|
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_20240605_151446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.012664 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5246.416 |
20240419 |
0 |
131 |
| CFFEX.IM2405 |
-0.012664 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5246.416 |
20240517 |
0 |
131 |
| CFFEX.IM2406 |
-0.012664 |
-0.011198 |
-0.001465 |
-0.007017 |
-0.000585 |
-0.141517 |
-0.010869 |
5209.6 |
5268.6 |
5992.6 |
5246.416 |
20240621 |
12 |
131 |
| CFFEX.IM2409 |
-0.012664 |
-0.011243 |
-0.001421 |
-0.03111 |
-0.000415 |
-0.100382 |
- |
5083.2 |
5141.0 |
- |
5246.416 |
20240920 |
75 |
131 |
| CFFEX.IM2412 |
-0.012664 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5246.416 |
20241220 |
135 |
131 |
| CFFEX.IC2404 |
-0.011438 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5280.850 |
20240419 |
0 |
131 |
| CFFEX.IC2405 |
-0.011438 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5280.850 |
20240517 |
0 |
131 |
| CFFEX.IC2406 |
-0.011438 |
-0.01123 |
-0.000208 |
-0.006296 |
-0.000525 |
-0.126976 |
- |
5247.6 |
5307.2 |
- |
5280.850 |
20240621 |
12 |
131 |
| CFFEX.IC2409 |
-0.011438 |
-0.011102 |
-0.000335 |
-0.01834 |
-0.000245 |
-0.059177 |
- |
5184.0 |
5242.2 |
- |
5280.850 |
20240920 |
75 |
131 |
| CFFEX.IC2412 |
-0.011438 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5280.850 |
20241220 |
135 |
131 |
| CFFEX.IF2404 |
-0.005714 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3595.010 |
20240419 |
0 |
131 |
| CFFEX.IF2405 |
-0.005714 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3595.010 |
20240517 |
0 |
131 |
| CFFEX.IF2406 |
-0.005714 |
-0.00378 |
-0.001934 |
-0.003063 |
-0.000255 |
-0.061762 |
- |
3584.0 |
3597.6 |
- |
3595.010 |
20240621 |
12 |
131 |
| CFFEX.IF2409 |
-0.005714 |
-0.003763 |
-0.001951 |
-0.013243 |
-0.000177 |
-0.042732 |
- |
3547.4 |
3560.8 |
- |
3595.010 |
20240920 |
75 |
131 |
| CFFEX.IF2412 |
-0.005714 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3595.010 |
20241220 |
135 |
131 |
| CFFEX.IH2404 |
-0.006087 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2468.204 |
20240419 |
0 |
131 |
| CFFEX.IH2405 |
-0.006087 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2468.204 |
20240517 |
0 |
131 |
| CFFEX.IH2406 |
-0.006087 |
-0.004451 |
-0.001635 |
-0.003243 |
-0.00027 |
-0.065397 |
- |
2460.2 |
2471.2 |
- |
2468.204 |
20240621 |
12 |
131 |
| CFFEX.IH2409 |
-0.006087 |
-0.003779 |
-0.002308 |
-0.017342 |
-0.000231 |
-0.055957 |
- |
2425.4 |
2434.6 |
- |
2468.204 |
20240920 |
75 |
131 |
| CFFEX.IH2412 |
-0.006087 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2468.204 |
20241220 |
135 |
131 |