|
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_20240612_151435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.003609 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5217.688 |
20240419 |
0 |
135 |
| CFFEX.IM2405 |
0.003609 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5217.688 |
20240517 |
0 |
135 |
| CFFEX.IM2406 |
0.003609 |
0.001276 |
0.002334 |
-0.007108 |
-0.000889 |
-0.215021 |
-0.010731 |
5180.6 |
5174.0 |
5992.6 |
5217.688 |
20240621 |
8 |
135 |
| CFFEX.IM2409 |
0.003609 |
0.000594 |
0.003015 |
-0.031985 |
-0.00045 |
-0.109019 |
- |
5050.8 |
5047.8 |
- |
5217.688 |
20240920 |
71 |
135 |
| CFFEX.IM2412 |
0.003609 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5217.688 |
20241220 |
131 |
135 |
| CFFEX.IC2404 |
0.003471 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5235.580 |
20240419 |
0 |
135 |
| CFFEX.IC2405 |
0.003471 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5235.580 |
20240517 |
0 |
135 |
| CFFEX.IC2406 |
0.003471 |
0.002193 |
0.001278 |
-0.004886 |
-0.000611 |
-0.147795 |
- |
5210.0 |
5198.6 |
- |
5235.580 |
20240621 |
8 |
135 |
| CFFEX.IC2409 |
0.003471 |
0.001753 |
0.001718 |
-0.017492 |
-0.000246 |
-0.05962 |
- |
5144.0 |
5135.0 |
- |
5235.580 |
20240920 |
71 |
135 |
| CFFEX.IC2412 |
0.003471 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5235.580 |
20241220 |
131 |
135 |
| CFFEX.IF2404 |
0.000817 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3545.773 |
20240419 |
0 |
135 |
| CFFEX.IF2405 |
0.000817 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3545.773 |
20240517 |
0 |
135 |
| CFFEX.IF2406 |
0.000817 |
-0.001527 |
0.002344 |
-0.00411 |
-0.000514 |
-0.124326 |
- |
3531.2 |
3536.6 |
- |
3545.773 |
20240621 |
8 |
135 |
| CFFEX.IF2409 |
0.000817 |
-0.001713 |
0.002531 |
-0.014037 |
-0.000198 |
-0.047845 |
- |
3496.0 |
3502.0 |
- |
3545.773 |
20240920 |
71 |
135 |
| CFFEX.IF2412 |
0.000817 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3545.773 |
20241220 |
131 |
135 |
| CFFEX.IH2404 |
0.000656 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2425.208 |
20240419 |
0 |
135 |
| CFFEX.IH2405 |
0.000656 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2425.208 |
20240517 |
0 |
135 |
| CFFEX.IH2406 |
0.000656 |
-0.001571 |
0.002227 |
-0.004127 |
-0.000516 |
-0.124831 |
- |
2415.2 |
2419.0 |
- |
2425.208 |
20240621 |
8 |
135 |
| CFFEX.IH2409 |
0.000656 |
-0.00109 |
0.001746 |
-0.017569 |
-0.000247 |
-0.059882 |
- |
2382.6 |
2385.2 |
- |
2425.208 |
20240920 |
71 |
135 |
| CFFEX.IH2412 |
0.000656 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2425.208 |
20241220 |
131 |
135 |