|
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_20240621_151421 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
0.000317 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5057.740 |
20240419 |
0 |
142 |
| CFFEX.IM2405 |
0.000317 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
5057.740 |
20240517 |
0 |
142 |
| CFFEX.IM2406 |
0.000317 |
-0.000908 |
0.001225 |
0.000328 |
0.000328 |
0.079427 |
-0.016678 |
5059.4 |
5064.0 |
5992.6 |
5057.740 |
20240621 |
1 |
142 |
| CFFEX.IM2409 |
0.000317 |
-0.001178 |
0.001494 |
-0.027392 |
-0.000428 |
-0.103575 |
- |
4919.2 |
4925.0 |
- |
5057.740 |
20240920 |
64 |
142 |
| CFFEX.IM2412 |
0.000317 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5057.740 |
20241220 |
124 |
142 |
| CFFEX.IC2404 |
0.002372 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5106.651 |
20240419 |
0 |
142 |
| CFFEX.IC2405 |
0.002372 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5106.651 |
20240517 |
0 |
142 |
| CFFEX.IC2406 |
0.002372 |
0.003104 |
-0.000731 |
0.000029 |
0.000029 |
0.007061 |
- |
5106.8 |
5091.0 |
- |
5106.651 |
20240621 |
1 |
142 |
| CFFEX.IC2409 |
0.002372 |
0.000318 |
0.002054 |
-0.015088 |
-0.000236 |
-0.057053 |
- |
5029.6 |
5028.0 |
- |
5106.651 |
20240920 |
64 |
142 |
| CFFEX.IC2412 |
0.002372 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5106.651 |
20241220 |
124 |
142 |
| CFFEX.IF2404 |
0.000178 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3503.906 |
20240419 |
0 |
142 |
| CFFEX.IF2405 |
0.000178 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3503.906 |
20240517 |
0 |
142 |
| CFFEX.IF2406 |
0.000178 |
-0.005421 |
0.005599 |
-0.00511 |
-0.00511 |
-1.236692 |
- |
3486.0 |
3505.0 |
- |
3503.906 |
20240621 |
1 |
142 |
| CFFEX.IF2409 |
0.000178 |
-0.00277 |
0.002948 |
-0.013672 |
-0.000214 |
-0.051698 |
- |
3456.0 |
3465.6 |
- |
3503.906 |
20240920 |
64 |
142 |
| CFFEX.IF2412 |
0.000178 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3503.906 |
20241220 |
124 |
142 |
| CFFEX.IH2404 |
-0.001144 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2405.582 |
20240419 |
0 |
142 |
| CFFEX.IH2405 |
-0.001144 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2405.582 |
20240517 |
0 |
142 |
| CFFEX.IH2406 |
-0.001144 |
-0.004732 |
0.003588 |
-0.003235 |
-0.003235 |
-0.782864 |
- |
2397.8 |
2409.2 |
- |
2405.582 |
20240621 |
1 |
142 |
| CFFEX.IH2409 |
-0.001144 |
-0.002276 |
0.001132 |
-0.016122 |
-0.000252 |
-0.06096 |
- |
2366.8 |
2372.2 |
- |
2405.582 |
20240920 |
64 |
142 |
| CFFEX.IH2412 |
-0.001144 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2405.582 |
20241220 |
124 |
142 |