|
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_20240704_151356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2405 |
-0.020987 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4764.985 |
20240517 |
0 |
151 |
| CFFEX.IM2406 |
-0.020987 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4764.985 |
20240621 |
0 |
151 |
| CFFEX.IM2407 |
-0.020987 |
-0.021357 |
0.00037 |
-0.007552 |
-0.000629 |
-0.152298 |
-0.009447 |
4729.0 |
4832.2 |
5992.6 |
4764.985 |
20240719 |
12 |
151 |
| CFFEX.IM2409 |
-0.020987 |
-0.022009 |
0.001022 |
-0.024551 |
-0.000446 |
-0.108024 |
- |
4648.0 |
4752.6 |
- |
4764.985 |
20240920 |
55 |
151 |
| CFFEX.IM2412 |
-0.020987 |
-0.023012 |
0.002025 |
-0.044866 |
-0.000816 |
-0.19741 |
- |
4551.2 |
4658.4 |
- |
4764.985 |
20241220 |
115 |
151 |
| CFFEX.IC2405 |
-0.014893 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4837.787 |
20240517 |
0 |
151 |
| CFFEX.IC2406 |
-0.014893 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4837.787 |
20240621 |
0 |
151 |
| CFFEX.IC2407 |
-0.014893 |
-0.015574 |
0.000682 |
-0.007025 |
-0.000585 |
-0.141677 |
- |
4803.8 |
4879.8 |
- |
4837.787 |
20240719 |
12 |
151 |
| CFFEX.IC2409 |
-0.014893 |
-0.015229 |
0.000336 |
-0.016203 |
-0.000295 |
-0.071294 |
- |
4759.4 |
4833.0 |
- |
4837.787 |
20240920 |
55 |
151 |
| CFFEX.IC2412 |
-0.014893 |
-0.016232 |
0.001339 |
-0.025339 |
-0.000461 |
-0.111494 |
- |
4715.2 |
4793.0 |
- |
4837.787 |
20241220 |
115 |
151 |
| CFFEX.IF2405 |
-0.004327 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3448.428 |
20240517 |
0 |
151 |
| CFFEX.IF2406 |
-0.004327 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3448.428 |
20240621 |
0 |
151 |
| CFFEX.IF2407 |
-0.004327 |
-0.005584 |
0.001257 |
-0.008534 |
-0.000711 |
-0.172097 |
- |
3419.0 |
3438.2 |
- |
3448.428 |
20240719 |
12 |
151 |
| CFFEX.IF2409 |
-0.004327 |
-0.006426 |
0.002099 |
-0.013522 |
-0.000246 |
-0.059495 |
- |
3401.8 |
3423.8 |
- |
3448.428 |
20240920 |
55 |
151 |
| CFFEX.IF2412 |
-0.004327 |
-0.006142 |
0.001815 |
-0.014565 |
-0.000265 |
-0.064088 |
- |
3398.2 |
3419.2 |
- |
3448.428 |
20241220 |
115 |
151 |
| CFFEX.IH2405 |
-0.002287 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2409.342 |
20240517 |
0 |
151 |
| CFFEX.IH2406 |
-0.002287 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2409.342 |
20240621 |
0 |
151 |
| CFFEX.IH2407 |
-0.002287 |
-0.003689 |
0.001402 |
-0.01359 |
-0.001132 |
-0.274057 |
- |
2376.6 |
2385.4 |
- |
2409.342 |
20240719 |
12 |
151 |
| CFFEX.IH2409 |
-0.002287 |
-0.003783 |
0.001496 |
-0.016329 |
-0.000297 |
-0.071847 |
- |
2370.0 |
2379.0 |
- |
2409.342 |
20240920 |
55 |
151 |
| CFFEX.IH2412 |
-0.002287 |
-0.003191 |
0.000904 |
-0.014669 |
-0.000267 |
-0.064542 |
- |
2374.0 |
2381.6 |
- |
2409.342 |
20241220 |
115 |
151 |