|
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_20240521_151415 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.010690 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5536.950 |
20240419 |
0 |
120 |
| CFFEX.IM2405 |
-0.010690 |
0.0 |
-0.01069 |
-0.004506 |
-inf |
-inf |
-0.006645 |
5512.0 |
5512.0 |
6039.525 |
5536.950 |
20240517 |
0 |
120 |
| CFFEX.IM2406 |
-0.010690 |
-0.011265 |
0.000576 |
-0.010863 |
-0.000472 |
-0.114302 |
-0.007918 |
5476.8 |
5539.2 |
5992.6 |
5536.950 |
20240621 |
23 |
120 |
| CFFEX.IM2409 |
-0.010690 |
-0.01184 |
0.00115 |
-0.029249 |
-0.00034 |
-0.082305 |
- |
5375.0 |
5439.4 |
- |
5536.950 |
20240920 |
86 |
120 |
| CFFEX.IM2412 |
-0.010690 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5536.950 |
20241220 |
146 |
120 |
| CFFEX.IC2404 |
-0.008496 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5476.573 |
20240419 |
0 |
120 |
| CFFEX.IC2405 |
-0.008496 |
0.0 |
-0.008496 |
-0.006276 |
-inf |
-inf |
- |
5442.2 |
5442.2 |
- |
5476.573 |
20240517 |
0 |
120 |
| CFFEX.IC2406 |
-0.008496 |
-0.006102 |
-0.002395 |
-0.006569 |
-0.000286 |
-0.069112 |
- |
5440.6 |
5474.0 |
- |
5476.573 |
20240621 |
23 |
120 |
| CFFEX.IC2409 |
-0.008496 |
-0.005899 |
-0.002597 |
-0.015406 |
-0.000179 |
-0.043352 |
- |
5392.2 |
5424.2 |
- |
5476.573 |
20240920 |
86 |
120 |
| CFFEX.IC2412 |
-0.008496 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5476.573 |
20241220 |
146 |
120 |
| CFFEX.IF2404 |
-0.004607 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3673.958 |
20240419 |
0 |
120 |
| CFFEX.IF2405 |
-0.004607 |
- |
- |
- |
- |
- |
- |
- |
3647.2 |
- |
3673.958 |
20240517 |
0 |
120 |
| CFFEX.IF2406 |
-0.004607 |
-0.003483 |
-0.001124 |
-0.0032 |
-0.000139 |
-0.033673 |
- |
3662.2 |
3675.0 |
- |
3673.958 |
20240621 |
23 |
120 |
| CFFEX.IF2409 |
-0.004607 |
- |
- |
- |
- |
- |
- |
- |
3639.4 |
- |
3673.958 |
20240920 |
86 |
120 |
| CFFEX.IF2412 |
-0.004607 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3673.958 |
20241220 |
146 |
120 |
| CFFEX.IH2404 |
-0.003356 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2524.324 |
20240419 |
0 |
120 |
| CFFEX.IH2405 |
-0.003356 |
0.0 |
-0.003356 |
-0.008923 |
-inf |
-inf |
- |
2501.8 |
2501.8 |
- |
2524.324 |
20240517 |
0 |
120 |
| CFFEX.IH2406 |
-0.003356 |
-0.001902 |
-0.001454 |
-0.002109 |
-0.000092 |
-0.022191 |
- |
2519.0 |
2523.8 |
- |
2524.324 |
20240621 |
23 |
120 |
| CFFEX.IH2409 |
-0.003356 |
-0.002007 |
-0.001349 |
-0.015182 |
-0.000177 |
-0.042721 |
- |
2486.0 |
2491.0 |
- |
2524.324 |
20240920 |
86 |
120 |
| CFFEX.IH2412 |
-0.003356 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2524.324 |
20241220 |
146 |
120 |