|
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_20240725_134329 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.002806 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4644.007 |
20240621 |
0 |
166 |
| CFFEX.IM2407 |
0.002806 |
0.0 |
0.002806 |
0.03893 |
inf |
inf |
-0.038973 |
4824.8 |
4824.8 |
6039.525 |
4644.007 |
20240719 |
0 |
166 |
| CFFEX.IM2408 |
0.002806 |
0.005251 |
-0.002445 |
-0.010725 |
-0.000631 |
-0.152674 |
-0.006748 |
4594.2 |
4570.2 |
5992.6 |
4644.007 |
20240816 |
17 |
166 |
| CFFEX.IM2409 |
0.002806 |
0.004692 |
-0.001885 |
-0.022396 |
-0.00056 |
-0.135496 |
- |
4540.0 |
4518.8 |
- |
4644.007 |
20240920 |
40 |
166 |
| CFFEX.IM2412 |
0.002806 |
0.004437 |
-0.001631 |
-0.044575 |
-0.001114 |
-0.269679 |
- |
4437.0 |
4417.4 |
- |
4644.007 |
20241220 |
100 |
166 |
| CFFEX.IC2406 |
0.001523 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4675.170 |
20240621 |
0 |
166 |
| CFFEX.IC2407 |
0.001523 |
- |
- |
- |
- |
- |
- |
- |
4870.4 |
- |
4675.170 |
20240719 |
0 |
166 |
| CFFEX.IC2408 |
0.001523 |
0.001771 |
-0.000248 |
-0.007608 |
-0.000448 |
-0.108306 |
- |
4639.6 |
4631.4 |
- |
4675.170 |
20240816 |
17 |
166 |
| CFFEX.IC2409 |
0.001523 |
0.000782 |
0.000741 |
-0.014196 |
-0.000355 |
-0.085887 |
- |
4608.8 |
4605.2 |
- |
4675.170 |
20240920 |
40 |
166 |
| CFFEX.IC2412 |
0.001523 |
0.000352 |
0.001171 |
-0.027843 |
-0.000696 |
-0.168449 |
- |
4545.0 |
4543.4 |
- |
4675.170 |
20241220 |
100 |
166 |
| CFFEX.IF2406 |
-0.006474 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3396.036 |
20240621 |
0 |
166 |
| CFFEX.IF2407 |
-0.006474 |
0.0 |
-0.006474 |
0.039683 |
inf |
inf |
- |
3530.8 |
3530.8 |
- |
3396.036 |
20240719 |
0 |
166 |
| CFFEX.IF2408 |
-0.006474 |
-0.006936 |
0.000462 |
-0.005075 |
-0.000299 |
-0.072249 |
- |
3378.8 |
3402.4 |
- |
3396.036 |
20240816 |
17 |
166 |
| CFFEX.IF2409 |
-0.006474 |
-0.007363 |
0.000889 |
-0.007608 |
-0.00019 |
-0.046027 |
- |
3370.2 |
3395.2 |
- |
3396.036 |
20240920 |
40 |
166 |
| CFFEX.IF2412 |
-0.006474 |
-0.007734 |
0.001259 |
-0.01014 |
-0.000254 |
-0.061347 |
- |
3361.6 |
3387.8 |
- |
3396.036 |
20241220 |
100 |
166 |
| CFFEX.IH2406 |
-0.010060 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2366.901 |
20240621 |
0 |
166 |
| CFFEX.IH2407 |
-0.010060 |
0.0 |
-0.01006 |
0.033588 |
inf |
inf |
- |
2446.4 |
2446.4 |
- |
2366.901 |
20240719 |
0 |
166 |
| CFFEX.IH2408 |
-0.010060 |
-0.011407 |
0.001347 |
-0.004014 |
-0.000236 |
-0.057142 |
- |
2357.4 |
2384.6 |
- |
2366.901 |
20240816 |
17 |
166 |
| CFFEX.IH2409 |
-0.010060 |
-0.010914 |
0.000854 |
-0.004521 |
-0.000113 |
-0.027353 |
- |
2356.2 |
2382.2 |
- |
2366.901 |
20240920 |
40 |
166 |
| CFFEX.IH2412 |
-0.010060 |
-0.010321 |
0.000261 |
-0.003338 |
-0.000083 |
-0.020196 |
- |
2359.0 |
2383.6 |
- |
2366.901 |
20241220 |
100 |
166 |