|
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_20240726_151416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.014807 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4701.162 |
20240621 |
0 |
167 |
| CFFEX.IM2407 |
0.014807 |
0.0 |
0.014807 |
0.026299 |
inf |
inf |
-0.029621 |
4824.8 |
4824.8 |
6039.525 |
4701.162 |
20240719 |
0 |
167 |
| CFFEX.IM2408 |
0.014807 |
0.01865 |
-0.003842 |
-0.007777 |
-0.000486 |
-0.117631 |
-0.009144 |
4664.6 |
4579.2 |
5992.6 |
4701.162 |
20240816 |
16 |
167 |
| CFFEX.IM2409 |
0.014807 |
0.019042 |
-0.004235 |
-0.018753 |
-0.000481 |
-0.116366 |
- |
4613.0 |
4526.8 |
- |
4701.162 |
20240920 |
39 |
167 |
| CFFEX.IM2412 |
0.014807 |
0.019353 |
-0.004546 |
-0.040961 |
-0.00105 |
-0.254165 |
- |
4508.6 |
4423.0 |
- |
4701.162 |
20241220 |
99 |
167 |
| CFFEX.IC2406 |
0.015205 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4736.387 |
20240621 |
0 |
167 |
| CFFEX.IC2407 |
0.015205 |
0.0 |
0.015205 |
0.028294 |
inf |
inf |
- |
4870.4 |
4870.4 |
- |
4736.387 |
20240719 |
0 |
167 |
| CFFEX.IC2408 |
0.015205 |
0.017765 |
-0.00256 |
-0.005698 |
-0.000356 |
-0.086179 |
- |
4709.4 |
4627.2 |
- |
4736.387 |
20240816 |
16 |
167 |
| CFFEX.IC2409 |
0.015205 |
0.017838 |
-0.002633 |
-0.012158 |
-0.000312 |
-0.075445 |
- |
4678.8 |
4596.8 |
- |
4736.387 |
20240920 |
39 |
167 |
| CFFEX.IC2412 |
0.015205 |
0.018581 |
-0.003376 |
-0.02546 |
-0.000653 |
-0.157981 |
- |
4615.8 |
4531.6 |
- |
4736.387 |
20241220 |
99 |
167 |
| CFFEX.IF2406 |
0.003654 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3411.693 |
20240621 |
0 |
167 |
| CFFEX.IF2407 |
0.003654 |
0.0 |
0.003654 |
0.034911 |
inf |
inf |
- |
3530.8 |
3530.8 |
- |
3411.693 |
20240719 |
0 |
167 |
| CFFEX.IF2408 |
0.003654 |
0.00497 |
-0.001315 |
-0.004189 |
-0.000262 |
-0.063365 |
- |
3397.4 |
3380.6 |
- |
3411.693 |
20240816 |
16 |
167 |
| CFFEX.IF2409 |
0.003654 |
0.005813 |
-0.002159 |
-0.005948 |
-0.000153 |
-0.036909 |
- |
3391.4 |
3371.8 |
- |
3411.693 |
20240920 |
39 |
167 |
| CFFEX.IF2412 |
0.003654 |
0.005349 |
-0.001695 |
-0.00841 |
-0.000216 |
-0.052186 |
- |
3383.0 |
3365.0 |
- |
3411.693 |
20241220 |
99 |
167 |
| CFFEX.IH2406 |
-0.005086 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2357.664 |
20240621 |
0 |
167 |
| CFFEX.IH2407 |
-0.005086 |
0.0 |
-0.005086 |
0.037637 |
inf |
inf |
- |
2446.4 |
2446.4 |
- |
2357.664 |
20240719 |
0 |
167 |
| CFFEX.IH2408 |
-0.005086 |
-0.003136 |
-0.001949 |
-0.002318 |
-0.000145 |
-0.035053 |
- |
2352.2 |
2359.6 |
- |
2357.664 |
20240816 |
16 |
167 |
| CFFEX.IH2409 |
-0.005086 |
-0.002461 |
-0.002625 |
-0.002742 |
-0.00007 |
-0.017013 |
- |
2351.2 |
2357.0 |
- |
2357.664 |
20240920 |
39 |
167 |
| CFFEX.IH2412 |
-0.005086 |
-0.001526 |
-0.003559 |
-0.001045 |
-0.000027 |
-0.006485 |
- |
2355.2 |
2358.8 |
- |
2357.664 |
20241220 |
99 |
167 |