|
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_20240711_151453 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.024049 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4892.582 |
20240621 |
0 |
156 |
| CFFEX.IM2407 |
0.024049 |
0.025935 |
-0.001886 |
-0.002286 |
-0.000327 |
-0.079013 |
-0.007671 |
4881.4 |
4758.0 |
6039.525 |
4892.582 |
20240719 |
7 |
156 |
| CFFEX.IM2408 |
0.024049 |
0.026196 |
-0.002147 |
-0.010379 |
-0.000384 |
-0.09303 |
-0.007391 |
4841.8 |
4718.2 |
5992.6 |
4892.582 |
20240816 |
27 |
156 |
| CFFEX.IM2409 |
0.024049 |
0.027294 |
-0.003245 |
-0.018392 |
-0.000368 |
-0.089015 |
- |
4802.6 |
4675.0 |
- |
4892.582 |
20240920 |
50 |
156 |
| CFFEX.IM2412 |
0.024049 |
0.027699 |
-0.00365 |
-0.036909 |
-0.000738 |
-0.178641 |
- |
4712.0 |
4585.0 |
- |
4892.582 |
20241220 |
110 |
156 |
| CFFEX.IC2406 |
0.019686 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4939.523 |
20240621 |
0 |
156 |
| CFFEX.IC2407 |
0.019686 |
0.019456 |
0.00023 |
-0.002859 |
-0.000408 |
-0.098846 |
- |
4925.4 |
4831.4 |
- |
4939.523 |
20240719 |
7 |
156 |
| CFFEX.IC2408 |
0.019686 |
0.020348 |
-0.000662 |
-0.007151 |
-0.000265 |
-0.064095 |
- |
4904.2 |
4806.4 |
- |
4939.523 |
20240816 |
27 |
156 |
| CFFEX.IC2409 |
0.019686 |
0.020188 |
-0.000502 |
-0.011726 |
-0.000235 |
-0.056756 |
- |
4881.6 |
4785.0 |
- |
4939.523 |
20240920 |
50 |
156 |
| CFFEX.IC2412 |
0.019686 |
0.020165 |
-0.00048 |
-0.020877 |
-0.000418 |
-0.101045 |
- |
4836.4 |
4740.8 |
- |
4939.523 |
20241220 |
110 |
156 |
| CFFEX.IF2406 |
0.011870 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3469.667 |
20240621 |
0 |
156 |
| CFFEX.IF2407 |
0.011870 |
0.012718 |
-0.000848 |
-0.003997 |
-0.000571 |
-0.138169 |
- |
3455.8 |
3412.4 |
- |
3469.667 |
20240719 |
7 |
156 |
| CFFEX.IF2408 |
0.011870 |
0.012995 |
-0.001125 |
-0.006936 |
-0.000257 |
-0.062171 |
- |
3445.6 |
3401.4 |
- |
3469.667 |
20240816 |
27 |
156 |
| CFFEX.IF2409 |
0.011870 |
0.01378 |
-0.00191 |
-0.007686 |
-0.000154 |
-0.037199 |
- |
3443.0 |
3396.2 |
- |
3469.667 |
20240920 |
50 |
156 |
| CFFEX.IF2412 |
0.011870 |
0.013316 |
-0.001446 |
-0.008666 |
-0.000173 |
-0.041942 |
- |
3439.6 |
3394.4 |
- |
3469.667 |
20241220 |
110 |
156 |
| CFFEX.IH2406 |
0.006695 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2397.777 |
20240621 |
0 |
156 |
| CFFEX.IH2407 |
0.006695 |
0.009812 |
-0.003117 |
-0.004244 |
-0.000606 |
-0.146733 |
- |
2387.6 |
2364.4 |
- |
2397.777 |
20240719 |
7 |
156 |
| CFFEX.IH2408 |
0.006695 |
0.010604 |
-0.003909 |
-0.00633 |
-0.000234 |
-0.056732 |
- |
2382.6 |
2357.6 |
- |
2397.777 |
20240816 |
27 |
156 |
| CFFEX.IH2409 |
0.006695 |
0.011625 |
-0.00493 |
-0.005579 |
-0.000112 |
-0.027002 |
- |
2384.4 |
2357.0 |
- |
2397.777 |
20240920 |
50 |
156 |
| CFFEX.IH2412 |
0.006695 |
0.011602 |
-0.004907 |
-0.00366 |
-0.000073 |
-0.017717 |
- |
2389.0 |
2361.6 |
- |
2397.777 |
20241220 |
110 |
156 |