|
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_20240529_151451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.000702 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5351.782 |
20240419 |
0 |
126 |
| CFFEX.IM2405 |
0.000702 |
- |
- |
- |
- |
- |
- |
- |
5512.0 |
6039.525 |
5351.782 |
20240517 |
0 |
126 |
| CFFEX.IM2406 |
0.000702 |
0.000947 |
-0.000245 |
-0.012665 |
-0.000745 |
-0.180294 |
-0.006044 |
5284.0 |
5279.0 |
5992.6 |
5351.782 |
20240621 |
17 |
126 |
| CFFEX.IM2409 |
0.000702 |
-0.000387 |
0.001089 |
-0.034901 |
-0.000436 |
-0.105575 |
- |
5165.0 |
5167.0 |
- |
5351.782 |
20240920 |
80 |
126 |
| CFFEX.IM2412 |
0.000702 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5351.782 |
20241220 |
140 |
126 |
| CFFEX.IC2404 |
0.002513 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5329.490 |
20240419 |
0 |
126 |
| CFFEX.IC2405 |
0.002513 |
0.0 |
0.002513 |
0.021148 |
inf |
inf |
- |
5442.2 |
5442.2 |
- |
5329.490 |
20240517 |
0 |
126 |
| CFFEX.IC2406 |
0.002513 |
0.001894 |
0.000619 |
-0.00741 |
-0.000436 |
-0.105479 |
- |
5290.0 |
5280.0 |
- |
5329.490 |
20240621 |
17 |
126 |
| CFFEX.IC2409 |
0.002513 |
0.001877 |
0.000637 |
-0.01833 |
-0.000229 |
-0.055449 |
- |
5231.8 |
5222.0 |
- |
5329.490 |
20240920 |
80 |
126 |
| CFFEX.IC2412 |
0.002513 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5329.490 |
20241220 |
140 |
126 |
| CFFEX.IF2404 |
0.001513 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3614.632 |
20240419 |
0 |
126 |
| CFFEX.IF2405 |
0.001513 |
0.0 |
0.001513 |
0.00901 |
inf |
inf |
- |
3647.2 |
3647.2 |
- |
3614.632 |
20240517 |
0 |
126 |
| CFFEX.IF2406 |
0.001513 |
-0.000056 |
0.001568 |
-0.005099 |
-0.0003 |
-0.07259 |
- |
3596.2 |
3596.4 |
- |
3614.632 |
20240621 |
17 |
126 |
| CFFEX.IF2409 |
0.001513 |
-0.000337 |
0.00185 |
-0.015169 |
-0.00019 |
-0.045888 |
- |
3559.8 |
3561.0 |
- |
3614.632 |
20240920 |
80 |
126 |
| CFFEX.IF2412 |
0.001513 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3614.632 |
20241220 |
140 |
126 |
| CFFEX.IH2404 |
0.001502 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2493.902 |
20240419 |
0 |
126 |
| CFFEX.IH2405 |
0.001502 |
0.0 |
0.001502 |
0.003167 |
inf |
inf |
- |
2501.8 |
2501.8 |
- |
2493.902 |
20240517 |
0 |
126 |
| CFFEX.IH2406 |
0.001502 |
0.000403 |
0.001099 |
-0.005173 |
-0.000304 |
-0.073645 |
- |
2481.0 |
2480.0 |
- |
2493.902 |
20240621 |
17 |
126 |
| CFFEX.IH2409 |
0.001502 |
0.000327 |
0.001175 |
-0.018967 |
-0.000237 |
-0.057375 |
- |
2446.6 |
2445.8 |
- |
2493.902 |
20240920 |
80 |
126 |
| CFFEX.IH2412 |
0.001502 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2493.902 |
20241220 |
140 |
126 |