|
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_20240722_151439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.001246 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4827.430 |
20240621 |
0 |
163 |
| CFFEX.IM2407 |
0.001246 |
- |
- |
- |
- |
- |
- |
- |
4824.8 |
6039.525 |
4827.430 |
20240719 |
0 |
163 |
| CFFEX.IM2408 |
0.001246 |
0.001934 |
-0.000688 |
-0.012684 |
-0.000634 |
-0.153474 |
-0.005437 |
4766.2 |
4757.0 |
5992.6 |
4827.430 |
20240816 |
20 |
163 |
| CFFEX.IM2409 |
0.001246 |
0.001698 |
-0.000452 |
-0.022586 |
-0.000525 |
-0.127109 |
- |
4718.4 |
4710.4 |
- |
4827.430 |
20240920 |
43 |
163 |
| CFFEX.IM2412 |
0.001246 |
0.000867 |
0.000379 |
-0.043176 |
-0.001004 |
-0.242992 |
- |
4619.0 |
4615.0 |
- |
4827.430 |
20241220 |
103 |
163 |
| CFFEX.IC2406 |
-0.000963 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4867.359 |
20240621 |
0 |
163 |
| CFFEX.IC2407 |
-0.000963 |
0.0 |
-0.000963 |
0.000625 |
inf |
inf |
- |
4870.4 |
4870.4 |
- |
4867.359 |
20240719 |
0 |
163 |
| CFFEX.IC2408 |
-0.000963 |
-0.002435 |
0.001471 |
-0.006771 |
-0.000339 |
-0.081934 |
- |
4834.4 |
4846.2 |
- |
4867.359 |
20240816 |
20 |
163 |
| CFFEX.IC2409 |
-0.000963 |
-0.003483 |
0.00252 |
-0.012606 |
-0.000293 |
-0.070947 |
- |
4806.0 |
4822.8 |
- |
4867.359 |
20240920 |
43 |
163 |
| CFFEX.IC2412 |
-0.000963 |
-0.004065 |
0.003102 |
-0.023577 |
-0.000548 |
-0.132691 |
- |
4752.6 |
4772.0 |
- |
4867.359 |
20241220 |
103 |
163 |
| CFFEX.IF2406 |
-0.006108 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3517.399 |
20240621 |
0 |
163 |
| CFFEX.IF2407 |
-0.006108 |
0.0 |
-0.006108 |
0.00381 |
inf |
inf |
- |
3530.8 |
3530.8 |
- |
3517.399 |
20240719 |
0 |
163 |
| CFFEX.IF2408 |
-0.006108 |
-0.005071 |
-0.001037 |
-0.007107 |
-0.000355 |
-0.085998 |
- |
3492.4 |
3510.2 |
- |
3517.399 |
20240816 |
20 |
163 |
| CFFEX.IF2409 |
-0.006108 |
-0.005027 |
-0.001081 |
-0.009723 |
-0.000226 |
-0.054719 |
- |
3483.2 |
3500.8 |
- |
3517.399 |
20240920 |
43 |
163 |
| CFFEX.IF2412 |
-0.006108 |
-0.005095 |
-0.001013 |
-0.01177 |
-0.000274 |
-0.066239 |
- |
3476.0 |
3493.8 |
- |
3517.399 |
20241220 |
103 |
163 |
| CFFEX.IH2406 |
-0.008904 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2434.914 |
20240621 |
0 |
163 |
| CFFEX.IH2407 |
-0.008904 |
- |
- |
- |
- |
- |
- |
- |
2446.4 |
- |
2434.914 |
20240719 |
0 |
163 |
| CFFEX.IH2408 |
-0.008904 |
-0.005419 |
-0.003485 |
-0.005057 |
-0.000253 |
-0.061193 |
- |
2422.6 |
2435.8 |
- |
2434.914 |
20240816 |
20 |
163 |
| CFFEX.IH2409 |
-0.008904 |
-0.004607 |
-0.004298 |
-0.006125 |
-0.000142 |
-0.034471 |
- |
2420.0 |
2431.2 |
- |
2434.914 |
20240920 |
43 |
163 |
| CFFEX.IH2412 |
-0.008904 |
-0.004851 |
-0.004054 |
-0.005797 |
-0.000135 |
-0.032622 |
- |
2420.8 |
2432.6 |
- |
2434.914 |
20241220 |
103 |
163 |