|
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_20240717_151406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.007355 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4801.142 |
20240621 |
0 |
160 |
| CFFEX.IM2407 |
-0.007355 |
-0.005606 |
-0.00175 |
-0.002404 |
-0.000801 |
-0.193924 |
-0.007433 |
4789.6 |
4816.6 |
6039.525 |
4801.142 |
20240719 |
3 |
160 |
| CFFEX.IM2408 |
-0.007355 |
-0.008303 |
0.000947 |
-0.014859 |
-0.000646 |
-0.156347 |
-0.003664 |
4729.8 |
4769.4 |
5992.6 |
4801.142 |
20240816 |
23 |
160 |
| CFFEX.IM2409 |
-0.007355 |
-0.009312 |
0.001956 |
-0.024982 |
-0.000543 |
-0.131427 |
- |
4681.2 |
4725.2 |
- |
4801.142 |
20240920 |
46 |
160 |
| CFFEX.IM2412 |
-0.007355 |
-0.010367 |
0.003012 |
-0.045644 |
-0.000992 |
-0.240126 |
- |
4582.0 |
4630.0 |
- |
4801.142 |
20241220 |
106 |
160 |
| CFFEX.IC2406 |
-0.007825 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4860.032 |
20240621 |
0 |
160 |
| CFFEX.IC2407 |
-0.007825 |
-0.006146 |
-0.001679 |
-0.001817 |
-0.000606 |
-0.146593 |
- |
4851.2 |
4881.2 |
- |
4860.032 |
20240719 |
3 |
160 |
| CFFEX.IC2408 |
-0.007825 |
-0.006264 |
-0.001562 |
-0.00762 |
-0.000331 |
-0.080173 |
- |
4823.0 |
4853.4 |
- |
4860.032 |
20240816 |
23 |
160 |
| CFFEX.IC2409 |
-0.007825 |
-0.006299 |
-0.001526 |
-0.013258 |
-0.000288 |
-0.069746 |
- |
4795.6 |
4826.0 |
- |
4860.032 |
20240920 |
46 |
160 |
| CFFEX.IC2412 |
-0.007825 |
-0.005912 |
-0.001913 |
-0.024286 |
-0.000528 |
-0.127767 |
- |
4742.0 |
4770.2 |
- |
4860.032 |
20241220 |
106 |
160 |
| CFFEX.IF2406 |
0.001729 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3504.331 |
20240621 |
0 |
160 |
| CFFEX.IF2407 |
0.001729 |
0.002123 |
-0.000394 |
-0.003176 |
-0.001059 |
-0.256226 |
- |
3493.2 |
3485.8 |
- |
3504.331 |
20240719 |
3 |
160 |
| CFFEX.IF2408 |
0.001729 |
0.00173 |
-0.000001 |
-0.00837 |
-0.000364 |
-0.088066 |
- |
3475.0 |
3469.0 |
- |
3504.331 |
20240816 |
23 |
160 |
| CFFEX.IF2409 |
0.001729 |
0.001791 |
-0.000062 |
-0.010482 |
-0.000228 |
-0.055142 |
- |
3467.6 |
3461.4 |
- |
3504.331 |
20240920 |
46 |
160 |
| CFFEX.IF2412 |
0.001729 |
0.002375 |
-0.000647 |
-0.012593 |
-0.000274 |
-0.066252 |
- |
3460.2 |
3452.0 |
- |
3504.331 |
20241220 |
106 |
160 |
| CFFEX.IH2406 |
0.004016 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2434.493 |
20240621 |
0 |
160 |
| CFFEX.IH2407 |
0.004016 |
0.004717 |
-0.000701 |
-0.002667 |
-0.000889 |
-0.215145 |
- |
2428.0 |
2416.6 |
- |
2434.493 |
20240719 |
3 |
160 |
| CFFEX.IH2408 |
0.004016 |
0.003492 |
0.000524 |
-0.008582 |
-0.000373 |
-0.090298 |
- |
2413.6 |
2405.2 |
- |
2434.493 |
20240816 |
23 |
160 |
| CFFEX.IH2409 |
0.004016 |
0.002995 |
0.001021 |
-0.00965 |
-0.00021 |
-0.050768 |
- |
2411.0 |
2403.8 |
- |
2434.493 |
20240920 |
46 |
160 |
| CFFEX.IH2412 |
0.004016 |
0.00241 |
0.001606 |
-0.009075 |
-0.000197 |
-0.047742 |
- |
2412.4 |
2406.6 |
- |
2434.493 |
20241220 |
106 |
160 |