|
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_20240606_151422 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.021459 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5131.550 |
20240419 |
0 |
132 |
| CFFEX.IM2405 |
-0.021459 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5131.550 |
20240517 |
0 |
132 |
| CFFEX.IM2406 |
-0.021459 |
-0.020693 |
-0.000767 |
-0.005797 |
-0.000527 |
-0.127544 |
-0.011676 |
5101.8 |
5209.6 |
5992.6 |
5131.550 |
20240621 |
11 |
132 |
| CFFEX.IM2409 |
-0.021459 |
-0.020538 |
-0.000921 |
-0.029767 |
-0.000402 |
-0.097346 |
- |
4978.8 |
5083.2 |
- |
5131.550 |
20240920 |
74 |
132 |
| CFFEX.IM2412 |
-0.021459 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5131.550 |
20241220 |
134 |
132 |
| CFFEX.IC2404 |
-0.008840 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5231.282 |
20240419 |
0 |
132 |
| CFFEX.IC2405 |
-0.008840 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5231.282 |
20240517 |
0 |
132 |
| CFFEX.IC2406 |
-0.008840 |
-0.007508 |
-0.001332 |
-0.004412 |
-0.000401 |
-0.097071 |
- |
5208.2 |
5247.6 |
- |
5231.282 |
20240621 |
11 |
132 |
| CFFEX.IC2409 |
-0.008840 |
-0.00652 |
-0.00232 |
-0.015499 |
-0.000209 |
-0.050687 |
- |
5150.2 |
5184.0 |
- |
5231.282 |
20240920 |
74 |
132 |
| CFFEX.IC2412 |
-0.008840 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5231.282 |
20241220 |
134 |
132 |
| CFFEX.IF2404 |
-0.000667 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3592.397 |
20240419 |
0 |
132 |
| CFFEX.IF2405 |
-0.000667 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3592.397 |
20240517 |
0 |
132 |
| CFFEX.IF2406 |
-0.000667 |
0.000112 |
-0.000778 |
-0.002226 |
-0.000202 |
-0.048974 |
- |
3584.4 |
3584.0 |
- |
3592.397 |
20240621 |
11 |
132 |
| CFFEX.IF2409 |
-0.000667 |
0.000733 |
-0.0014 |
-0.011802 |
-0.000159 |
-0.038595 |
- |
3550.0 |
3547.4 |
- |
3592.397 |
20240920 |
74 |
132 |
| CFFEX.IF2412 |
-0.000667 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3592.397 |
20241220 |
134 |
132 |
| CFFEX.IH2404 |
-0.000109 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2467.922 |
20240419 |
0 |
132 |
| CFFEX.IH2405 |
-0.000109 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2467.922 |
20240517 |
0 |
132 |
| CFFEX.IH2406 |
-0.000109 |
0.000488 |
-0.000597 |
-0.002643 |
-0.00024 |
-0.05814 |
- |
2461.4 |
2460.2 |
- |
2467.922 |
20240621 |
11 |
132 |
| CFFEX.IH2409 |
-0.000109 |
0.0 |
-0.000109 |
-0.01723 |
-0.000233 |
-0.056346 |
- |
2425.4 |
2425.4 |
- |
2467.922 |
20240920 |
74 |
132 |
| CFFEX.IH2412 |
-0.000109 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2467.922 |
20241220 |
134 |
132 |