|
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_20240604_151500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.005263 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5312.437 |
20240419 |
0 |
130 |
| CFFEX.IM2405 |
0.005263 |
- |
- |
- |
- |
- |
- |
- |
5512.0 |
6039.525 |
5312.437 |
20240517 |
0 |
130 |
| CFFEX.IM2406 |
0.005263 |
0.008847 |
-0.003583 |
-0.008252 |
-0.000635 |
-0.15361 |
-0.009912 |
5268.6 |
5222.4 |
5992.6 |
5312.437 |
20240621 |
13 |
130 |
| CFFEX.IM2409 |
0.005263 |
0.008435 |
-0.003172 |
-0.032271 |
-0.000425 |
-0.102757 |
- |
5141.0 |
5098.0 |
- |
5312.437 |
20240920 |
76 |
130 |
| CFFEX.IM2412 |
0.005263 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5312.437 |
20241220 |
136 |
130 |
| CFFEX.IC2404 |
0.013094 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5343.125 |
20240419 |
0 |
130 |
| CFFEX.IC2405 |
0.013094 |
- |
- |
- |
- |
- |
- |
- |
5442.2 |
- |
5343.125 |
20240517 |
0 |
130 |
| CFFEX.IC2406 |
0.013094 |
0.012863 |
0.00023 |
-0.006724 |
-0.000517 |
-0.125162 |
- |
5307.2 |
5239.8 |
- |
5343.125 |
20240621 |
13 |
130 |
| CFFEX.IC2409 |
0.013094 |
0.012633 |
0.00046 |
-0.018889 |
-0.000249 |
-0.060146 |
- |
5242.2 |
5176.8 |
- |
5343.125 |
20240920 |
76 |
130 |
| CFFEX.IC2412 |
0.013094 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5343.125 |
20241220 |
136 |
130 |
| CFFEX.IF2404 |
0.007802 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3616.747 |
20240419 |
0 |
130 |
| CFFEX.IF2405 |
0.007802 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3616.747 |
20240517 |
0 |
130 |
| CFFEX.IF2406 |
0.007802 |
0.006998 |
0.000804 |
-0.005294 |
-0.000407 |
-0.09855 |
- |
3597.6 |
3572.6 |
- |
3616.747 |
20240621 |
13 |
130 |
| CFFEX.IF2409 |
0.007802 |
0.007526 |
0.000275 |
-0.015469 |
-0.000204 |
-0.049256 |
- |
3560.8 |
3534.2 |
- |
3616.747 |
20240920 |
76 |
130 |
| CFFEX.IF2412 |
0.007802 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3616.747 |
20241220 |
136 |
130 |
| CFFEX.IH2404 |
0.006141 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2484.178 |
20240419 |
0 |
130 |
| CFFEX.IH2405 |
0.006141 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2484.178 |
20240517 |
0 |
130 |
| CFFEX.IH2406 |
0.006141 |
0.005861 |
0.000279 |
-0.005224 |
-0.000402 |
-0.097252 |
- |
2471.2 |
2456.8 |
- |
2484.178 |
20240621 |
13 |
130 |
| CFFEX.IH2409 |
0.006141 |
0.005202 |
0.000938 |
-0.019958 |
-0.000263 |
-0.063549 |
- |
2434.6 |
2422.0 |
- |
2484.178 |
20240920 |
76 |
130 |
| CFFEX.IH2412 |
0.006141 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2484.178 |
20241220 |
136 |
130 |