|
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_20240625_151457 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.008509 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4846.186 |
20240419 |
0 |
144 |
| CFFEX.IM2405 |
-0.008509 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4846.186 |
20240517 |
0 |
144 |
| CFFEX.IM2406 |
-0.008509 |
- |
- |
- |
- |
- |
- |
- |
5059.4 |
5992.6 |
4846.186 |
20240621 |
0 |
144 |
| CFFEX.IM2409 |
-0.008509 |
-0.005428 |
-0.003081 |
-0.024594 |
-0.000397 |
-0.095995 |
- |
4727.0 |
4752.8 |
- |
4846.186 |
20240920 |
62 |
144 |
| CFFEX.IM2412 |
-0.008509 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4846.186 |
20241220 |
122 |
144 |
| CFFEX.IC2404 |
-0.009172 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4947.116 |
20240419 |
0 |
144 |
| CFFEX.IC2405 |
-0.009172 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4947.116 |
20240517 |
0 |
144 |
| CFFEX.IC2406 |
-0.009172 |
0.0 |
-0.009172 |
0.032278 |
inf |
inf |
- |
5106.8 |
5106.8 |
- |
4947.116 |
20240621 |
0 |
144 |
| CFFEX.IC2409 |
-0.009172 |
-0.009289 |
0.000117 |
-0.012596 |
-0.000203 |
-0.049167 |
- |
4884.8 |
4930.6 |
- |
4947.116 |
20240920 |
62 |
144 |
| CFFEX.IC2412 |
-0.009172 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4947.116 |
20241220 |
122 |
144 |
| CFFEX.IF2404 |
-0.005632 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3457.229 |
20240419 |
0 |
144 |
| CFFEX.IF2405 |
-0.005632 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3457.229 |
20240517 |
0 |
144 |
| CFFEX.IF2406 |
-0.005632 |
- |
- |
- |
- |
- |
- |
- |
3492.8 |
- |
3457.229 |
20240621 |
0 |
144 |
| CFFEX.IF2409 |
-0.005632 |
-0.007556 |
0.001924 |
-0.012273 |
-0.000198 |
-0.047903 |
- |
3414.8 |
3440.8 |
- |
3457.229 |
20240920 |
62 |
144 |
| CFFEX.IF2412 |
-0.005632 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3457.229 |
20241220 |
122 |
144 |
| CFFEX.IH2404 |
-0.004023 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2394.414 |
20240419 |
0 |
144 |
| CFFEX.IH2405 |
-0.004023 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2394.414 |
20240517 |
0 |
144 |
| CFFEX.IH2406 |
-0.004023 |
0.0 |
-0.004023 |
0.001414 |
inf |
inf |
- |
2397.8 |
2397.8 |
- |
2394.414 |
20240621 |
0 |
144 |
| CFFEX.IH2409 |
-0.004023 |
-0.00515 |
0.001128 |
-0.015793 |
-0.000255 |
-0.061642 |
- |
2356.6 |
2368.8 |
- |
2394.414 |
20240920 |
62 |
144 |
| CFFEX.IH2412 |
-0.004023 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2394.414 |
20241220 |
122 |
144 |