|
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_20240723_151422 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.027003 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4696.529 |
20240621 |
0 |
164 |
| CFFEX.IM2407 |
-0.027003 |
0.0 |
-0.027003 |
0.027312 |
inf |
inf |
-0.030379 |
4824.8 |
4824.8 |
6039.525 |
4696.529 |
20240719 |
0 |
164 |
| CFFEX.IM2408 |
-0.027003 |
-0.029625 |
0.002622 |
-0.01523 |
-0.000802 |
-0.193984 |
-0.003294 |
4625.0 |
4766.2 |
5992.6 |
4696.529 |
20240816 |
19 |
164 |
| CFFEX.IM2409 |
-0.027003 |
-0.030434 |
0.003431 |
-0.025919 |
-0.000617 |
-0.149342 |
- |
4574.8 |
4718.4 |
- |
4696.529 |
20240920 |
42 |
164 |
| CFFEX.IM2412 |
-0.027003 |
-0.030959 |
0.003956 |
-0.046956 |
-0.001118 |
-0.270555 |
- |
4476.0 |
4619.0 |
- |
4696.529 |
20241220 |
102 |
164 |
| CFFEX.IC2406 |
-0.028975 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4724.984 |
20240621 |
0 |
164 |
| CFFEX.IC2407 |
-0.028975 |
0.0 |
-0.028975 |
0.030776 |
inf |
inf |
- |
4870.4 |
4870.4 |
- |
4724.984 |
20240719 |
0 |
164 |
| CFFEX.IC2408 |
-0.028975 |
-0.029662 |
0.000687 |
-0.007192 |
-0.000379 |
-0.091609 |
- |
4691.0 |
4834.4 |
- |
4724.984 |
20240816 |
19 |
164 |
| CFFEX.IC2409 |
-0.028975 |
-0.029338 |
0.000363 |
-0.012695 |
-0.000302 |
-0.073148 |
- |
4665.0 |
4806.0 |
- |
4724.984 |
20240920 |
42 |
164 |
| CFFEX.IC2412 |
-0.028975 |
-0.029626 |
0.00065 |
-0.023954 |
-0.00057 |
-0.138023 |
- |
4611.8 |
4752.6 |
- |
4724.984 |
20241220 |
102 |
164 |
| CFFEX.IF2406 |
-0.020867 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3441.579 |
20240621 |
0 |
164 |
| CFFEX.IF2407 |
-0.020867 |
0.0 |
-0.020867 |
0.025924 |
inf |
inf |
- |
3530.8 |
3530.8 |
- |
3441.579 |
20240719 |
0 |
164 |
| CFFEX.IF2408 |
-0.020867 |
-0.017925 |
-0.002942 |
-0.003423 |
-0.00018 |
-0.043593 |
- |
3429.8 |
3492.4 |
- |
3441.579 |
20240816 |
19 |
164 |
| CFFEX.IF2409 |
-0.020867 |
-0.017857 |
-0.00301 |
-0.00598 |
-0.000142 |
-0.034453 |
- |
3421.0 |
3483.2 |
- |
3441.579 |
20240920 |
42 |
164 |
| CFFEX.IF2412 |
-0.020867 |
-0.017606 |
-0.003261 |
-0.007781 |
-0.000185 |
-0.044834 |
- |
3414.8 |
3476.0 |
- |
3441.579 |
20241220 |
102 |
164 |
| CFFEX.IH2406 |
-0.014028 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2398.425 |
20240621 |
0 |
164 |
| CFFEX.IH2407 |
-0.014028 |
0.0 |
-0.014028 |
0.020003 |
inf |
inf |
- |
2446.4 |
2446.4 |
- |
2398.425 |
20240719 |
0 |
164 |
| CFFEX.IH2408 |
-0.014028 |
-0.011062 |
-0.002966 |
-0.001094 |
-0.000058 |
-0.01394 |
- |
2395.8 |
2422.6 |
- |
2398.425 |
20240816 |
19 |
164 |
| CFFEX.IH2409 |
-0.014028 |
-0.011157 |
-0.002871 |
-0.002262 |
-0.000054 |
-0.013033 |
- |
2393.0 |
2420.0 |
- |
2398.425 |
20240920 |
42 |
164 |
| CFFEX.IH2412 |
-0.014028 |
-0.011071 |
-0.002958 |
-0.001845 |
-0.000044 |
-0.01063 |
- |
2394.0 |
2420.8 |
- |
2398.425 |
20241220 |
102 |
164 |