|
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_20240527_151407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.009986 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5403.531 |
20240419 |
0 |
124 |
| CFFEX.IM2405 |
0.009986 |
0.0 |
0.009986 |
0.020074 |
inf |
inf |
-0.028476 |
5512.0 |
5512.0 |
6039.525 |
5403.531 |
20240517 |
0 |
124 |
| CFFEX.IM2406 |
0.009986 |
0.008429 |
0.001556 |
-0.012535 |
-0.00066 |
-0.159651 |
-0.00622 |
5335.8 |
5291.2 |
5992.6 |
5403.531 |
20240621 |
19 |
124 |
| CFFEX.IM2409 |
0.009986 |
0.007903 |
0.002083 |
-0.032299 |
-0.000394 |
-0.095323 |
- |
5229.0 |
5188.0 |
- |
5403.531 |
20240920 |
82 |
124 |
| CFFEX.IM2412 |
0.009986 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5403.531 |
20241220 |
142 |
124 |
| CFFEX.IC2404 |
0.011046 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5372.148 |
20240419 |
0 |
124 |
| CFFEX.IC2405 |
0.011046 |
0.0 |
0.011046 |
0.01304 |
inf |
inf |
- |
5442.2 |
5442.2 |
- |
5372.148 |
20240517 |
0 |
124 |
| CFFEX.IC2406 |
0.011046 |
0.009866 |
0.00118 |
-0.00926 |
-0.000487 |
-0.117948 |
- |
5322.4 |
5270.4 |
- |
5372.148 |
20240621 |
19 |
124 |
| CFFEX.IC2409 |
0.011046 |
0.008659 |
0.002387 |
-0.019945 |
-0.000243 |
-0.058862 |
- |
5265.0 |
5219.8 |
- |
5372.148 |
20240920 |
82 |
124 |
| CFFEX.IC2412 |
0.011046 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5372.148 |
20241220 |
142 |
124 |
| CFFEX.IF2404 |
0.010014 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3637.539 |
20240419 |
0 |
124 |
| CFFEX.IF2405 |
0.010014 |
0.0 |
0.010014 |
0.002656 |
inf |
inf |
- |
3647.2 |
3647.2 |
- |
3637.539 |
20240517 |
0 |
124 |
| CFFEX.IF2406 |
0.010014 |
0.007913 |
0.0021 |
-0.005536 |
-0.000291 |
-0.070517 |
- |
3617.4 |
3589.0 |
- |
3637.539 |
20240621 |
19 |
124 |
| CFFEX.IF2409 |
0.010014 |
0.007312 |
0.002702 |
-0.015323 |
-0.000187 |
-0.045222 |
- |
3581.8 |
3555.8 |
- |
3637.539 |
20240920 |
82 |
124 |
| CFFEX.IF2412 |
0.010014 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3637.539 |
20241220 |
142 |
124 |
| CFFEX.IH2404 |
0.010066 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2499.333 |
20240419 |
0 |
124 |
| CFFEX.IH2405 |
0.010066 |
- |
- |
- |
- |
- |
- |
- |
2501.8 |
- |
2499.333 |
20240517 |
0 |
124 |
| CFFEX.IH2406 |
0.010066 |
0.009177 |
0.000889 |
-0.005655 |
-0.000298 |
-0.072023 |
- |
2485.2 |
2462.6 |
- |
2499.333 |
20240621 |
19 |
124 |
| CFFEX.IH2409 |
0.010066 |
0.009222 |
0.000844 |
-0.019178 |
-0.000234 |
-0.056599 |
- |
2451.4 |
2429.0 |
- |
2499.333 |
20240920 |
82 |
124 |
| CFFEX.IH2412 |
0.010066 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2499.333 |
20241220 |
142 |
124 |