|
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_20240613_151506 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.006919 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5180.367 |
20240419 |
0 |
136 |
| CFFEX.IM2405 |
-0.006919 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5180.367 |
20240517 |
0 |
136 |
| CFFEX.IM2406 |
-0.006919 |
-0.006215 |
-0.000704 |
-0.006171 |
-0.000882 |
-0.213333 |
-0.011464 |
5148.4 |
5180.6 |
5992.6 |
5180.367 |
20240621 |
7 |
136 |
| CFFEX.IM2409 |
-0.006919 |
-0.008236 |
0.001317 |
-0.033041 |
-0.000472 |
-0.114229 |
- |
5009.2 |
5050.8 |
- |
5180.367 |
20240920 |
70 |
136 |
| CFFEX.IM2412 |
-0.006919 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5180.367 |
20241220 |
130 |
136 |
| CFFEX.IC2404 |
-0.007125 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5195.670 |
20240419 |
0 |
136 |
| CFFEX.IC2405 |
-0.007125 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5195.670 |
20240517 |
0 |
136 |
| CFFEX.IC2406 |
-0.007125 |
-0.00499 |
-0.002134 |
-0.002246 |
-0.000321 |
-0.077651 |
- |
5184.0 |
5210.0 |
- |
5195.670 |
20240621 |
7 |
136 |
| CFFEX.IC2409 |
-0.007125 |
-0.00626 |
-0.000865 |
-0.016142 |
-0.000231 |
-0.055806 |
- |
5111.8 |
5144.0 |
- |
5195.670 |
20240920 |
70 |
136 |
| CFFEX.IC2412 |
-0.007125 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5195.670 |
20241220 |
130 |
136 |
| CFFEX.IF2404 |
-0.004793 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3527.136 |
20240419 |
0 |
136 |
| CFFEX.IF2405 |
-0.004793 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3527.136 |
20240517 |
0 |
136 |
| CFFEX.IF2406 |
-0.004793 |
-0.003851 |
-0.000941 |
-0.002704 |
-0.000386 |
-0.093468 |
- |
3517.6 |
3531.2 |
- |
3527.136 |
20240621 |
7 |
136 |
| CFFEX.IF2409 |
-0.004793 |
-0.004348 |
-0.000445 |
-0.013137 |
-0.000188 |
-0.045416 |
- |
3480.8 |
3496.0 |
- |
3527.136 |
20240920 |
70 |
136 |
| CFFEX.IF2412 |
-0.004793 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3527.136 |
20241220 |
130 |
136 |
| CFFEX.IH2404 |
-0.004550 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2412.579 |
20240419 |
0 |
136 |
| CFFEX.IH2405 |
-0.004550 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2412.579 |
20240517 |
0 |
136 |
| CFFEX.IH2406 |
-0.004550 |
-0.004058 |
-0.000493 |
-0.002976 |
-0.000425 |
-0.102873 |
- |
2405.4 |
2415.2 |
- |
2412.579 |
20240621 |
7 |
136 |
| CFFEX.IH2409 |
-0.004550 |
-0.004365 |
-0.000185 |
-0.016737 |
-0.000239 |
-0.057862 |
- |
2372.2 |
2382.6 |
- |
2412.579 |
20240920 |
70 |
136 |
| CFFEX.IH2412 |
-0.004550 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2412.579 |
20241220 |
130 |
136 |