|
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_20240614_151445 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.000173 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5179.341 |
20240419 |
0 |
137 |
| CFFEX.IM2405 |
-0.000173 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5179.341 |
20240517 |
0 |
137 |
| CFFEX.IM2406 |
-0.000173 |
0.005905 |
-0.006077 |
-0.000104 |
-0.000017 |
-0.004213 |
-0.016705 |
5178.8 |
5148.4 |
5992.6 |
5179.341 |
20240621 |
6 |
137 |
| CFFEX.IM2409 |
-0.000173 |
0.007227 |
-0.007399 |
-0.025861 |
-0.000375 |
-0.0907 |
- |
5045.4 |
5009.2 |
- |
5179.341 |
20240920 |
69 |
137 |
| CFFEX.IM2412 |
-0.000173 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5179.341 |
20241220 |
129 |
137 |
| CFFEX.IC2404 |
0.005430 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5222.798 |
20240419 |
0 |
137 |
| CFFEX.IC2405 |
0.005430 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5222.798 |
20240517 |
0 |
137 |
| CFFEX.IC2406 |
0.005430 |
0.005324 |
0.000106 |
-0.002144 |
-0.000357 |
-0.086477 |
- |
5211.6 |
5184.0 |
- |
5222.798 |
20240621 |
6 |
137 |
| CFFEX.IC2409 |
0.005430 |
0.006377 |
-0.000947 |
-0.015011 |
-0.000218 |
-0.052646 |
- |
5144.4 |
5111.8 |
- |
5222.798 |
20240920 |
69 |
137 |
| CFFEX.IC2412 |
0.005430 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5222.798 |
20241220 |
129 |
137 |
| CFFEX.IF2404 |
0.004307 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3541.316 |
20240419 |
0 |
137 |
| CFFEX.IF2405 |
0.004307 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3541.316 |
20240517 |
0 |
137 |
| CFFEX.IF2406 |
0.004307 |
0.004549 |
-0.000242 |
-0.002179 |
-0.000363 |
-0.08788 |
- |
3533.6 |
3517.6 |
- |
3541.316 |
20240621 |
6 |
137 |
| CFFEX.IF2409 |
0.004307 |
0.004022 |
0.000284 |
-0.013135 |
-0.00019 |
-0.046068 |
- |
3494.8 |
3480.8 |
- |
3541.316 |
20240920 |
69 |
137 |
| CFFEX.IF2412 |
0.004307 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3541.316 |
20241220 |
129 |
137 |
| CFFEX.IH2404 |
0.006085 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2426.752 |
20240419 |
0 |
137 |
| CFFEX.IH2405 |
0.006085 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2426.752 |
20240517 |
0 |
137 |
| CFFEX.IH2406 |
0.006085 |
0.005903 |
0.000182 |
-0.002947 |
-0.000491 |
-0.118868 |
- |
2419.6 |
2405.4 |
- |
2426.752 |
20240621 |
6 |
137 |
| CFFEX.IH2409 |
0.006085 |
0.005733 |
0.000352 |
-0.016875 |
-0.000245 |
-0.059186 |
- |
2385.8 |
2372.2 |
- |
2426.752 |
20240920 |
69 |
137 |
| CFFEX.IH2412 |
0.006085 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2426.752 |
20241220 |
129 |
137 |