|
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_20240620_151452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.019648 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5058.612 |
20240419 |
0 |
141 |
| CFFEX.IM2405 |
-0.019648 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5058.612 |
20240517 |
0 |
141 |
| CFFEX.IM2406 |
-0.019648 |
-0.017653 |
-0.001995 |
0.001065 |
0.000533 |
0.128879 |
-0.017303 |
5064.0 |
5155.0 |
5992.6 |
5058.612 |
20240621 |
2 |
141 |
| CFFEX.IM2409 |
-0.019648 |
-0.020212 |
0.000565 |
-0.026413 |
-0.000406 |
-0.098337 |
- |
4925.0 |
5026.6 |
- |
5058.612 |
20240920 |
65 |
141 |
| CFFEX.IM2412 |
-0.019648 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5058.612 |
20241220 |
125 |
141 |
| CFFEX.IC2404 |
-0.013943 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5096.749 |
20240419 |
0 |
141 |
| CFFEX.IC2405 |
-0.013943 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5096.749 |
20240517 |
0 |
141 |
| CFFEX.IC2406 |
-0.013943 |
-0.015128 |
0.001185 |
-0.001128 |
-0.000564 |
-0.136485 |
- |
5091.0 |
5169.2 |
- |
5096.749 |
20240621 |
2 |
141 |
| CFFEX.IC2409 |
-0.013943 |
-0.015045 |
0.001101 |
-0.013489 |
-0.000208 |
-0.05022 |
- |
5028.0 |
5104.8 |
- |
5096.749 |
20240920 |
65 |
141 |
| CFFEX.IC2412 |
-0.013943 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5096.749 |
20241220 |
125 |
141 |
| CFFEX.IF2404 |
-0.007017 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3503.987 |
20240419 |
0 |
141 |
| CFFEX.IF2405 |
-0.007017 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3503.987 |
20240517 |
0 |
141 |
| CFFEX.IF2406 |
-0.007017 |
-0.006407 |
-0.000611 |
0.000289 |
0.000145 |
0.034981 |
- |
3505.0 |
3527.6 |
- |
3503.987 |
20240621 |
2 |
141 |
| CFFEX.IF2409 |
-0.007017 |
-0.006194 |
-0.000823 |
-0.010955 |
-0.000169 |
-0.040787 |
- |
3465.6 |
3487.2 |
- |
3503.987 |
20240920 |
65 |
141 |
| CFFEX.IF2412 |
-0.007017 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3503.987 |
20241220 |
125 |
141 |
| CFFEX.IH2404 |
-0.002141 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2408.805 |
20240419 |
0 |
141 |
| CFFEX.IH2405 |
-0.002141 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2408.805 |
20240517 |
0 |
141 |
| CFFEX.IH2406 |
-0.002141 |
-0.002236 |
0.000096 |
0.000164 |
0.000082 |
0.019842 |
- |
2409.2 |
2414.6 |
- |
2408.805 |
20240621 |
2 |
141 |
| CFFEX.IH2409 |
-0.002141 |
-0.002691 |
0.00055 |
-0.015196 |
-0.000234 |
-0.056577 |
- |
2372.2 |
2378.6 |
- |
2408.805 |
20240920 |
65 |
141 |
| CFFEX.IH2412 |
-0.002141 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2408.805 |
20241220 |
125 |
141 |