|
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_20240628_151403 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2405 |
0.006929 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4897.788 |
20240517 |
0 |
147 |
| CFFEX.IM2406 |
0.006929 |
0.0 |
0.006929 |
0.032997 |
inf |
inf |
-0.036291 |
5059.4 |
5059.4 |
6039.525 |
4897.788 |
20240621 |
0 |
147 |
| CFFEX.IM2407 |
0.006929 |
0.003392 |
0.003537 |
-0.009471 |
-0.000592 |
-0.143252 |
-0.008142 |
4851.4 |
4835.0 |
5992.6 |
4897.788 |
20240719 |
16 |
147 |
| CFFEX.IM2409 |
0.006929 |
0.004502 |
0.002427 |
-0.02507 |
-0.000425 |
-0.10283 |
- |
4775.0 |
4753.6 |
- |
4897.788 |
20240920 |
59 |
147 |
| CFFEX.IM2412 |
0.006929 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4897.788 |
20241220 |
119 |
147 |
| CFFEX.IC2405 |
0.003473 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4945.168 |
20240517 |
0 |
147 |
| CFFEX.IC2406 |
0.003473 |
- |
- |
- |
- |
- |
- |
- |
5106.8 |
- |
4945.168 |
20240621 |
0 |
147 |
| CFFEX.IC2407 |
0.003473 |
0.000204 |
0.00327 |
-0.007314 |
-0.000457 |
-0.110621 |
- |
4909.0 |
4908.0 |
- |
4945.168 |
20240719 |
16 |
147 |
| CFFEX.IC2409 |
0.003473 |
0.000493 |
0.00298 |
-0.015524 |
-0.000263 |
-0.063674 |
- |
4868.4 |
4866.0 |
- |
4945.168 |
20240920 |
59 |
147 |
| CFFEX.IC2412 |
0.003473 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4945.168 |
20241220 |
119 |
147 |
| CFFEX.IF2405 |
0.003137 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3464.953 |
20240517 |
0 |
147 |
| CFFEX.IF2406 |
0.003137 |
0.0 |
0.003137 |
0.008037 |
inf |
inf |
- |
3492.8 |
3492.8 |
- |
3464.953 |
20240621 |
0 |
147 |
| CFFEX.IF2407 |
0.003137 |
0.001574 |
0.001563 |
-0.008529 |
-0.000533 |
-0.129003 |
- |
3435.4 |
3430.0 |
- |
3464.953 |
20240719 |
16 |
147 |
| CFFEX.IF2409 |
0.003137 |
0.000936 |
0.002201 |
-0.012396 |
-0.00021 |
-0.050846 |
- |
3422.0 |
3418.8 |
- |
3464.953 |
20240920 |
59 |
147 |
| CFFEX.IF2412 |
0.003137 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3464.953 |
20241220 |
119 |
147 |
| CFFEX.IH2405 |
0.003624 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2397.216 |
20240517 |
0 |
147 |
| CFFEX.IH2406 |
0.003624 |
0.0 |
0.003624 |
0.000244 |
inf |
inf |
- |
2397.8 |
2397.8 |
- |
2397.216 |
20240621 |
0 |
147 |
| CFFEX.IH2407 |
0.003624 |
0.002713 |
0.00091 |
-0.013355 |
-0.000835 |
-0.202002 |
- |
2365.2 |
2358.8 |
- |
2397.216 |
20240719 |
16 |
147 |
| CFFEX.IH2409 |
0.003624 |
0.003059 |
0.000564 |
-0.015274 |
-0.000259 |
-0.062651 |
- |
2360.6 |
2353.4 |
- |
2397.216 |
20240920 |
59 |
147 |
| CFFEX.IH2412 |
0.003624 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2397.216 |
20241220 |
119 |
147 |