|
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_20240524_151455 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.011234 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5352.017 |
20240419 |
0 |
123 |
| CFFEX.IM2405 |
-0.011234 |
- |
- |
- |
- |
- |
- |
- |
5512.0 |
6039.525 |
5352.017 |
20240517 |
0 |
123 |
| CFFEX.IM2406 |
-0.011234 |
-0.012652 |
0.001418 |
-0.011363 |
-0.000568 |
-0.137497 |
-0.007207 |
5291.2 |
5359.0 |
5992.6 |
5352.017 |
20240621 |
20 |
123 |
| CFFEX.IM2409 |
-0.011234 |
-0.013276 |
0.002042 |
-0.030646 |
-0.000369 |
-0.089353 |
- |
5188.0 |
5257.8 |
- |
5352.017 |
20240920 |
83 |
123 |
| CFFEX.IM2412 |
-0.011234 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5352.017 |
20241220 |
143 |
123 |
| CFFEX.IC2404 |
-0.008798 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5315.127 |
20240419 |
0 |
123 |
| CFFEX.IC2405 |
-0.008798 |
0.0 |
-0.008798 |
0.023908 |
inf |
inf |
- |
5442.2 |
5442.2 |
- |
5315.127 |
20240517 |
0 |
123 |
| CFFEX.IC2406 |
-0.008798 |
-0.010439 |
0.001641 |
-0.008415 |
-0.000421 |
-0.101822 |
- |
5270.4 |
5326.0 |
- |
5315.127 |
20240621 |
20 |
123 |
| CFFEX.IC2409 |
-0.008798 |
-0.011064 |
0.002266 |
-0.017935 |
-0.000216 |
-0.052293 |
- |
5219.8 |
5278.2 |
- |
5315.127 |
20240920 |
83 |
123 |
| CFFEX.IC2412 |
-0.008798 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5315.127 |
20241220 |
143 |
123 |
| CFFEX.IF2404 |
-0.010727 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3602.727 |
20240419 |
0 |
123 |
| CFFEX.IF2405 |
-0.010727 |
- |
- |
- |
- |
- |
- |
- |
3647.2 |
- |
3602.727 |
20240517 |
0 |
123 |
| CFFEX.IF2406 |
-0.010727 |
-0.011077 |
0.00035 |
-0.00381 |
-0.000191 |
-0.046103 |
- |
3589.0 |
3629.2 |
- |
3602.727 |
20240621 |
20 |
123 |
| CFFEX.IF2409 |
-0.010727 |
-0.010574 |
-0.000153 |
-0.013025 |
-0.000157 |
-0.037978 |
- |
3555.8 |
3593.8 |
- |
3602.727 |
20240920 |
83 |
123 |
| CFFEX.IF2412 |
-0.010727 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3602.727 |
20241220 |
143 |
123 |
| CFFEX.IH2404 |
-0.010352 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2474.932 |
20240419 |
0 |
123 |
| CFFEX.IH2405 |
-0.010352 |
0.0 |
-0.010352 |
0.010856 |
inf |
inf |
- |
2501.8 |
2501.8 |
- |
2474.932 |
20240517 |
0 |
123 |
| CFFEX.IH2406 |
-0.010352 |
-0.012194 |
0.001842 |
-0.004983 |
-0.000249 |
-0.060291 |
- |
2462.6 |
2493.0 |
- |
2474.932 |
20240621 |
20 |
123 |
| CFFEX.IH2409 |
-0.010352 |
-0.01212 |
0.001768 |
-0.018559 |
-0.000224 |
-0.054111 |
- |
2429.0 |
2458.8 |
- |
2474.932 |
20240920 |
83 |
123 |
| CFFEX.IH2412 |
-0.010352 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2474.932 |
20241220 |
143 |
123 |