|
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_20240530_151446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.003217 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5334.037 |
20240419 |
0 |
127 |
| CFFEX.IM2405 |
-0.003217 |
- |
- |
- |
- |
- |
- |
- |
5512.0 |
6039.525 |
5334.037 |
20240517 |
0 |
127 |
| CFFEX.IM2406 |
-0.003217 |
0.0014 |
-0.004618 |
-0.007993 |
-0.0005 |
-0.1209 |
-0.010182 |
5291.4 |
5284.0 |
5992.6 |
5334.037 |
20240621 |
16 |
127 |
| CFFEX.IM2409 |
-0.003217 |
0.001162 |
-0.004379 |
-0.030565 |
-0.000387 |
-0.093631 |
- |
5171.0 |
5165.0 |
- |
5334.037 |
20240920 |
79 |
127 |
| CFFEX.IM2412 |
-0.003217 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5334.037 |
20241220 |
139 |
127 |
| CFFEX.IC2404 |
-0.003492 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5309.700 |
20240419 |
0 |
127 |
| CFFEX.IC2405 |
-0.003492 |
0.0 |
-0.003492 |
0.024954 |
inf |
inf |
- |
5442.2 |
5442.2 |
- |
5309.700 |
20240517 |
0 |
127 |
| CFFEX.IC2406 |
-0.003492 |
-0.000567 |
-0.002925 |
-0.004275 |
-0.000267 |
-0.064662 |
- |
5287.0 |
5290.0 |
- |
5309.700 |
20240621 |
16 |
127 |
| CFFEX.IC2409 |
-0.003492 |
-0.000841 |
-0.002651 |
-0.0155 |
-0.000196 |
-0.047481 |
- |
5227.4 |
5231.8 |
- |
5309.700 |
20240920 |
79 |
127 |
| CFFEX.IC2412 |
-0.003492 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5309.700 |
20241220 |
139 |
127 |
| CFFEX.IF2404 |
-0.005129 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3594.987 |
20240419 |
0 |
127 |
| CFFEX.IF2405 |
-0.005129 |
- |
- |
- |
- |
- |
- |
- |
3647.2 |
- |
3594.987 |
20240517 |
0 |
127 |
| CFFEX.IF2406 |
-0.005129 |
-0.002836 |
-0.002293 |
-0.0025 |
-0.000156 |
-0.037811 |
- |
3586.0 |
3596.2 |
- |
3594.987 |
20240621 |
16 |
127 |
| CFFEX.IF2409 |
-0.005129 |
-0.002922 |
-0.002208 |
-0.012681 |
-0.000161 |
-0.038845 |
- |
3549.4 |
3559.8 |
- |
3594.987 |
20240920 |
79 |
127 |
| CFFEX.IF2412 |
-0.005129 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3594.987 |
20241220 |
139 |
127 |
| CFFEX.IH2404 |
-0.007442 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2474.616 |
20240419 |
0 |
127 |
| CFFEX.IH2405 |
-0.007442 |
0.0 |
-0.007442 |
0.010985 |
inf |
inf |
- |
2501.8 |
2501.8 |
- |
2474.616 |
20240517 |
0 |
127 |
| CFFEX.IH2406 |
-0.007442 |
-0.007175 |
-0.000267 |
-0.004613 |
-0.000288 |
-0.069775 |
- |
2463.2 |
2481.0 |
- |
2474.616 |
20240621 |
16 |
127 |
| CFFEX.IH2409 |
-0.007442 |
-0.006948 |
-0.000493 |
-0.018191 |
-0.00023 |
-0.055725 |
- |
2429.6 |
2446.6 |
- |
2474.616 |
20240920 |
79 |
127 |
| CFFEX.IH2412 |
-0.007442 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2474.616 |
20241220 |
139 |
127 |