|
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_20240528_151441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.010416 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5348.322 |
20240419 |
0 |
125 |
| CFFEX.IM2405 |
-0.010416 |
0.0 |
-0.010416 |
0.030604 |
inf |
inf |
-0.03751 |
5512.0 |
5512.0 |
6039.525 |
5348.322 |
20240517 |
0 |
125 |
| CFFEX.IM2406 |
-0.010416 |
-0.010645 |
0.000229 |
-0.012961 |
-0.00072 |
-0.174259 |
-0.005775 |
5279.0 |
5335.8 |
5992.6 |
5348.322 |
20240621 |
18 |
125 |
| CFFEX.IM2409 |
-0.010416 |
-0.011857 |
0.001441 |
-0.033903 |
-0.000419 |
-0.101289 |
- |
5167.0 |
5229.0 |
- |
5348.322 |
20240920 |
81 |
125 |
| CFFEX.IM2412 |
-0.010416 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5348.322 |
20241220 |
141 |
125 |
| CFFEX.IC2404 |
-0.010245 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5316.339 |
20240419 |
0 |
125 |
| CFFEX.IC2405 |
-0.010245 |
0.0 |
-0.010245 |
0.023674 |
inf |
inf |
- |
5442.2 |
5442.2 |
- |
5316.339 |
20240517 |
0 |
125 |
| CFFEX.IC2406 |
-0.010245 |
-0.007966 |
-0.002279 |
-0.006835 |
-0.00038 |
-0.091897 |
- |
5280.0 |
5322.4 |
- |
5316.339 |
20240621 |
18 |
125 |
| CFFEX.IC2409 |
-0.010245 |
-0.008167 |
-0.002078 |
-0.017745 |
-0.000219 |
-0.053016 |
- |
5222.0 |
5265.0 |
- |
5316.339 |
20240920 |
81 |
125 |
| CFFEX.IC2412 |
-0.010245 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5316.339 |
20241220 |
141 |
125 |
| CFFEX.IF2404 |
-0.007073 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3609.992 |
20240419 |
0 |
125 |
| CFFEX.IF2405 |
-0.007073 |
0.0 |
-0.007073 |
0.010307 |
inf |
inf |
- |
3647.2 |
3647.2 |
- |
3609.992 |
20240517 |
0 |
125 |
| CFFEX.IF2406 |
-0.007073 |
-0.005805 |
-0.001268 |
-0.003765 |
-0.000209 |
-0.05062 |
- |
3596.4 |
3617.4 |
- |
3609.992 |
20240621 |
18 |
125 |
| CFFEX.IF2409 |
-0.007073 |
-0.005807 |
-0.001266 |
-0.013571 |
-0.000168 |
-0.040546 |
- |
3561.0 |
3581.8 |
- |
3609.992 |
20240920 |
81 |
125 |
| CFFEX.IF2412 |
-0.007073 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3609.992 |
20241220 |
141 |
125 |
| CFFEX.IH2404 |
-0.003090 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2489.884 |
20240419 |
0 |
125 |
| CFFEX.IH2405 |
-0.003090 |
0.0 |
-0.00309 |
0.004786 |
inf |
inf |
- |
2501.8 |
2501.8 |
- |
2489.884 |
20240517 |
0 |
125 |
| CFFEX.IH2406 |
-0.003090 |
-0.002092 |
-0.000997 |
-0.00397 |
-0.000221 |
-0.05337 |
- |
2480.0 |
2485.2 |
- |
2489.884 |
20240621 |
18 |
125 |
| CFFEX.IH2409 |
-0.003090 |
-0.002284 |
-0.000805 |
-0.017705 |
-0.000219 |
-0.052897 |
- |
2445.8 |
2451.4 |
- |
2489.884 |
20240920 |
81 |
125 |
| CFFEX.IH2412 |
-0.003090 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2489.884 |
20241220 |
141 |
125 |