|
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_20240618_151424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.007979 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5225.330 |
20240419 |
0 |
139 |
| CFFEX.IM2405 |
0.007979 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5225.330 |
20240517 |
0 |
139 |
| CFFEX.IM2406 |
0.007979 |
0.010862 |
-0.002884 |
0.000894 |
0.000223 |
0.05407 |
-0.017724 |
5230.0 |
5173.8 |
5992.6 |
5225.330 |
20240621 |
4 |
139 |
| CFFEX.IM2409 |
0.007979 |
0.011578 |
-0.003599 |
-0.023526 |
-0.000351 |
-0.084974 |
- |
5102.4 |
5044.0 |
- |
5225.330 |
20240920 |
67 |
139 |
| CFFEX.IM2412 |
0.007979 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5225.330 |
20241220 |
127 |
139 |
| CFFEX.IC2404 |
0.004519 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5230.661 |
20240419 |
0 |
139 |
| CFFEX.IC2405 |
0.004519 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5230.661 |
20240517 |
0 |
139 |
| CFFEX.IC2406 |
0.004519 |
0.005463 |
-0.000944 |
-0.000776 |
-0.000194 |
-0.046971 |
- |
5226.6 |
5198.2 |
- |
5230.661 |
20240621 |
4 |
139 |
| CFFEX.IC2409 |
0.004519 |
0.005378 |
-0.000858 |
-0.013547 |
-0.000202 |
-0.048932 |
- |
5159.8 |
5132.2 |
- |
5230.661 |
20240920 |
67 |
139 |
| CFFEX.IC2412 |
0.004519 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5230.661 |
20241220 |
127 |
139 |
| CFFEX.IF2404 |
0.002582 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3545.328 |
20240419 |
0 |
139 |
| CFFEX.IF2405 |
0.002582 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3545.328 |
20240517 |
0 |
139 |
| CFFEX.IF2406 |
0.002582 |
0.002721 |
-0.00014 |
-0.002293 |
-0.000573 |
-0.138702 |
- |
3537.2 |
3527.6 |
- |
3545.328 |
20240621 |
4 |
139 |
| CFFEX.IF2409 |
0.002582 |
0.00281 |
-0.000228 |
-0.013519 |
-0.000202 |
-0.048829 |
- |
3497.4 |
3487.6 |
- |
3545.328 |
20240920 |
67 |
139 |
| CFFEX.IF2412 |
0.002582 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3545.328 |
20241220 |
127 |
139 |
| CFFEX.IH2404 |
-0.000355 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2415.484 |
20240419 |
0 |
139 |
| CFFEX.IH2405 |
-0.000355 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2415.484 |
20240517 |
0 |
139 |
| CFFEX.IH2406 |
-0.000355 |
0.0 |
-0.000355 |
-0.002767 |
-0.000692 |
-0.167412 |
- |
2408.8 |
2408.8 |
- |
2415.484 |
20240621 |
4 |
139 |
| CFFEX.IH2409 |
-0.000355 |
-0.000168 |
-0.000187 |
-0.016263 |
-0.000243 |
-0.058742 |
- |
2376.2 |
2376.6 |
- |
2415.484 |
20240920 |
67 |
139 |
| CFFEX.IH2412 |
-0.000355 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2415.484 |
20241220 |
127 |
139 |