|
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_20240705_151408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2405 |
0.010407 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4811.423 |
20240517 |
0 |
152 |
| CFFEX.IM2406 |
0.010407 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4811.423 |
20240621 |
0 |
152 |
| CFFEX.IM2407 |
0.010407 |
0.010404 |
0.000003 |
-0.006905 |
-0.000628 |
-0.151911 |
-0.010058 |
4778.2 |
4729.0 |
5992.6 |
4811.423 |
20240719 |
11 |
152 |
| CFFEX.IM2409 |
0.010407 |
0.0108 |
-0.000394 |
-0.023532 |
-0.000436 |
-0.105459 |
- |
4698.2 |
4648.0 |
- |
4811.423 |
20240920 |
54 |
152 |
| CFFEX.IM2412 |
0.010407 |
0.011338 |
-0.000931 |
-0.04336 |
-0.000803 |
-0.194317 |
- |
4602.8 |
4551.2 |
- |
4811.423 |
20241220 |
114 |
152 |
| CFFEX.IC2405 |
0.006721 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4866.990 |
20240517 |
0 |
152 |
| CFFEX.IC2406 |
0.006721 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4866.990 |
20240621 |
0 |
152 |
| CFFEX.IC2407 |
0.006721 |
0.007952 |
-0.001231 |
-0.005135 |
-0.000467 |
-0.112961 |
- |
4842.0 |
4803.8 |
- |
4866.990 |
20240719 |
11 |
152 |
| CFFEX.IC2409 |
0.006721 |
0.00706 |
-0.000339 |
-0.015202 |
-0.000282 |
-0.068129 |
- |
4793.0 |
4759.4 |
- |
4866.990 |
20240920 |
54 |
152 |
| CFFEX.IC2412 |
0.006721 |
0.00615 |
0.00057 |
-0.025229 |
-0.000467 |
-0.113064 |
- |
4744.2 |
4715.2 |
- |
4866.990 |
20241220 |
114 |
152 |
| CFFEX.IF2405 |
-0.003687 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3433.109 |
20240517 |
0 |
152 |
| CFFEX.IF2406 |
-0.003687 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3433.109 |
20240621 |
0 |
152 |
| CFFEX.IF2407 |
-0.003687 |
-0.004153 |
0.000467 |
-0.008246 |
-0.00075 |
-0.181409 |
- |
3404.8 |
3419.0 |
- |
3433.109 |
20240719 |
11 |
152 |
| CFFEX.IF2409 |
-0.003687 |
-0.004115 |
0.000429 |
-0.013198 |
-0.000244 |
-0.059145 |
- |
3387.8 |
3401.8 |
- |
3433.109 |
20240920 |
54 |
152 |
| CFFEX.IF2412 |
-0.003687 |
-0.004708 |
0.001022 |
-0.014829 |
-0.000275 |
-0.066455 |
- |
3382.2 |
3398.2 |
- |
3433.109 |
20241220 |
114 |
152 |
| CFFEX.IH2405 |
-0.008236 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2388.071 |
20240517 |
0 |
152 |
| CFFEX.IH2406 |
-0.008236 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2388.071 |
20240621 |
0 |
152 |
| CFFEX.IH2407 |
-0.008236 |
-0.010014 |
0.001778 |
-0.01477 |
-0.001343 |
-0.324933 |
- |
2352.8 |
2376.6 |
- |
2388.071 |
20240719 |
11 |
152 |
| CFFEX.IH2409 |
-0.008236 |
-0.010464 |
0.002228 |
-0.017952 |
-0.000332 |
-0.080452 |
- |
2345.2 |
2370.0 |
- |
2388.071 |
20240920 |
54 |
152 |
| CFFEX.IH2412 |
-0.008236 |
-0.010615 |
0.002379 |
-0.016445 |
-0.000305 |
-0.073696 |
- |
2348.8 |
2374.0 |
- |
2388.071 |
20241220 |
114 |
152 |