|
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_20240715_151450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.010137 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4828.573 |
20240621 |
0 |
158 |
| CFFEX.IM2407 |
-0.010137 |
-0.010814 |
0.000677 |
-0.003515 |
-0.000703 |
-0.170132 |
-0.006587 |
4811.6 |
4864.2 |
6039.525 |
4828.573 |
20240719 |
5 |
158 |
| CFFEX.IM2408 |
-0.010137 |
-0.011933 |
0.001796 |
-0.012255 |
-0.00049 |
-0.118626 |
-0.005784 |
4769.4 |
4827.0 |
5992.6 |
4828.573 |
20240816 |
25 |
158 |
| CFFEX.IM2409 |
-0.010137 |
-0.011574 |
0.001437 |
-0.020166 |
-0.00042 |
-0.10167 |
- |
4731.2 |
4786.6 |
- |
4828.573 |
20240920 |
48 |
158 |
| CFFEX.IM2412 |
-0.010137 |
-0.012428 |
0.002292 |
-0.038929 |
-0.000811 |
-0.196269 |
- |
4640.6 |
4699.0 |
- |
4828.573 |
20241220 |
108 |
158 |
| CFFEX.IC2406 |
-0.007249 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4883.703 |
20240621 |
0 |
158 |
| CFFEX.IC2407 |
-0.007249 |
-0.008476 |
0.001227 |
-0.003543 |
-0.000709 |
-0.171482 |
- |
4866.4 |
4908.0 |
- |
4883.703 |
20240719 |
5 |
158 |
| CFFEX.IC2408 |
-0.007249 |
-0.008884 |
0.001635 |
-0.008621 |
-0.000345 |
-0.083452 |
- |
4841.6 |
4885.0 |
- |
4883.703 |
20240816 |
25 |
158 |
| CFFEX.IC2409 |
-0.007249 |
- |
- |
- |
- |
- |
- |
- |
4862.4 |
- |
4883.703 |
20240920 |
48 |
158 |
| CFFEX.IC2412 |
-0.007249 |
-0.010548 |
0.003299 |
-0.024224 |
-0.000505 |
-0.12213 |
- |
4765.4 |
4816.2 |
- |
4883.703 |
20241220 |
108 |
158 |
| CFFEX.IF2406 |
0.001660 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3478.167 |
20240621 |
0 |
158 |
| CFFEX.IF2407 |
0.001660 |
0.000751 |
0.000909 |
-0.004016 |
-0.000803 |
-0.194356 |
- |
3464.2 |
3461.6 |
- |
3478.167 |
20240719 |
5 |
158 |
| CFFEX.IF2408 |
0.001660 |
- |
- |
- |
- |
- |
- |
- |
3450.2 |
- |
3478.167 |
20240816 |
25 |
158 |
| CFFEX.IF2409 |
0.001660 |
-0.000696 |
0.002356 |
-0.009363 |
-0.000195 |
-0.047206 |
- |
3445.6 |
3448.0 |
- |
3478.167 |
20240920 |
48 |
158 |
| CFFEX.IF2412 |
0.001660 |
-0.002031 |
0.003691 |
-0.010916 |
-0.000227 |
-0.055034 |
- |
3440.2 |
3447.2 |
- |
3478.167 |
20241220 |
108 |
158 |
| CFFEX.IH2406 |
0.004073 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2422.444 |
20240621 |
0 |
158 |
| CFFEX.IH2407 |
0.004073 |
0.002915 |
0.001157 |
-0.005963 |
-0.001193 |
-0.288589 |
- |
2408.0 |
2401.0 |
- |
2422.444 |
20240719 |
5 |
158 |
| CFFEX.IH2408 |
0.004073 |
0.002673 |
0.0014 |
-0.009017 |
-0.000361 |
-0.087288 |
- |
2400.6 |
2394.2 |
- |
2422.444 |
20240816 |
25 |
158 |
| CFFEX.IH2409 |
0.004073 |
0.002003 |
0.00207 |
-0.008852 |
-0.000184 |
-0.04463 |
- |
2401.0 |
2396.2 |
- |
2422.444 |
20240920 |
48 |
158 |
| CFFEX.IH2412 |
0.004073 |
0.002168 |
0.001905 |
-0.007696 |
-0.00016 |
-0.038802 |
- |
2403.8 |
2398.6 |
- |
2422.444 |
20241220 |
108 |
158 |