|
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_20240603_151457 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.013262 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5284.187 |
20240419 |
0 |
129 |
| CFFEX.IM2405 |
-0.013262 |
- |
- |
- |
- |
- |
- |
- |
5512.0 |
6039.525 |
5284.187 |
20240517 |
0 |
129 |
| CFFEX.IM2406 |
-0.013262 |
-0.017237 |
0.003975 |
-0.011693 |
-0.000835 |
-0.202119 |
-0.006825 |
5222.4 |
5314.0 |
5992.6 |
5284.187 |
20240621 |
14 |
129 |
| CFFEX.IM2409 |
-0.013262 |
-0.019087 |
0.005825 |
-0.035235 |
-0.000458 |
-0.110738 |
- |
5098.0 |
5197.2 |
- |
5284.187 |
20240920 |
77 |
129 |
| CFFEX.IM2412 |
-0.013262 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5284.187 |
20241220 |
137 |
129 |
| CFFEX.IC2404 |
-0.006726 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5272.836 |
20240419 |
0 |
129 |
| CFFEX.IC2405 |
-0.006726 |
- |
- |
- |
- |
- |
- |
- |
5442.2 |
- |
5272.836 |
20240517 |
0 |
129 |
| CFFEX.IC2406 |
-0.006726 |
-0.008027 |
0.001301 |
-0.006265 |
-0.000448 |
-0.108301 |
- |
5239.8 |
5282.2 |
- |
5272.836 |
20240621 |
14 |
129 |
| CFFEX.IC2409 |
-0.006726 |
-0.009301 |
0.002575 |
-0.018213 |
-0.000237 |
-0.057242 |
- |
5176.8 |
5225.4 |
- |
5272.836 |
20240920 |
77 |
129 |
| CFFEX.IC2412 |
-0.006726 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5272.836 |
20241220 |
137 |
129 |
| CFFEX.IF2404 |
0.002367 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3588.399 |
20240419 |
0 |
129 |
| CFFEX.IF2405 |
0.002367 |
- |
- |
- |
- |
- |
- |
- |
3647.2 |
- |
3588.399 |
20240517 |
0 |
129 |
| CFFEX.IF2406 |
0.002367 |
0.000224 |
0.002143 |
-0.004403 |
-0.000314 |
-0.076106 |
- |
3572.6 |
3571.8 |
- |
3588.399 |
20240621 |
14 |
129 |
| CFFEX.IF2409 |
0.002367 |
-0.000792 |
0.003159 |
-0.015104 |
-0.000196 |
-0.04747 |
- |
3534.2 |
3537.0 |
- |
3588.399 |
20240920 |
77 |
129 |
| CFFEX.IF2412 |
0.002367 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3588.399 |
20241220 |
137 |
129 |
| CFFEX.IH2404 |
0.002703 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2468.839 |
20240419 |
0 |
129 |
| CFFEX.IH2405 |
0.002703 |
- |
- |
- |
- |
- |
- |
- |
2501.8 |
- |
2468.839 |
20240517 |
0 |
129 |
| CFFEX.IH2406 |
0.002703 |
0.000326 |
0.002378 |
-0.004876 |
-0.000348 |
-0.084292 |
- |
2456.8 |
2456.0 |
- |
2468.839 |
20240621 |
14 |
129 |
| CFFEX.IH2409 |
0.002703 |
0.000661 |
0.002042 |
-0.018972 |
-0.000246 |
-0.059627 |
- |
2422.0 |
2420.4 |
- |
2468.839 |
20240920 |
77 |
129 |
| CFFEX.IH2412 |
0.002703 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2468.839 |
20241220 |
137 |
129 |