|
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_20240712_151353 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.002758 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4880.098 |
20240621 |
0 |
157 |
| CFFEX.IM2407 |
-0.002758 |
-0.003524 |
0.000766 |
-0.003258 |
-0.000543 |
-0.131395 |
-0.006865 |
4864.2 |
4881.4 |
6039.525 |
4880.098 |
20240719 |
6 |
157 |
| CFFEX.IM2408 |
-0.002758 |
-0.003057 |
0.000299 |
-0.010881 |
-0.000418 |
-0.101273 |
-0.006964 |
4827.0 |
4841.8 |
5992.6 |
4880.098 |
20240816 |
26 |
157 |
| CFFEX.IM2409 |
-0.002758 |
-0.003332 |
0.000574 |
-0.019159 |
-0.000391 |
-0.094622 |
- |
4786.6 |
4802.6 |
- |
4880.098 |
20240920 |
49 |
157 |
| CFFEX.IM2412 |
-0.002758 |
-0.002759 |
0.000001 |
-0.03711 |
-0.000757 |
-0.183275 |
- |
4699.0 |
4712.0 |
- |
4880.098 |
20241220 |
109 |
157 |
| CFFEX.IC2406 |
-0.003576 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4922.067 |
20240621 |
0 |
157 |
| CFFEX.IC2407 |
-0.003576 |
-0.003533 |
-0.000043 |
-0.002858 |
-0.000476 |
-0.11527 |
- |
4908.0 |
4925.4 |
- |
4922.067 |
20240719 |
6 |
157 |
| CFFEX.IC2408 |
-0.003576 |
-0.003915 |
0.000339 |
-0.007531 |
-0.00029 |
-0.070094 |
- |
4885.0 |
4904.2 |
- |
4922.067 |
20240816 |
26 |
157 |
| CFFEX.IC2409 |
-0.003576 |
-0.003933 |
0.000357 |
-0.012122 |
-0.000247 |
-0.05987 |
- |
4862.4 |
4881.6 |
- |
4922.067 |
20240920 |
49 |
157 |
| CFFEX.IC2412 |
-0.003576 |
-0.004177 |
0.000601 |
-0.021509 |
-0.000439 |
-0.106226 |
- |
4816.2 |
4836.4 |
- |
4922.067 |
20241220 |
109 |
157 |
| CFFEX.IF2406 |
0.001509 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3473.403 |
20240621 |
0 |
157 |
| CFFEX.IF2407 |
0.001509 |
0.001678 |
-0.000169 |
-0.003398 |
-0.000566 |
-0.137057 |
- |
3461.6 |
3455.8 |
- |
3473.403 |
20240719 |
6 |
157 |
| CFFEX.IF2408 |
0.001509 |
0.001335 |
0.000174 |
-0.00668 |
-0.000257 |
-0.062177 |
- |
3450.2 |
3445.6 |
- |
3473.403 |
20240816 |
26 |
157 |
| CFFEX.IF2409 |
0.001509 |
0.001452 |
0.000057 |
-0.007314 |
-0.000149 |
-0.03612 |
- |
3448.0 |
3443.0 |
- |
3473.403 |
20240920 |
49 |
157 |
| CFFEX.IF2412 |
0.001509 |
0.00221 |
-0.0007 |
-0.007544 |
-0.000154 |
-0.037258 |
- |
3447.2 |
3439.6 |
- |
3473.403 |
20241220 |
109 |
157 |
| CFFEX.IH2406 |
0.006650 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2412.344 |
20240621 |
0 |
157 |
| CFFEX.IH2407 |
0.006650 |
0.005612 |
0.001038 |
-0.004702 |
-0.000784 |
-0.189667 |
- |
2401.0 |
2387.6 |
- |
2412.344 |
20240719 |
6 |
157 |
| CFFEX.IH2408 |
0.006650 |
0.004869 |
0.001782 |
-0.007521 |
-0.000289 |
-0.070006 |
- |
2394.2 |
2382.6 |
- |
2412.344 |
20240816 |
26 |
157 |
| CFFEX.IH2409 |
0.006650 |
0.004949 |
0.001702 |
-0.006692 |
-0.000137 |
-0.033052 |
- |
2396.2 |
2384.4 |
- |
2412.344 |
20240920 |
49 |
157 |
| CFFEX.IH2412 |
0.006650 |
0.004018 |
0.002632 |
-0.005697 |
-0.000116 |
-0.028138 |
- |
2398.6 |
2389.0 |
- |
2412.344 |
20241220 |
109 |
157 |