|
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_20240624_151421 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.033040 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4888.305 |
20240419 |
0 |
143 |
| CFFEX.IM2405 |
-0.033040 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4888.305 |
20240517 |
0 |
143 |
| CFFEX.IM2406 |
-0.033040 |
- |
- |
- |
- |
- |
- |
- |
5059.4 |
5992.6 |
4888.305 |
20240621 |
0 |
143 |
| CFFEX.IM2409 |
-0.033040 |
-0.033827 |
0.000787 |
-0.02772 |
-0.00044 |
-0.106481 |
- |
4752.8 |
4919.2 |
- |
4888.305 |
20240920 |
63 |
143 |
| CFFEX.IM2412 |
-0.033040 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4888.305 |
20241220 |
123 |
143 |
| CFFEX.IC2404 |
-0.021799 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4991.101 |
20240419 |
0 |
143 |
| CFFEX.IC2405 |
-0.021799 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4991.101 |
20240517 |
0 |
143 |
| CFFEX.IC2406 |
-0.021799 |
- |
- |
- |
- |
- |
- |
- |
5106.8 |
- |
4991.101 |
20240621 |
0 |
143 |
| CFFEX.IC2409 |
-0.021799 |
-0.019683 |
-0.002116 |
-0.012122 |
-0.000192 |
-0.046563 |
- |
4930.6 |
5029.6 |
- |
4991.101 |
20240920 |
63 |
143 |
| CFFEX.IC2412 |
-0.021799 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4991.101 |
20241220 |
123 |
143 |
| CFFEX.IF2404 |
-0.005596 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3476.060 |
20240419 |
0 |
143 |
| CFFEX.IF2405 |
-0.005596 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3476.060 |
20240517 |
0 |
143 |
| CFFEX.IF2406 |
-0.005596 |
0.001951 |
-0.007546 |
0.004816 |
inf |
inf |
- |
3492.8 |
3486.0 |
- |
3476.060 |
20240621 |
0 |
143 |
| CFFEX.IF2409 |
-0.005596 |
-0.004398 |
-0.001197 |
-0.010144 |
-0.000161 |
-0.038965 |
- |
3440.8 |
3456.0 |
- |
3476.060 |
20240920 |
63 |
143 |
| CFFEX.IF2412 |
-0.005596 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3476.060 |
20241220 |
123 |
143 |
| CFFEX.IH2404 |
0.001844 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2403.380 |
20240419 |
0 |
143 |
| CFFEX.IH2405 |
0.001844 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2403.380 |
20240517 |
0 |
143 |
| CFFEX.IH2406 |
0.001844 |
- |
- |
- |
- |
- |
- |
- |
2397.8 |
- |
2403.380 |
20240621 |
0 |
143 |
| CFFEX.IH2409 |
0.001844 |
0.000845 |
0.000999 |
-0.014388 |
-0.000228 |
-0.055268 |
- |
2368.8 |
2366.8 |
- |
2403.380 |
20240920 |
63 |
143 |
| CFFEX.IH2412 |
0.001844 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2403.380 |
20241220 |
123 |
143 |