|
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_20240702_151431 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2405 |
-0.006896 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4906.178 |
20240517 |
0 |
149 |
| CFFEX.IM2406 |
-0.006896 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4906.178 |
20240621 |
0 |
149 |
| CFFEX.IM2407 |
-0.006896 |
-0.006008 |
-0.000888 |
-0.008638 |
-0.000617 |
-0.149308 |
-0.008838 |
4863.8 |
4893.2 |
5992.6 |
4906.178 |
20240719 |
14 |
149 |
| CFFEX.IM2409 |
-0.006896 |
-0.006145 |
-0.000751 |
-0.024291 |
-0.000426 |
-0.103132 |
- |
4787.0 |
4816.6 |
- |
4906.178 |
20240920 |
57 |
149 |
| CFFEX.IM2412 |
-0.006896 |
0.01169 |
-0.018586 |
-0.043899 |
-0.00077 |
-0.18638 |
- |
4690.8 |
4636.6 |
- |
4906.178 |
20241220 |
117 |
149 |
| CFFEX.IC2405 |
-0.010498 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4950.637 |
20240517 |
0 |
149 |
| CFFEX.IC2406 |
-0.010498 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4950.637 |
20240621 |
0 |
149 |
| CFFEX.IC2407 |
-0.010498 |
-0.008776 |
-0.001722 |
-0.005259 |
-0.000376 |
-0.090911 |
- |
4924.6 |
4968.2 |
- |
4950.637 |
20240719 |
14 |
149 |
| CFFEX.IC2409 |
-0.010498 |
-0.008329 |
-0.002169 |
-0.013985 |
-0.000245 |
-0.059377 |
- |
4881.4 |
4922.4 |
- |
4950.637 |
20240920 |
57 |
149 |
| CFFEX.IC2412 |
-0.010498 |
-0.008282 |
-0.002216 |
-0.022833 |
-0.000401 |
-0.096939 |
- |
4837.6 |
4878.0 |
- |
4950.637 |
20241220 |
117 |
149 |
| CFFEX.IF2405 |
-0.001767 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3472.036 |
20240517 |
0 |
149 |
| CFFEX.IF2406 |
-0.001767 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3472.036 |
20240621 |
0 |
149 |
| CFFEX.IF2407 |
-0.001767 |
-0.00116 |
-0.000607 |
-0.007902 |
-0.000564 |
-0.136592 |
- |
3444.6 |
3448.6 |
- |
3472.036 |
20240719 |
14 |
149 |
| CFFEX.IF2409 |
-0.001767 |
-0.000932 |
-0.000835 |
-0.012337 |
-0.000216 |
-0.05238 |
- |
3429.2 |
3432.4 |
- |
3472.036 |
20240920 |
57 |
149 |
| CFFEX.IF2412 |
-0.001767 |
-0.001225 |
-0.000543 |
-0.013432 |
-0.000236 |
-0.057027 |
- |
3425.4 |
3429.6 |
- |
3472.036 |
20241220 |
117 |
149 |
| CFFEX.IH2405 |
0.004660 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2416.676 |
20240517 |
0 |
149 |
| CFFEX.IH2406 |
0.004660 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2416.676 |
20240621 |
0 |
149 |
| CFFEX.IH2407 |
0.004660 |
0.00497 |
-0.00031 |
-0.012693 |
-0.000907 |
-0.219416 |
- |
2386.0 |
2374.2 |
- |
2416.676 |
20240719 |
14 |
149 |
| CFFEX.IH2409 |
0.004660 |
0.004221 |
0.000439 |
-0.01559 |
-0.000274 |
-0.066189 |
- |
2379.0 |
2369.0 |
- |
2416.676 |
20240920 |
57 |
149 |
| CFFEX.IH2412 |
0.004660 |
0.003708 |
0.000952 |
-0.014349 |
-0.000252 |
-0.060919 |
- |
2382.0 |
2373.2 |
- |
2416.676 |
20241220 |
117 |
149 |