|
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_20240627_151401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2405 |
-0.024271 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4865.357 |
20240517 |
0 |
146 |
| CFFEX.IM2406 |
-0.024271 |
0.0 |
-0.024271 |
0.039883 |
inf |
inf |
-0.041598 |
5059.4 |
5059.4 |
6039.525 |
4865.357 |
20240621 |
0 |
146 |
| CFFEX.IM2407 |
-0.024271 |
-0.0241 |
-0.000172 |
-0.006239 |
-0.000367 |
-0.08882 |
-0.010712 |
4835.0 |
4954.4 |
5992.6 |
4865.357 |
20240719 |
17 |
146 |
| CFFEX.IM2409 |
-0.024271 |
-0.024863 |
0.000591 |
-0.02297 |
-0.000383 |
-0.092645 |
- |
4753.6 |
4874.8 |
- |
4865.357 |
20240920 |
60 |
146 |
| CFFEX.IM2412 |
-0.024271 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4865.357 |
20241220 |
120 |
146 |
| CFFEX.IC2405 |
-0.018080 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4929.661 |
20240517 |
0 |
146 |
| CFFEX.IC2406 |
-0.018080 |
0.0 |
-0.01808 |
0.035933 |
inf |
inf |
- |
5106.8 |
5106.8 |
- |
4929.661 |
20240621 |
0 |
146 |
| CFFEX.IC2407 |
-0.018080 |
-0.016472 |
-0.001608 |
-0.004394 |
-0.000258 |
-0.06255 |
- |
4908.0 |
4990.2 |
- |
4929.661 |
20240719 |
17 |
146 |
| CFFEX.IC2409 |
-0.018080 |
-0.016612 |
-0.001468 |
-0.012914 |
-0.000215 |
-0.052086 |
- |
4866.0 |
4948.2 |
- |
4929.661 |
20240920 |
60 |
146 |
| CFFEX.IC2412 |
-0.018080 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4929.661 |
20241220 |
120 |
146 |
| CFFEX.IF2405 |
-0.007393 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3454.536 |
20240517 |
0 |
146 |
| CFFEX.IF2406 |
-0.007393 |
0.0 |
-0.007393 |
0.011076 |
inf |
inf |
- |
3492.8 |
3492.8 |
- |
3454.536 |
20240621 |
0 |
146 |
| CFFEX.IF2407 |
-0.007393 |
-0.00499 |
-0.002403 |
-0.007103 |
-0.000418 |
-0.101107 |
- |
3430.0 |
3447.2 |
- |
3454.536 |
20240719 |
17 |
146 |
| CFFEX.IF2409 |
-0.007393 |
-0.004542 |
-0.00285 |
-0.010345 |
-0.000172 |
-0.041723 |
- |
3418.8 |
3434.4 |
- |
3454.536 |
20240920 |
60 |
146 |
| CFFEX.IF2412 |
-0.007393 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3454.536 |
20241220 |
120 |
146 |
| CFFEX.IH2405 |
-0.003755 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2389.250 |
20240517 |
0 |
146 |
| CFFEX.IH2406 |
-0.003755 |
- |
- |
- |
- |
- |
- |
- |
2397.8 |
- |
2389.250 |
20240621 |
0 |
146 |
| CFFEX.IH2407 |
-0.003755 |
-0.00338 |
-0.000375 |
-0.012745 |
-0.00075 |
-0.181423 |
- |
2358.8 |
2366.8 |
- |
2389.250 |
20240719 |
17 |
146 |
| CFFEX.IH2409 |
-0.003755 |
-0.004147 |
0.000392 |
-0.015005 |
-0.00025 |
-0.060519 |
- |
2353.4 |
2363.2 |
- |
2389.250 |
20240920 |
60 |
146 |
| CFFEX.IH2412 |
-0.003755 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2389.250 |
20241220 |
120 |
146 |