|
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_20240709_151439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.021484 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4794.812 |
20240621 |
0 |
154 |
| CFFEX.IM2407 |
0.021484 |
0.022217 |
-0.000733 |
-0.005884 |
-0.000654 |
-0.15821 |
-0.004661 |
4766.6 |
4663.0 |
6039.525 |
4794.812 |
20240719 |
9 |
154 |
| CFFEX.IM2408 |
0.021484 |
0.022851 |
-0.001367 |
-0.014184 |
-0.000489 |
-0.118367 |
-0.004199 |
4726.8 |
4621.2 |
5992.6 |
4794.812 |
20240816 |
29 |
154 |
| CFFEX.IM2409 |
0.021484 |
0.023156 |
-0.001672 |
-0.023194 |
-0.000446 |
-0.107942 |
- |
4683.6 |
4577.6 |
- |
4794.812 |
20240920 |
52 |
154 |
| CFFEX.IM2412 |
0.021484 |
0.024289 |
-0.002805 |
-0.043091 |
-0.000829 |
-0.200538 |
- |
4588.2 |
4479.4 |
- |
4794.812 |
20241220 |
112 |
154 |
| CFFEX.IC2406 |
0.019264 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4875.770 |
20240621 |
0 |
154 |
| CFFEX.IC2407 |
0.019264 |
0.019402 |
-0.000138 |
-0.004301 |
-0.000478 |
-0.115645 |
- |
4854.8 |
4762.4 |
- |
4875.770 |
20240719 |
9 |
154 |
| CFFEX.IC2408 |
0.019264 |
0.019417 |
-0.000153 |
-0.009387 |
-0.000324 |
-0.078335 |
- |
4830.0 |
4738.0 |
- |
4875.770 |
20240816 |
29 |
154 |
| CFFEX.IC2409 |
0.019264 |
0.020254 |
-0.00099 |
-0.014392 |
-0.000277 |
-0.066976 |
- |
4805.6 |
4710.2 |
- |
4875.770 |
20240920 |
52 |
154 |
| CFFEX.IC2412 |
0.019264 |
0.01834 |
0.000924 |
-0.02518 |
-0.000484 |
-0.117182 |
- |
4753.0 |
4667.4 |
- |
4875.770 |
20241220 |
112 |
154 |
| CFFEX.IF2406 |
0.011144 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3439.669 |
20240621 |
0 |
154 |
| CFFEX.IF2407 |
0.011144 |
0.011541 |
-0.000397 |
-0.006242 |
-0.000694 |
-0.167829 |
- |
3418.2 |
3379.2 |
- |
3439.669 |
20240719 |
9 |
154 |
| CFFEX.IF2408 |
0.011144 |
0.012236 |
-0.001093 |
-0.009149 |
-0.000315 |
-0.076346 |
- |
3408.2 |
3367.0 |
- |
3439.669 |
20240816 |
29 |
154 |
| CFFEX.IF2409 |
0.011144 |
0.012322 |
-0.001178 |
-0.011184 |
-0.000215 |
-0.052048 |
- |
3401.2 |
3359.8 |
- |
3439.669 |
20240920 |
52 |
154 |
| CFFEX.IF2412 |
0.011144 |
0.013543 |
-0.002399 |
-0.012172 |
-0.000234 |
-0.056648 |
- |
3397.8 |
3352.4 |
- |
3439.669 |
20241220 |
112 |
154 |
| CFFEX.IH2406 |
0.007221 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2388.816 |
20240621 |
0 |
154 |
| CFFEX.IH2407 |
0.007221 |
0.009895 |
-0.002674 |
-0.008798 |
-0.000978 |
-0.236559 |
- |
2367.8 |
2344.6 |
- |
2388.816 |
20240719 |
9 |
154 |
| CFFEX.IH2408 |
0.007221 |
0.010094 |
-0.002873 |
-0.011393 |
-0.000393 |
-0.095073 |
- |
2361.6 |
2338.0 |
- |
2388.816 |
20240816 |
29 |
154 |
| CFFEX.IH2409 |
0.007221 |
0.011218 |
-0.003996 |
-0.011309 |
-0.000217 |
-0.052632 |
- |
2361.8 |
2335.6 |
- |
2388.816 |
20240920 |
52 |
154 |
| CFFEX.IH2412 |
0.007221 |
0.011202 |
-0.003981 |
-0.00997 |
-0.000192 |
-0.046398 |
- |
2365.0 |
2338.8 |
- |
2388.816 |
20241220 |
112 |
154 |