|
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_20240626_151502 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2405 |
0.028483 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4985.684 |
20240517 |
0 |
145 |
| CFFEX.IM2406 |
0.028483 |
0.0 |
0.028483 |
0.014786 |
inf |
inf |
-0.021909 |
5059.4 |
5059.4 |
6039.525 |
4985.684 |
20240621 |
0 |
145 |
| CFFEX.IM2407 |
0.028483 |
0.029635 |
-0.001153 |
-0.006275 |
-0.000349 |
-0.084361 |
-0.010947 |
4954.4 |
4811.8 |
5992.6 |
4985.684 |
20240719 |
18 |
145 |
| CFFEX.IM2409 |
0.028483 |
0.031267 |
-0.002784 |
-0.02224 |
-0.000365 |
-0.088233 |
- |
4874.8 |
4727.0 |
- |
4985.684 |
20240920 |
61 |
145 |
| CFFEX.IM2412 |
0.028483 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4985.684 |
20241220 |
121 |
145 |
| CFFEX.IC2405 |
0.014791 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5021.829 |
20240517 |
0 |
145 |
| CFFEX.IC2406 |
0.014791 |
0.0 |
0.014791 |
0.01692 |
inf |
inf |
- |
5106.8 |
5106.8 |
- |
5021.829 |
20240621 |
0 |
145 |
| CFFEX.IC2407 |
0.014791 |
0.013568 |
0.001223 |
-0.006298 |
-0.00035 |
-0.084677 |
- |
4990.2 |
4923.4 |
- |
5021.829 |
20240719 |
18 |
145 |
| CFFEX.IC2409 |
0.014791 |
0.012979 |
0.001812 |
-0.014662 |
-0.00024 |
-0.058166 |
- |
4948.2 |
4884.8 |
- |
5021.829 |
20240920 |
61 |
145 |
| CFFEX.IC2412 |
0.014791 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5021.829 |
20241220 |
121 |
145 |
| CFFEX.IF2405 |
0.006841 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3481.559 |
20240517 |
0 |
145 |
| CFFEX.IF2406 |
0.006841 |
- |
- |
- |
- |
- |
- |
- |
3492.8 |
- |
3481.559 |
20240621 |
0 |
145 |
| CFFEX.IF2407 |
0.006841 |
0.00566 |
0.001182 |
-0.009869 |
-0.000548 |
-0.132681 |
- |
3447.2 |
3427.8 |
- |
3481.559 |
20240719 |
18 |
145 |
| CFFEX.IF2409 |
0.006841 |
0.00574 |
0.001102 |
-0.013545 |
-0.000222 |
-0.053737 |
- |
3434.4 |
3414.8 |
- |
3481.559 |
20240920 |
61 |
145 |
| CFFEX.IF2412 |
0.006841 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3481.559 |
20241220 |
121 |
145 |
| CFFEX.IH2405 |
0.002032 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2399.080 |
20240517 |
0 |
145 |
| CFFEX.IH2406 |
0.002032 |
- |
- |
- |
- |
- |
- |
- |
2397.8 |
- |
2399.080 |
20240621 |
0 |
145 |
| CFFEX.IH2407 |
0.002032 |
0.003051 |
-0.00102 |
-0.013455 |
-0.000748 |
-0.180897 |
- |
2366.8 |
2359.6 |
- |
2399.080 |
20240719 |
18 |
145 |
| CFFEX.IH2409 |
0.002032 |
0.002801 |
-0.000769 |
-0.014956 |
-0.000245 |
-0.059333 |
- |
2363.2 |
2356.6 |
- |
2399.080 |
20240920 |
61 |
145 |
| CFFEX.IH2412 |
0.002032 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2399.080 |
20241220 |
121 |
145 |