|
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_20240718_151356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.003267 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4811.289 |
20240621 |
0 |
161 |
| CFFEX.IM2407 |
0.003267 |
0.004092 |
-0.000826 |
-0.000434 |
-0.000217 |
-0.052537 |
-0.009018 |
4809.2 |
4789.6 |
6039.525 |
4811.289 |
20240719 |
2 |
161 |
| CFFEX.IM2408 |
0.003267 |
0.005708 |
-0.002442 |
-0.011325 |
-0.000515 |
-0.124578 |
-0.006509 |
4756.8 |
4729.8 |
5992.6 |
4811.289 |
20240816 |
22 |
161 |
| CFFEX.IM2409 |
0.003267 |
0.005298 |
-0.002031 |
-0.021884 |
-0.000486 |
-0.117686 |
- |
4706.0 |
4681.2 |
- |
4811.289 |
20240920 |
45 |
161 |
| CFFEX.IM2412 |
0.003267 |
0.006198 |
-0.002932 |
-0.041754 |
-0.000928 |
-0.224542 |
- |
4610.4 |
4582.0 |
- |
4811.289 |
20241220 |
105 |
161 |
| CFFEX.IC2406 |
0.004279 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4877.362 |
20240621 |
0 |
161 |
| CFFEX.IC2407 |
0.004279 |
0.005772 |
-0.001493 |
0.000377 |
0.000188 |
0.045598 |
- |
4879.2 |
4851.2 |
- |
4877.362 |
20240719 |
2 |
161 |
| CFFEX.IC2408 |
0.004279 |
0.006303 |
-0.002024 |
-0.004913 |
-0.000223 |
-0.054042 |
- |
4853.4 |
4823.0 |
- |
4877.362 |
20240816 |
22 |
161 |
| CFFEX.IC2409 |
0.004279 |
0.006548 |
-0.002268 |
-0.010326 |
-0.000229 |
-0.055529 |
- |
4827.0 |
4795.6 |
- |
4877.362 |
20240920 |
45 |
161 |
| CFFEX.IC2412 |
0.004279 |
0.006326 |
-0.002047 |
-0.021602 |
-0.00048 |
-0.116172 |
- |
4772.0 |
4742.0 |
- |
4877.362 |
20241220 |
105 |
161 |
| CFFEX.IF2406 |
0.005554 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3521.033 |
20240621 |
0 |
161 |
| CFFEX.IF2407 |
0.005554 |
0.006298 |
-0.000743 |
-0.001657 |
-0.000828 |
-0.200451 |
- |
3515.2 |
3493.2 |
- |
3521.033 |
20240719 |
2 |
161 |
| CFFEX.IF2408 |
0.005554 |
0.006043 |
-0.000489 |
-0.00711 |
-0.000323 |
-0.078205 |
- |
3496.0 |
3475.0 |
- |
3521.033 |
20240816 |
22 |
161 |
| CFFEX.IF2409 |
0.005554 |
0.005883 |
-0.000329 |
-0.009382 |
-0.000208 |
-0.050452 |
- |
3488.0 |
3467.6 |
- |
3521.033 |
20240920 |
45 |
161 |
| CFFEX.IF2412 |
0.005554 |
0.005722 |
-0.000168 |
-0.011654 |
-0.000259 |
-0.062671 |
- |
3480.0 |
3460.2 |
- |
3521.033 |
20241220 |
105 |
161 |
| CFFEX.IH2406 |
0.004976 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2444.939 |
20240621 |
0 |
161 |
| CFFEX.IH2407 |
0.004976 |
0.004448 |
0.000528 |
-0.002511 |
-0.001255 |
-0.303819 |
- |
2438.8 |
2428.0 |
- |
2444.939 |
20240719 |
2 |
161 |
| CFFEX.IH2408 |
0.004976 |
0.003977 |
0.000999 |
-0.008891 |
-0.000404 |
-0.097806 |
- |
2423.2 |
2413.6 |
- |
2444.939 |
20240816 |
22 |
161 |
| CFFEX.IH2409 |
0.004976 |
0.004065 |
0.000912 |
-0.009873 |
-0.000219 |
-0.053095 |
- |
2420.8 |
2411.0 |
- |
2444.939 |
20240920 |
45 |
161 |
| CFFEX.IH2412 |
0.004976 |
0.003316 |
0.00166 |
-0.010037 |
-0.000223 |
-0.053975 |
- |
2420.4 |
2412.4 |
- |
2444.939 |
20241220 |
105 |
161 |