|
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_20240719_151350 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.002423 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4824.088 |
20240621 |
0 |
162 |
| CFFEX.IM2407 |
0.002423 |
0.003244 |
-0.000821 |
0.000148 |
0.000148 |
0.035717 |
-0.009507 |
4824.8 |
4809.2 |
6039.525 |
4824.088 |
20240719 |
1 |
162 |
| CFFEX.IM2408 |
0.002423 |
0.000042 |
0.002381 |
-0.013907 |
-0.000662 |
-0.16026 |
-0.004448 |
4757.0 |
4756.8 |
5992.6 |
4824.088 |
20240816 |
21 |
162 |
| CFFEX.IM2409 |
0.002423 |
0.000935 |
0.001488 |
-0.023567 |
-0.000536 |
-0.129617 |
- |
4710.4 |
4706.0 |
- |
4824.088 |
20240920 |
44 |
162 |
| CFFEX.IM2412 |
0.002423 |
0.000998 |
0.001426 |
-0.043342 |
-0.000985 |
-0.238384 |
- |
4615.0 |
4610.4 |
- |
4824.088 |
20241220 |
104 |
162 |
| CFFEX.IC2406 |
-0.000525 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4875.130 |
20240621 |
0 |
162 |
| CFFEX.IC2407 |
-0.000525 |
-0.001804 |
0.001278 |
-0.00097 |
-0.00097 |
-0.234796 |
- |
4870.4 |
4879.2 |
- |
4875.130 |
20240719 |
1 |
162 |
| CFFEX.IC2408 |
-0.000525 |
-0.001483 |
0.000958 |
-0.005934 |
-0.000283 |
-0.068385 |
- |
4846.2 |
4853.4 |
- |
4875.130 |
20240816 |
21 |
162 |
| CFFEX.IC2409 |
-0.000525 |
-0.00087 |
0.000345 |
-0.010734 |
-0.000244 |
-0.059037 |
- |
4822.8 |
4827.0 |
- |
4875.130 |
20240920 |
44 |
162 |
| CFFEX.IC2412 |
-0.000525 |
0.0 |
-0.000525 |
-0.021154 |
-0.000481 |
-0.116349 |
- |
4772.0 |
4772.0 |
- |
4875.130 |
20241220 |
104 |
162 |
| CFFEX.IF2406 |
0.006124 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3542.494 |
20240621 |
0 |
162 |
| CFFEX.IF2407 |
0.006124 |
0.004438 |
0.001686 |
-0.003301 |
-0.003301 |
-0.798858 |
- |
3530.8 |
3515.2 |
- |
3542.494 |
20240719 |
1 |
162 |
| CFFEX.IF2408 |
0.006124 |
0.004062 |
0.002062 |
-0.009116 |
-0.000434 |
-0.105053 |
- |
3510.2 |
3496.0 |
- |
3542.494 |
20240816 |
21 |
162 |
| CFFEX.IF2409 |
0.006124 |
0.00367 |
0.002455 |
-0.01177 |
-0.000267 |
-0.064733 |
- |
3500.8 |
3488.0 |
- |
3542.494 |
20240920 |
44 |
162 |
| CFFEX.IF2412 |
0.006124 |
0.003966 |
0.002159 |
-0.013746 |
-0.000312 |
-0.075601 |
- |
3493.8 |
3480.0 |
- |
3542.494 |
20241220 |
104 |
162 |
| CFFEX.IH2406 |
0.006436 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2460.241 |
20240621 |
0 |
162 |
| CFFEX.IH2407 |
0.006436 |
0.003116 |
0.00332 |
-0.005626 |
-0.005626 |
-1.361461 |
- |
2446.4 |
2438.8 |
- |
2460.241 |
20240719 |
1 |
162 |
| CFFEX.IH2408 |
0.006436 |
0.0052 |
0.001236 |
-0.009934 |
-0.000473 |
-0.114482 |
- |
2435.8 |
2423.2 |
- |
2460.241 |
20240816 |
21 |
162 |
| CFFEX.IH2409 |
0.006436 |
0.004296 |
0.00214 |
-0.011804 |
-0.000268 |
-0.064923 |
- |
2431.2 |
2420.8 |
- |
2460.241 |
20240920 |
44 |
162 |
| CFFEX.IH2412 |
0.006436 |
0.00504 |
0.001395 |
-0.011235 |
-0.000255 |
-0.061793 |
- |
2432.6 |
2420.4 |
- |
2460.241 |
20241220 |
104 |
162 |