|
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_20240724_151446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.013493 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4631.604 |
20240621 |
0 |
165 |
| CFFEX.IM2407 |
-0.013493 |
0.0 |
-0.013493 |
0.041713 |
inf |
inf |
-0.041003 |
4824.8 |
4824.8 |
6039.525 |
4631.604 |
20240719 |
0 |
165 |
| CFFEX.IM2408 |
-0.013493 |
-0.011849 |
-0.001644 |
-0.013258 |
-0.000737 |
-0.178241 |
-0.004773 |
4570.2 |
4625.0 |
5992.6 |
4631.604 |
20240816 |
18 |
165 |
| CFFEX.IM2409 |
-0.013493 |
-0.012241 |
-0.001252 |
-0.024355 |
-0.000594 |
-0.143756 |
- |
4518.8 |
4574.8 |
- |
4631.604 |
20240920 |
41 |
165 |
| CFFEX.IM2412 |
-0.013493 |
-0.013092 |
-0.000401 |
-0.046248 |
-0.001128 |
-0.272978 |
- |
4417.4 |
4476.0 |
- |
4631.604 |
20241220 |
101 |
165 |
| CFFEX.IC2406 |
-0.011676 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4667.656 |
20240621 |
0 |
165 |
| CFFEX.IC2407 |
-0.011676 |
0.0 |
-0.011676 |
0.043436 |
inf |
inf |
- |
4870.4 |
4870.4 |
- |
4667.656 |
20240719 |
0 |
165 |
| CFFEX.IC2408 |
-0.011676 |
-0.012705 |
0.001029 |
-0.007767 |
-0.000432 |
-0.10443 |
- |
4631.4 |
4691.0 |
- |
4667.656 |
20240816 |
18 |
165 |
| CFFEX.IC2409 |
-0.011676 |
-0.012819 |
0.001143 |
-0.013381 |
-0.000326 |
-0.078978 |
- |
4605.2 |
4665.0 |
- |
4667.656 |
20240920 |
41 |
165 |
| CFFEX.IC2412 |
-0.011676 |
-0.014832 |
0.003156 |
-0.026621 |
-0.000649 |
-0.157127 |
- |
4543.4 |
4611.8 |
- |
4667.656 |
20241220 |
101 |
165 |
| CFFEX.IF2406 |
-0.005827 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3419.834 |
20240621 |
0 |
165 |
| CFFEX.IF2407 |
-0.005827 |
0.0 |
-0.005827 |
0.032448 |
inf |
inf |
- |
3530.8 |
3530.8 |
- |
3419.834 |
20240719 |
0 |
165 |
| CFFEX.IF2408 |
-0.005827 |
-0.007989 |
0.002162 |
-0.005098 |
-0.000283 |
-0.068539 |
- |
3402.4 |
3429.8 |
- |
3419.834 |
20240816 |
18 |
165 |
| CFFEX.IF2409 |
-0.005827 |
-0.007542 |
0.001715 |
-0.007203 |
-0.000176 |
-0.042517 |
- |
3395.2 |
3421.0 |
- |
3419.834 |
20240920 |
41 |
165 |
| CFFEX.IF2412 |
-0.005827 |
-0.007907 |
0.00208 |
-0.009367 |
-0.000228 |
-0.055289 |
- |
3387.8 |
3414.8 |
- |
3419.834 |
20241220 |
101 |
165 |
| CFFEX.IH2406 |
-0.001492 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2393.097 |
20240621 |
0 |
165 |
| CFFEX.IH2407 |
-0.001492 |
0.0 |
-0.001492 |
0.022274 |
inf |
inf |
- |
2446.4 |
2446.4 |
- |
2393.097 |
20240719 |
0 |
165 |
| CFFEX.IH2408 |
-0.001492 |
-0.004675 |
0.003183 |
-0.003551 |
-0.000197 |
-0.047736 |
- |
2384.6 |
2395.8 |
- |
2393.097 |
20240816 |
18 |
165 |
| CFFEX.IH2409 |
-0.001492 |
-0.004513 |
0.003021 |
-0.004554 |
-0.000111 |
-0.026877 |
- |
2382.2 |
2393.0 |
- |
2393.097 |
20240920 |
41 |
165 |
| CFFEX.IH2412 |
-0.001492 |
-0.004344 |
0.002852 |
-0.003968 |
-0.000097 |
-0.023424 |
- |
2383.6 |
2394.0 |
- |
2393.097 |
20241220 |
101 |
165 |