CFFEX.IF2405 |
0.003671 |
0.0 |
0.003671 |
-0.011993 |
-inf |
-inf |
- |
3647.2 |
3647.2 |
- |
3691.470 |
20240517 |
0 |
119 |
| CFFEX.IF2406 |
0.003671 |
0.001635 |
0.002035 |
-0.004462 |
-0.000186 |
-0.044988 |
- |
3675.0 |
3669.0 |
- |
3691.470 |
20240621 |
24 |
119 |
| CFFEX.IF2409 |
0.003671 |
0.001486 |
0.002185 |
-0.014105 |
-0.000162 |
-0.039236 |
- |
3639.4 |
3634.0 |
- |
3691.470 |
20240920 |
87 |
119 |
| CFFEX.IF2412 |
0.003671 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3691.470 |
20241220 |
147 |
119 |
| CFFEX.IH2404 |
0.003866 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2533.929 |
20240419 |
0 |
119 |
| CFFEX.IH2405 |
0.003866 |
0.0 |
0.003866 |
-0.01268 |
-inf |
-inf |
- |
2501.8 |
2501.8 |
- |
2533.929 |
20240517 |
0 |
119 |
| CFFEX.IH2406 |
0.003866 |
0.001349 |
0.002517 |
-0.003997 |
-0.000167 |
-0.040307 |
- |
2523.8 |
2520.4 |
- |
2533.929 |
20240621 |
24 |
119 |
| CFFEX.IH2409 |
0.003866 |
0.001689 |
0.002177 |
-0.016942 |
-0.000195 |
-0.047125 |
- |
2491.0 |
2486.8 |
- |
2533.929 |
20240920 |
87 |
119 |
| CFFEX.IH2412 |
0.003866 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2533.929 |
20241220 |
147 |
119 |