|
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_20240522_151451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.000606 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5540.099 |
20240419 |
0 |
121 |
| CFFEX.IM2405 |
0.000606 |
- |
- |
- |
- |
- |
- |
- |
5512.0 |
6039.525 |
5540.099 |
20240517 |
0 |
121 |
| CFFEX.IM2406 |
0.000606 |
0.000511 |
0.000095 |
-0.01092 |
-0.000496 |
-0.120122 |
-0.00787 |
5479.6 |
5476.8 |
5992.6 |
5540.099 |
20240621 |
22 |
121 |
| CFFEX.IM2409 |
0.000606 |
0.000856 |
-0.00025 |
-0.02897 |
-0.000341 |
-0.08248 |
- |
5379.6 |
5375.0 |
- |
5540.099 |
20240920 |
85 |
121 |
| CFFEX.IM2412 |
0.000606 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5540.099 |
20241220 |
145 |
121 |
| CFFEX.IC2404 |
-0.001507 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5470.656 |
20240419 |
0 |
121 |
| CFFEX.IC2405 |
-0.001507 |
0.0 |
-0.001507 |
-0.005202 |
-inf |
-inf |
- |
5442.2 |
5442.2 |
- |
5470.656 |
20240517 |
0 |
121 |
| CFFEX.IC2406 |
-0.001507 |
-0.003051 |
0.001544 |
-0.008528 |
-0.000388 |
-0.093813 |
- |
5424.0 |
5440.6 |
- |
5470.656 |
20240621 |
22 |
121 |
| CFFEX.IC2409 |
-0.001507 |
-0.002448 |
0.000941 |
-0.016754 |
-0.000197 |
-0.0477 |
- |
5379.0 |
5392.2 |
- |
5470.656 |
20240920 |
85 |
121 |
| CFFEX.IC2412 |
-0.001507 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5470.656 |
20241220 |
145 |
121 |
| CFFEX.IF2404 |
0.002747 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3686.258 |
20240419 |
0 |
121 |
| CFFEX.IF2405 |
0.002747 |
- |
- |
- |
- |
- |
- |
- |
3647.2 |
- |
3686.258 |
20240517 |
0 |
121 |
| CFFEX.IF2406 |
0.002747 |
0.001147 |
0.0016 |
-0.005387 |
-0.000245 |
-0.059257 |
- |
3666.4 |
3662.2 |
- |
3686.258 |
20240621 |
22 |
121 |
| CFFEX.IF2409 |
0.002747 |
- |
- |
-0.015153 |
-0.000178 |
-0.043142 |
- |
3630.4 |
- |
- |
3686.258 |
20240920 |
85 |
121 |
| CFFEX.IF2412 |
0.002747 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3686.258 |
20241220 |
145 |
121 |
| CFFEX.IH2404 |
0.001949 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2530.155 |
20240419 |
0 |
121 |
| CFFEX.IH2405 |
0.001949 |
0.0 |
0.001949 |
-0.011207 |
-inf |
-inf |
- |
2501.8 |
2501.8 |
- |
2530.155 |
20240517 |
0 |
121 |
| CFFEX.IH2406 |
0.001949 |
-0.000556 |
0.002505 |
-0.004962 |
-0.000226 |
-0.054584 |
- |
2517.6 |
2519.0 |
- |
2530.155 |
20240621 |
22 |
121 |
| CFFEX.IH2409 |
0.001949 |
-0.000322 |
0.002271 |
-0.017768 |
-0.000209 |
-0.050586 |
- |
2485.2 |
2486.0 |
- |
2530.155 |
20240920 |
85 |
121 |
| CFFEX.IH2412 |
0.001949 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2530.155 |
20241220 |
145 |
121 |