|
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_20240617_151459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.000583 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5183.670 |
20240419 |
0 |
138 |
| CFFEX.IM2405 |
0.000583 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5183.670 |
20240517 |
0 |
138 |
| CFFEX.IM2406 |
0.000583 |
-0.000965 |
0.001548 |
-0.001904 |
-0.000381 |
-0.092156 |
-0.015162 |
5173.8 |
5178.8 |
5992.6 |
5183.670 |
20240621 |
5 |
138 |
| CFFEX.IM2409 |
0.000583 |
-0.000277 |
0.00086 |
-0.026944 |
-0.000396 |
-0.09589 |
- |
5044.0 |
5045.4 |
- |
5183.670 |
20240920 |
68 |
138 |
| CFFEX.IM2412 |
0.000583 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5183.670 |
20241220 |
128 |
138 |
| CFFEX.IC2404 |
-0.001018 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5207.785 |
20240419 |
0 |
138 |
| CFFEX.IC2405 |
-0.001018 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5207.785 |
20240517 |
0 |
138 |
| CFFEX.IC2406 |
-0.001018 |
-0.002571 |
0.001553 |
-0.001841 |
-0.000368 |
-0.089081 |
- |
5198.2 |
5211.6 |
- |
5207.785 |
20240621 |
5 |
138 |
| CFFEX.IC2409 |
-0.001018 |
-0.002372 |
0.001353 |
-0.014514 |
-0.000213 |
-0.051652 |
- |
5132.2 |
5144.4 |
- |
5207.785 |
20240920 |
68 |
138 |
| CFFEX.IC2412 |
-0.001018 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5207.785 |
20241220 |
128 |
138 |
| CFFEX.IF2404 |
-0.001437 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3536.443 |
20240419 |
0 |
138 |
| CFFEX.IF2405 |
-0.001437 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3536.443 |
20240517 |
0 |
138 |
| CFFEX.IF2406 |
-0.001437 |
-0.001698 |
0.000261 |
-0.002501 |
-0.0005 |
-0.121026 |
- |
3527.6 |
3533.6 |
- |
3536.443 |
20240621 |
5 |
138 |
| CFFEX.IF2409 |
-0.001437 |
-0.00206 |
0.000623 |
-0.013811 |
-0.000203 |
-0.049152 |
- |
3487.6 |
3494.8 |
- |
3536.443 |
20240920 |
68 |
138 |
| CFFEX.IF2412 |
-0.001437 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3536.443 |
20241220 |
128 |
138 |
| CFFEX.IH2404 |
-0.004030 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2416.729 |
20240419 |
0 |
138 |
| CFFEX.IH2405 |
-0.004030 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2416.729 |
20240517 |
0 |
138 |
| CFFEX.IH2406 |
-0.004030 |
-0.004464 |
0.000433 |
-0.003281 |
-0.000656 |
-0.158795 |
- |
2408.8 |
2419.6 |
- |
2416.729 |
20240621 |
5 |
138 |
| CFFEX.IH2409 |
-0.004030 |
-0.003856 |
-0.000174 |
-0.016605 |
-0.000244 |
-0.059093 |
- |
2376.6 |
2385.8 |
- |
2416.729 |
20240920 |
68 |
138 |
| CFFEX.IH2412 |
-0.004030 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2416.729 |
20241220 |
128 |
138 |