|
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_20240708_151406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2405 |
-0.024393 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4693.444 |
20240517 |
0 |
153 |
| CFFEX.IM2406 |
-0.024393 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4693.444 |
20240621 |
0 |
153 |
| CFFEX.IM2407 |
-0.024393 |
-0.024109 |
-0.000284 |
-0.006486 |
-0.000649 |
-0.156973 |
-0.01014 |
4663.0 |
4778.2 |
5992.6 |
4693.444 |
20240719 |
10 |
153 |
| CFFEX.IM2409 |
-0.024393 |
-0.025669 |
0.001276 |
-0.024682 |
-0.000466 |
-0.112699 |
- |
4577.6 |
4698.2 |
- |
4693.444 |
20240920 |
53 |
153 |
| CFFEX.IM2412 |
-0.024393 |
-0.02681 |
0.002417 |
-0.045605 |
-0.00086 |
-0.208234 |
- |
4479.4 |
4602.8 |
- |
4693.444 |
20241220 |
113 |
153 |
| CFFEX.IC2405 |
-0.016789 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4784.567 |
20240517 |
0 |
153 |
| CFFEX.IC2406 |
-0.016789 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4784.567 |
20240621 |
0 |
153 |
| CFFEX.IC2407 |
-0.016789 |
-0.016439 |
-0.000349 |
-0.004633 |
-0.000463 |
-0.112119 |
- |
4762.4 |
4842.0 |
- |
4784.567 |
20240719 |
10 |
153 |
| CFFEX.IC2409 |
-0.016789 |
-0.017275 |
0.000487 |
-0.015543 |
-0.000293 |
-0.07097 |
- |
4710.2 |
4793.0 |
- |
4784.567 |
20240920 |
53 |
153 |
| CFFEX.IC2412 |
-0.016789 |
-0.016188 |
-0.0006 |
-0.024489 |
-0.000462 |
-0.111816 |
- |
4667.4 |
4744.2 |
- |
4784.567 |
20241220 |
113 |
153 |
| CFFEX.IF2405 |
-0.007898 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3403.963 |
20240517 |
0 |
153 |
| CFFEX.IF2406 |
-0.007898 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3403.963 |
20240621 |
0 |
153 |
| CFFEX.IF2407 |
-0.007898 |
-0.007519 |
-0.000379 |
-0.007275 |
-0.000727 |
-0.176049 |
- |
3379.2 |
3404.8 |
- |
3403.963 |
20240719 |
10 |
153 |
| CFFEX.IF2409 |
-0.007898 |
-0.008265 |
0.000367 |
-0.012974 |
-0.000245 |
-0.05924 |
- |
3359.8 |
3387.8 |
- |
3403.963 |
20240920 |
53 |
153 |
| CFFEX.IF2412 |
-0.007898 |
-0.008811 |
0.000913 |
-0.015148 |
-0.000286 |
-0.069166 |
- |
3352.4 |
3382.2 |
- |
3403.963 |
20241220 |
113 |
153 |
| CFFEX.IH2405 |
-0.005168 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2373.674 |
20240517 |
0 |
153 |
| CFFEX.IH2406 |
-0.005168 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2373.674 |
20240621 |
0 |
153 |
| CFFEX.IH2407 |
-0.005168 |
-0.003485 |
-0.001682 |
-0.012249 |
-0.001225 |
-0.296414 |
- |
2344.6 |
2352.8 |
- |
2373.674 |
20240719 |
10 |
153 |
| CFFEX.IH2409 |
-0.005168 |
-0.004093 |
-0.001074 |
-0.01604 |
-0.000303 |
-0.07324 |
- |
2335.6 |
2345.2 |
- |
2373.674 |
20240920 |
53 |
153 |
| CFFEX.IH2412 |
-0.005168 |
-0.004257 |
-0.00091 |
-0.014692 |
-0.000277 |
-0.067084 |
- |
2338.8 |
2348.8 |
- |
2373.674 |
20241220 |
113 |
153 |