|
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_20240607_151441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.005005 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5156.550 |
20240419 |
0 |
133 |
| CFFEX.IM2405 |
0.005005 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5156.550 |
20240517 |
0 |
133 |
| CFFEX.IM2406 |
0.005005 |
0.002587 |
0.002418 |
-0.008058 |
-0.000806 |
-0.194997 |
-0.009788 |
5115.0 |
5101.8 |
5992.6 |
5156.550 |
20240621 |
10 |
133 |
| CFFEX.IM2409 |
0.005005 |
0.003254 |
0.001751 |
-0.031329 |
-0.000429 |
-0.103858 |
- |
4995.0 |
4978.8 |
- |
5156.550 |
20240920 |
73 |
133 |
| CFFEX.IM2412 |
0.005005 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5156.550 |
20241220 |
133 |
133 |
| CFFEX.IC2404 |
-0.003283 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5211.634 |
20240419 |
0 |
133 |
| CFFEX.IC2405 |
-0.003283 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5211.634 |
20240517 |
0 |
133 |
| CFFEX.IC2406 |
-0.003283 |
-0.005799 |
0.002516 |
-0.006454 |
-0.000645 |
-0.156178 |
- |
5178.0 |
5208.2 |
- |
5211.634 |
20240621 |
10 |
133 |
| CFFEX.IC2409 |
-0.003283 |
-0.00598 |
0.002697 |
-0.017698 |
-0.000242 |
-0.058669 |
- |
5119.4 |
5150.2 |
- |
5211.634 |
20240920 |
73 |
133 |
| CFFEX.IC2412 |
-0.003283 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5211.634 |
20241220 |
133 |
133 |
| CFFEX.IF2404 |
-0.004523 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3575.996 |
20240419 |
0 |
133 |
| CFFEX.IF2405 |
-0.004523 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3575.996 |
20240517 |
0 |
133 |
| CFFEX.IF2406 |
-0.004523 |
-0.007142 |
0.002619 |
-0.004809 |
-0.000481 |
-0.116371 |
- |
3558.8 |
3584.4 |
- |
3575.996 |
20240621 |
10 |
133 |
| CFFEX.IF2409 |
-0.004523 |
-0.007549 |
0.003026 |
-0.014764 |
-0.000202 |
-0.048944 |
- |
3523.2 |
3550.0 |
- |
3575.996 |
20240920 |
73 |
133 |
| CFFEX.IF2412 |
-0.004523 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3575.996 |
20241220 |
133 |
133 |
| CFFEX.IH2404 |
-0.003864 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2458.350 |
20240419 |
0 |
133 |
| CFFEX.IH2405 |
-0.003864 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2458.350 |
20240517 |
0 |
133 |
| CFFEX.IH2406 |
-0.003864 |
-0.005282 |
0.001417 |
-0.004047 |
-0.000405 |
-0.097948 |
- |
2448.4 |
2461.4 |
- |
2458.350 |
20240621 |
10 |
133 |
| CFFEX.IH2409 |
-0.003864 |
-0.004948 |
0.001083 |
-0.018285 |
-0.00025 |
-0.060615 |
- |
2413.4 |
2425.4 |
- |
2458.350 |
20240920 |
73 |
133 |
| CFFEX.IH2412 |
-0.003864 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2458.350 |
20241220 |
133 |
133 |