|
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_20240729_151458 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.003305 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4686.541 |
20240621 |
0 |
168 |
| CFFEX.IM2407 |
-0.003305 |
0.0 |
-0.003305 |
0.029501 |
inf |
inf |
-0.032013 |
4824.8 |
4824.8 |
6039.525 |
4686.541 |
20240719 |
0 |
168 |
| CFFEX.IM2408 |
-0.003305 |
-0.005574 |
0.002269 |
-0.01023 |
-0.000682 |
-0.165036 |
-0.007197 |
4638.6 |
4664.6 |
5992.6 |
4686.541 |
20240816 |
15 |
168 |
| CFFEX.IM2409 |
-0.003305 |
-0.00633 |
0.003025 |
-0.021923 |
-0.000577 |
-0.139612 |
- |
4583.8 |
4613.0 |
- |
4686.541 |
20240920 |
38 |
168 |
| CFFEX.IM2412 |
-0.003305 |
-0.006299 |
0.002994 |
-0.044028 |
-0.001159 |
-0.280392 |
- |
4480.2 |
4508.6 |
- |
4686.541 |
20241220 |
98 |
168 |
| CFFEX.IC2406 |
-0.005655 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4709.595 |
20240621 |
0 |
168 |
| CFFEX.IC2407 |
-0.005655 |
0.0 |
-0.005655 |
0.034144 |
inf |
inf |
- |
4870.4 |
4870.4 |
- |
4709.595 |
20240719 |
0 |
168 |
| CFFEX.IC2408 |
-0.005655 |
-0.00637 |
0.000716 |
-0.006411 |
-0.000427 |
-0.103437 |
- |
4679.4 |
4709.4 |
- |
4709.595 |
20240816 |
15 |
168 |
| CFFEX.IC2409 |
-0.005655 |
-0.0056 |
-0.000055 |
-0.012102 |
-0.000318 |
-0.07707 |
- |
4652.6 |
4678.8 |
- |
4709.595 |
20240920 |
38 |
168 |
| CFFEX.IC2412 |
-0.005655 |
-0.005849 |
0.000195 |
-0.025649 |
-0.000675 |
-0.163342 |
- |
4588.8 |
4615.8 |
- |
4709.595 |
20241220 |
98 |
168 |
| CFFEX.IF2406 |
-0.005175 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3391.650 |
20240621 |
0 |
168 |
| CFFEX.IF2407 |
-0.005175 |
0.0 |
-0.005175 |
0.041027 |
inf |
inf |
- |
3530.8 |
3530.8 |
- |
3391.650 |
20240719 |
0 |
168 |
| CFFEX.IF2408 |
-0.005175 |
-0.004474 |
-0.000701 |
-0.002786 |
-0.000186 |
-0.044952 |
- |
3382.2 |
3397.4 |
- |
3391.650 |
20240816 |
15 |
168 |
| CFFEX.IF2409 |
-0.005175 |
-0.004541 |
-0.000634 |
-0.004614 |
-0.000121 |
-0.029386 |
- |
3376.0 |
3391.4 |
- |
3391.650 |
20240920 |
38 |
168 |
| CFFEX.IF2412 |
-0.005175 |
-0.004197 |
-0.000978 |
-0.006737 |
-0.000177 |
-0.042905 |
- |
3368.8 |
3383.0 |
- |
3391.650 |
20241220 |
98 |
168 |
| CFFEX.IH2406 |
-0.002634 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2349.113 |
20240621 |
0 |
168 |
| CFFEX.IH2407 |
-0.002634 |
- |
- |
- |
- |
- |
- |
- |
2446.4 |
- |
2349.113 |
20240719 |
0 |
168 |
| CFFEX.IH2408 |
-0.002634 |
-0.001956 |
-0.000678 |
-0.000644 |
-0.000043 |
-0.010391 |
- |
2347.6 |
2352.2 |
- |
2349.113 |
20240816 |
15 |
168 |
| CFFEX.IH2409 |
-0.002634 |
-0.001871 |
-0.000762 |
-0.000985 |
-0.000026 |
-0.006271 |
- |
2346.8 |
2351.2 |
- |
2349.113 |
20240920 |
38 |
168 |
| CFFEX.IH2412 |
-0.002634 |
-0.002378 |
-0.000256 |
0.000207 |
0.000005 |
0.00132 |
- |
2349.6 |
2355.2 |
- |
2349.113 |
20241220 |
98 |
168 |