|
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_20240619_151450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.012227 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5163.343 |
20240419 |
0 |
140 |
| CFFEX.IM2405 |
-0.012227 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5163.343 |
20240517 |
0 |
140 |
| CFFEX.IM2406 |
-0.012227 |
-0.01434 |
0.002114 |
-0.001616 |
-0.000539 |
-0.130342 |
-0.015351 |
5155.0 |
5230.0 |
5992.6 |
5163.343 |
20240621 |
3 |
140 |
| CFFEX.IM2409 |
-0.012227 |
-0.014856 |
0.002629 |
-0.026483 |
-0.000401 |
-0.097106 |
- |
5026.6 |
5102.4 |
- |
5163.343 |
20240920 |
66 |
140 |
| CFFEX.IM2412 |
-0.012227 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5163.343 |
20241220 |
126 |
140 |
| CFFEX.IC2404 |
-0.011635 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5170.030 |
20240419 |
0 |
140 |
| CFFEX.IC2405 |
-0.011635 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5170.030 |
20240517 |
0 |
140 |
| CFFEX.IC2406 |
-0.011635 |
-0.010982 |
-0.000653 |
-0.000161 |
-0.000054 |
-0.01295 |
- |
5169.2 |
5226.6 |
- |
5170.030 |
20240621 |
3 |
140 |
| CFFEX.IC2409 |
-0.011635 |
-0.010659 |
-0.000976 |
-0.012617 |
-0.000191 |
-0.046262 |
- |
5104.8 |
5159.8 |
- |
5170.030 |
20240920 |
66 |
140 |
| CFFEX.IC2412 |
-0.011635 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5170.030 |
20241220 |
126 |
140 |
| CFFEX.IF2404 |
-0.004502 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3529.627 |
20240419 |
0 |
140 |
| CFFEX.IF2405 |
-0.004502 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3529.627 |
20240517 |
0 |
140 |
| CFFEX.IF2406 |
-0.004502 |
-0.002714 |
-0.001788 |
-0.000574 |
-0.000191 |
-0.046325 |
- |
3527.6 |
3537.2 |
- |
3529.627 |
20240621 |
3 |
140 |
| CFFEX.IF2409 |
-0.004502 |
-0.002916 |
-0.001586 |
-0.01202 |
-0.000182 |
-0.044074 |
- |
3487.2 |
3497.4 |
- |
3529.627 |
20240920 |
66 |
140 |
| CFFEX.IF2412 |
-0.004502 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3529.627 |
20241220 |
126 |
140 |
| CFFEX.IH2404 |
-0.000525 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2414.159 |
20240419 |
0 |
140 |
| CFFEX.IH2405 |
-0.000525 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2414.159 |
20240517 |
0 |
140 |
| CFFEX.IH2406 |
-0.000525 |
0.002408 |
-0.002933 |
0.000183 |
0.000061 |
0.014736 |
- |
2414.6 |
2408.8 |
- |
2414.159 |
20240621 |
3 |
140 |
| CFFEX.IH2409 |
-0.000525 |
0.00101 |
-0.001535 |
-0.014729 |
-0.000223 |
-0.054008 |
- |
2378.6 |
2376.2 |
- |
2414.159 |
20240920 |
66 |
140 |
| CFFEX.IH2412 |
-0.000525 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2414.159 |
20241220 |
126 |
140 |