|
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_20240611_151411 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.008892 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5199.410 |
20240419 |
0 |
134 |
| CFFEX.IM2405 |
0.008892 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5199.410 |
20240517 |
0 |
134 |
| CFFEX.IM2406 |
0.008892 |
0.011535 |
-0.002643 |
-0.004887 |
-0.000543 |
-0.131408 |
-0.01262 |
5174.0 |
5115.0 |
5992.6 |
5199.410 |
20240621 |
9 |
134 |
| CFFEX.IM2409 |
0.008892 |
0.010571 |
-0.001679 |
-0.029159 |
-0.000405 |
-0.098007 |
- |
5047.8 |
4995.0 |
- |
5199.410 |
20240920 |
72 |
134 |
| CFFEX.IM2412 |
0.008892 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5199.410 |
20241220 |
132 |
134 |
| CFFEX.IC2404 |
0.002544 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5222.231 |
20240419 |
0 |
134 |
| CFFEX.IC2405 |
0.002544 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5222.231 |
20240517 |
0 |
134 |
| CFFEX.IC2406 |
0.002544 |
0.003978 |
-0.001434 |
-0.004525 |
-0.000503 |
-0.121674 |
- |
5198.6 |
5178.0 |
- |
5222.231 |
20240621 |
9 |
134 |
| CFFEX.IC2409 |
0.002544 |
0.003047 |
-0.000503 |
-0.016704 |
-0.000232 |
-0.056143 |
- |
5135.0 |
5119.4 |
- |
5222.231 |
20240920 |
72 |
134 |
| CFFEX.IC2412 |
0.002544 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5222.231 |
20241220 |
132 |
134 |
| CFFEX.IF2404 |
-0.007840 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3546.094 |
20240419 |
0 |
134 |
| CFFEX.IF2405 |
-0.007840 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3546.094 |
20240517 |
0 |
134 |
| CFFEX.IF2406 |
-0.007840 |
-0.006238 |
-0.001602 |
-0.002677 |
-0.000297 |
-0.07199 |
- |
3536.6 |
3558.8 |
- |
3546.094 |
20240621 |
9 |
134 |
| CFFEX.IF2409 |
-0.007840 |
-0.006017 |
-0.001823 |
-0.012435 |
-0.000173 |
-0.041794 |
- |
3502.0 |
3523.2 |
- |
3546.094 |
20240920 |
72 |
134 |
| CFFEX.IF2412 |
-0.007840 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3546.094 |
20241220 |
132 |
134 |
| CFFEX.IH2404 |
-0.012611 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2426.268 |
20240419 |
0 |
134 |
| CFFEX.IH2405 |
-0.012611 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2426.268 |
20240517 |
0 |
134 |
| CFFEX.IH2406 |
-0.012611 |
-0.012008 |
-0.000603 |
-0.002996 |
-0.000333 |
-0.080547 |
- |
2419.0 |
2448.4 |
- |
2426.268 |
20240621 |
9 |
134 |
| CFFEX.IH2409 |
-0.012611 |
-0.011685 |
-0.000926 |
-0.016926 |
-0.000235 |
-0.056892 |
- |
2385.2 |
2413.4 |
- |
2426.268 |
20240920 |
72 |
134 |
| CFFEX.IH2412 |
-0.012611 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2426.268 |
20241220 |
132 |
134 |