|
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_20240531_151444 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.004345 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5357.472 |
20240419 |
0 |
128 |
| CFFEX.IM2405 |
0.004345 |
0.0 |
0.004345 |
0.028843 |
inf |
inf |
-0.036013 |
5512.0 |
5512.0 |
6039.525 |
5357.472 |
20240517 |
0 |
128 |
| CFFEX.IM2406 |
0.004345 |
0.004271 |
0.000074 |
-0.008114 |
-0.000541 |
-0.13091 |
-0.010119 |
5314.0 |
5291.4 |
5992.6 |
5357.472 |
20240621 |
15 |
128 |
| CFFEX.IM2409 |
0.004345 |
0.005067 |
-0.000722 |
-0.029916 |
-0.000384 |
-0.092815 |
- |
5197.2 |
5171.0 |
- |
5357.472 |
20240920 |
78 |
128 |
| CFFEX.IM2412 |
0.004345 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5357.472 |
20241220 |
138 |
128 |
| CFFEX.IC2404 |
0.000795 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5312.883 |
20240419 |
0 |
128 |
| CFFEX.IC2405 |
0.000795 |
0.0 |
0.000795 |
0.02434 |
inf |
inf |
- |
5442.2 |
5442.2 |
- |
5312.883 |
20240517 |
0 |
128 |
| CFFEX.IC2406 |
0.000795 |
-0.000908 |
0.001703 |
-0.005775 |
-0.000385 |
-0.093173 |
- |
5282.2 |
5287.0 |
- |
5312.883 |
20240621 |
15 |
128 |
| CFFEX.IC2409 |
0.000795 |
-0.000383 |
0.001178 |
-0.016466 |
-0.000211 |
-0.051087 |
- |
5225.4 |
5227.4 |
- |
5312.883 |
20240920 |
78 |
128 |
| CFFEX.IC2412 |
0.000795 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5312.883 |
20241220 |
138 |
128 |
| CFFEX.IF2404 |
-0.002252 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3586.218 |
20240419 |
0 |
128 |
| CFFEX.IF2405 |
-0.002252 |
0.0 |
-0.002252 |
0.017005 |
inf |
inf |
- |
3647.2 |
3647.2 |
- |
3586.218 |
20240517 |
0 |
128 |
| CFFEX.IF2406 |
-0.002252 |
-0.00396 |
0.001708 |
-0.00402 |
-0.000268 |
-0.064862 |
- |
3571.8 |
3586.0 |
- |
3586.218 |
20240621 |
15 |
128 |
| CFFEX.IF2409 |
-0.002252 |
-0.003494 |
0.001242 |
-0.013724 |
-0.000176 |
-0.04258 |
- |
3537.0 |
3549.4 |
- |
3586.218 |
20240920 |
78 |
128 |
| CFFEX.IF2412 |
-0.002252 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3586.218 |
20241220 |
138 |
128 |
| CFFEX.IH2404 |
-0.002774 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2466.895 |
20240419 |
0 |
128 |
| CFFEX.IH2405 |
-0.002774 |
0.0 |
-0.002774 |
0.014149 |
inf |
inf |
- |
2501.8 |
2501.8 |
- |
2466.895 |
20240517 |
0 |
128 |
| CFFEX.IH2406 |
-0.002774 |
-0.002923 |
0.000149 |
-0.004416 |
-0.000294 |
-0.071253 |
- |
2456.0 |
2463.2 |
- |
2466.895 |
20240621 |
15 |
128 |
| CFFEX.IH2409 |
-0.002774 |
-0.003787 |
0.001012 |
-0.018848 |
-0.000242 |
-0.058476 |
- |
2420.4 |
2429.6 |
- |
2466.895 |
20240920 |
78 |
128 |
| CFFEX.IH2412 |
-0.002774 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2466.895 |
20241220 |
138 |
128 |