|
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_20240523_151436 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.022854 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5413.056 |
20240419 |
0 |
122 |
| CFFEX.IM2405 |
-0.022854 |
0.0 |
-0.022854 |
0.018279 |
inf |
inf |
-0.026918 |
5512.0 |
5512.0 |
6039.525 |
5413.056 |
20240517 |
0 |
122 |
| CFFEX.IM2406 |
-0.022854 |
-0.022009 |
-0.000845 |
-0.009986 |
-0.000476 |
-0.115079 |
-0.008533 |
5359.0 |
5479.6 |
5992.6 |
5413.056 |
20240621 |
21 |
122 |
| CFFEX.IM2409 |
-0.022854 |
-0.022641 |
-0.000213 |
-0.028682 |
-0.000341 |
-0.082631 |
- |
5257.8 |
5379.6 |
- |
5413.056 |
20240920 |
84 |
122 |
| CFFEX.IM2412 |
-0.022854 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5413.056 |
20241220 |
144 |
122 |
| CFFEX.IC2404 |
-0.019122 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5364.034 |
20240419 |
0 |
122 |
| CFFEX.IC2405 |
-0.019122 |
- |
- |
- |
- |
- |
- |
- |
5442.2 |
- |
5364.034 |
20240517 |
0 |
122 |
| CFFEX.IC2406 |
-0.019122 |
-0.018068 |
-0.001055 |
-0.007091 |
-0.000338 |
-0.08171 |
- |
5326.0 |
5424.0 |
- |
5364.034 |
20240621 |
21 |
122 |
| CFFEX.IC2409 |
-0.019122 |
-0.01874 |
-0.000383 |
-0.016002 |
-0.00019 |
-0.0461 |
- |
5278.2 |
5379.0 |
- |
5364.034 |
20240920 |
84 |
122 |
| CFFEX.IC2412 |
-0.019122 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5364.034 |
20241220 |
144 |
122 |
| CFFEX.IF2404 |
-0.011632 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3641.592 |
20240419 |
0 |
122 |
| CFFEX.IF2405 |
-0.011632 |
- |
- |
- |
- |
- |
- |
- |
3647.2 |
- |
3641.592 |
20240517 |
0 |
122 |
| CFFEX.IF2406 |
-0.011632 |
-0.010146 |
-0.001486 |
-0.003403 |
-0.000162 |
-0.039214 |
- |
3629.2 |
3666.4 |
- |
3641.592 |
20240621 |
21 |
122 |
| CFFEX.IF2409 |
-0.011632 |
-0.010082 |
-0.001551 |
-0.013124 |
-0.000156 |
-0.037809 |
- |
3593.8 |
3630.4 |
- |
3641.592 |
20240920 |
84 |
122 |
| CFFEX.IF2412 |
-0.011632 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3641.592 |
20241220 |
144 |
122 |
| CFFEX.IH2404 |
-0.011112 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2500.936 |
20240419 |
0 |
122 |
| CFFEX.IH2405 |
-0.011112 |
0.0 |
-0.011112 |
0.000345 |
inf |
inf |
- |
2501.8 |
2501.8 |
- |
2500.936 |
20240517 |
0 |
122 |
| CFFEX.IH2406 |
-0.011112 |
-0.009771 |
-0.001341 |
-0.003173 |
-0.000151 |
-0.036567 |
- |
2493.0 |
2517.6 |
- |
2500.936 |
20240621 |
21 |
122 |
| CFFEX.IH2409 |
-0.011112 |
-0.010623 |
-0.00049 |
-0.016848 |
-0.000201 |
-0.048539 |
- |
2458.8 |
2485.2 |
- |
2500.936 |
20240920 |
84 |
122 |
| CFFEX.IH2412 |
-0.011112 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2500.936 |
20241220 |
144 |
122 |