|
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_20240701_151419 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2405 |
0.009120 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4940.636 |
20240517 |
0 |
148 |
| CFFEX.IM2406 |
0.009120 |
- |
- |
- |
- |
- |
- |
- |
5059.4 |
6039.525 |
4940.636 |
20240621 |
0 |
148 |
| CFFEX.IM2407 |
0.009120 |
0.008616 |
0.000503 |
-0.009601 |
-0.00064 |
-0.154899 |
-0.008106 |
4893.2 |
4851.4 |
5992.6 |
4940.636 |
20240719 |
15 |
148 |
| CFFEX.IM2409 |
0.009120 |
0.008712 |
0.000407 |
-0.025105 |
-0.000433 |
-0.10475 |
- |
4816.6 |
4775.0 |
- |
4940.636 |
20240920 |
58 |
148 |
| CFFEX.IM2412 |
0.009120 |
- |
- |
-0.061538 |
-0.001061 |
-0.256761 |
- |
4636.6 |
- |
- |
4940.636 |
20241220 |
118 |
148 |
| CFFEX.IC2405 |
0.012582 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5004.972 |
20240517 |
0 |
148 |
| CFFEX.IC2406 |
0.012582 |
- |
- |
- |
- |
- |
- |
- |
5106.8 |
- |
5004.972 |
20240621 |
0 |
148 |
| CFFEX.IC2407 |
0.012582 |
0.012059 |
0.000523 |
-0.007347 |
-0.00049 |
-0.118533 |
- |
4968.2 |
4909.0 |
- |
5004.972 |
20240719 |
15 |
148 |
| CFFEX.IC2409 |
0.012582 |
0.011092 |
0.00149 |
-0.016498 |
-0.000284 |
-0.068836 |
- |
4922.4 |
4868.4 |
- |
5004.972 |
20240920 |
58 |
148 |
| CFFEX.IC2412 |
0.012582 |
- |
- |
-0.025369 |
-0.000437 |
-0.105851 |
- |
4878.0 |
- |
- |
5004.972 |
20241220 |
118 |
148 |
| CFFEX.IF2405 |
0.005159 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3479.515 |
20240517 |
0 |
148 |
| CFFEX.IF2406 |
0.005159 |
- |
- |
- |
- |
- |
- |
- |
3492.8 |
- |
3479.515 |
20240621 |
0 |
148 |
| CFFEX.IF2407 |
0.005159 |
0.003842 |
0.001316 |
-0.008885 |
-0.000592 |
-0.143342 |
- |
3448.6 |
3435.4 |
- |
3479.515 |
20240719 |
15 |
148 |
| CFFEX.IF2409 |
0.005159 |
0.003039 |
0.00212 |
-0.013541 |
-0.000233 |
-0.056497 |
- |
3432.4 |
3422.0 |
- |
3479.515 |
20240920 |
58 |
148 |
| CFFEX.IF2412 |
0.005159 |
- |
- |
-0.014345 |
-0.000247 |
-0.059855 |
- |
3429.6 |
- |
- |
3479.515 |
20241220 |
118 |
148 |
| CFFEX.IH2405 |
0.004814 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2406.403 |
20240517 |
0 |
148 |
| CFFEX.IH2406 |
0.004814 |
- |
- |
- |
- |
- |
- |
- |
2397.8 |
- |
2406.403 |
20240621 |
0 |
148 |
| CFFEX.IH2407 |
0.004814 |
0.003805 |
0.001009 |
-0.013382 |
-0.000892 |
-0.2159 |
- |
2374.2 |
2365.2 |
- |
2406.403 |
20240719 |
15 |
148 |
| CFFEX.IH2409 |
0.004814 |
0.003558 |
0.001255 |
-0.015543 |
-0.000268 |
-0.064852 |
- |
2369.0 |
2360.6 |
- |
2406.403 |
20240920 |
58 |
148 |
| CFFEX.IH2412 |
0.004814 |
- |
- |
-0.013798 |
-0.000238 |
-0.05757 |
- |
2373.2 |
- |
- |
2406.403 |
20241220 |
118 |
148 |