|
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_20240716_151429 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.001703 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4835.822 |
20240621 |
0 |
159 |
| CFFEX.IM2407 |
0.001703 |
0.001039 |
0.000663 |
-0.003975 |
-0.000994 |
-0.240483 |
-0.006229 |
4816.6 |
4811.6 |
6039.525 |
4835.822 |
20240719 |
4 |
159 |
| CFFEX.IM2408 |
0.001703 |
0.0 |
0.001703 |
-0.013735 |
-0.000572 |
-0.138499 |
-0.004597 |
4769.4 |
4769.4 |
5992.6 |
4835.822 |
20240816 |
24 |
159 |
| CFFEX.IM2409 |
0.001703 |
-0.001268 |
0.002971 |
-0.022876 |
-0.000487 |
-0.117785 |
- |
4725.2 |
4731.2 |
- |
4835.822 |
20240920 |
47 |
159 |
| CFFEX.IM2412 |
0.001703 |
-0.002284 |
0.003987 |
-0.042562 |
-0.000906 |
-0.219149 |
- |
4630.0 |
4640.6 |
- |
4835.822 |
20241220 |
107 |
159 |
| CFFEX.IC2406 |
0.002874 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4897.931 |
20240621 |
0 |
159 |
| CFFEX.IC2407 |
0.002874 |
0.003041 |
-0.000168 |
-0.003416 |
-0.000854 |
-0.206664 |
- |
4881.2 |
4866.4 |
- |
4897.931 |
20240719 |
4 |
159 |
| CFFEX.IC2408 |
0.002874 |
0.002437 |
0.000436 |
-0.009092 |
-0.000379 |
-0.091676 |
- |
4853.4 |
4841.6 |
- |
4897.931 |
20240816 |
24 |
159 |
| CFFEX.IC2409 |
0.002874 |
- |
- |
-0.014686 |
-0.000312 |
-0.075617 |
- |
4826.0 |
- |
- |
4897.931 |
20240920 |
47 |
159 |
| CFFEX.IC2412 |
0.002874 |
0.001007 |
0.001866 |
-0.026079 |
-0.000555 |
-0.134277 |
- |
4770.2 |
4765.4 |
- |
4897.931 |
20241220 |
107 |
159 |
| CFFEX.IF2406 |
0.006583 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3499.130 |
20240621 |
0 |
159 |
| CFFEX.IF2407 |
0.006583 |
0.006235 |
0.000348 |
-0.00381 |
-0.000952 |
-0.230476 |
- |
3485.8 |
3464.2 |
- |
3499.130 |
20240719 |
4 |
159 |
| CFFEX.IF2408 |
0.006583 |
- |
- |
-0.008611 |
-0.000359 |
-0.086825 |
- |
3469.0 |
- |
- |
3499.130 |
20240816 |
24 |
159 |
| CFFEX.IF2409 |
0.006583 |
0.004586 |
0.001997 |
-0.010783 |
-0.000229 |
-0.055519 |
- |
3461.4 |
3445.6 |
- |
3499.130 |
20240920 |
47 |
159 |
| CFFEX.IF2412 |
0.006583 |
0.00343 |
0.003153 |
-0.013469 |
-0.000287 |
-0.069351 |
- |
3452.0 |
3440.2 |
- |
3499.130 |
20241220 |
107 |
159 |
| CFFEX.IH2406 |
0.001929 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2425.190 |
20240621 |
0 |
159 |
| CFFEX.IH2407 |
0.001929 |
0.003571 |
-0.001643 |
-0.003542 |
-0.000885 |
-0.21429 |
- |
2416.6 |
2408.0 |
- |
2425.190 |
20240719 |
4 |
159 |
| CFFEX.IH2408 |
0.001929 |
0.001916 |
0.000013 |
-0.008243 |
-0.000343 |
-0.083113 |
- |
2405.2 |
2400.6 |
- |
2425.190 |
20240816 |
24 |
159 |
| CFFEX.IH2409 |
0.001929 |
0.001166 |
0.000763 |
-0.00882 |
-0.000188 |
-0.045413 |
- |
2403.8 |
2401.0 |
- |
2425.190 |
20240920 |
47 |
159 |
| CFFEX.IH2412 |
0.001929 |
0.001165 |
0.000764 |
-0.007665 |
-0.000163 |
-0.039469 |
- |
2406.6 |
2403.8 |
- |
2425.190 |
20241220 |
107 |
159 |