|
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_20240710_151346 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.003690 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4779.363 |
20240621 |
0 |
155 |
| CFFEX.IM2407 |
-0.003690 |
-0.001804 |
-0.001886 |
-0.00447 |
-0.000559 |
-0.135213 |
-0.005765 |
4758.0 |
4766.6 |
6039.525 |
4779.363 |
20240719 |
8 |
155 |
| CFFEX.IM2408 |
-0.003690 |
-0.001819 |
-0.00187 |
-0.012797 |
-0.000457 |
-0.110605 |
-0.005292 |
4718.2 |
4726.8 |
5992.6 |
4779.363 |
20240816 |
28 |
155 |
| CFFEX.IM2409 |
-0.003690 |
-0.001836 |
-0.001854 |
-0.021836 |
-0.000428 |
-0.103615 |
- |
4675.0 |
4683.6 |
- |
4779.363 |
20240920 |
51 |
155 |
| CFFEX.IM2412 |
-0.003690 |
-0.000697 |
-0.002992 |
-0.040667 |
-0.000797 |
-0.19297 |
- |
4585.0 |
4588.2 |
- |
4779.363 |
20241220 |
111 |
155 |
| CFFEX.IC2406 |
-0.006154 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4846.889 |
20240621 |
0 |
155 |
| CFFEX.IC2407 |
-0.006154 |
-0.00482 |
-0.001334 |
-0.003196 |
-0.000399 |
-0.096669 |
- |
4831.4 |
4854.8 |
- |
4846.889 |
20240719 |
8 |
155 |
| CFFEX.IC2408 |
-0.006154 |
-0.004886 |
-0.001267 |
-0.008354 |
-0.000298 |
-0.072199 |
- |
4806.4 |
4830.0 |
- |
4846.889 |
20240816 |
28 |
155 |
| CFFEX.IC2409 |
-0.006154 |
-0.004287 |
-0.001867 |
-0.012769 |
-0.00025 |
-0.060589 |
- |
4785.0 |
4805.6 |
- |
4846.889 |
20240920 |
51 |
155 |
| CFFEX.IC2412 |
-0.006154 |
-0.002567 |
-0.003587 |
-0.021888 |
-0.000429 |
-0.103861 |
- |
4740.8 |
4753.0 |
- |
4846.889 |
20241220 |
111 |
155 |
| CFFEX.IF2406 |
-0.002960 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3429.629 |
20240621 |
0 |
155 |
| CFFEX.IF2407 |
-0.002960 |
-0.001697 |
-0.001263 |
-0.005024 |
-0.000628 |
-0.151963 |
- |
3412.4 |
3418.2 |
- |
3429.629 |
20240719 |
8 |
155 |
| CFFEX.IF2408 |
-0.002960 |
-0.001995 |
-0.000965 |
-0.008231 |
-0.000294 |
-0.071139 |
- |
3401.4 |
3408.2 |
- |
3429.629 |
20240816 |
28 |
155 |
| CFFEX.IF2409 |
-0.002960 |
-0.00147 |
-0.00149 |
-0.009747 |
-0.000191 |
-0.046251 |
- |
3396.2 |
3401.2 |
- |
3429.629 |
20240920 |
51 |
155 |
| CFFEX.IF2412 |
-0.002960 |
-0.001001 |
-0.001959 |
-0.010272 |
-0.000201 |
-0.048741 |
- |
3394.4 |
3397.8 |
- |
3429.629 |
20241220 |
111 |
155 |
| CFFEX.IH2406 |
-0.002890 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2382.479 |
20240621 |
0 |
155 |
| CFFEX.IH2407 |
-0.002890 |
-0.001436 |
-0.001454 |
-0.007588 |
-0.000949 |
-0.229547 |
- |
2364.4 |
2367.8 |
- |
2382.479 |
20240719 |
8 |
155 |
| CFFEX.IH2408 |
-0.002890 |
-0.001694 |
-0.001196 |
-0.010442 |
-0.000373 |
-0.090253 |
- |
2357.6 |
2361.6 |
- |
2382.479 |
20240816 |
28 |
155 |
| CFFEX.IH2409 |
-0.002890 |
-0.002032 |
-0.000858 |
-0.010694 |
-0.00021 |
-0.050746 |
- |
2357.0 |
2361.8 |
- |
2382.479 |
20240920 |
51 |
155 |
| CFFEX.IH2412 |
-0.002890 |
-0.001438 |
-0.001452 |
-0.008764 |
-0.000172 |
-0.041584 |
- |
2361.6 |
2365.0 |
- |
2382.479 |
20241220 |
111 |
155 |