|
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_20240730_151406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.003596 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4702.495 |
20240621 |
0 |
169 |
| CFFEX.IM2407 |
0.003596 |
0.0 |
0.003596 |
0.026009 |
inf |
inf |
-0.029403 |
4824.8 |
4824.8 |
6039.525 |
4702.495 |
20240719 |
0 |
169 |
| CFFEX.IM2408 |
0.003596 |
0.003751 |
-0.000155 |
-0.009887 |
-0.000706 |
-0.170909 |
-0.00749 |
4656.0 |
4638.6 |
5992.6 |
4702.495 |
20240816 |
14 |
169 |
| CFFEX.IM2409 |
0.003596 |
0.004276 |
-0.00068 |
-0.021073 |
-0.00057 |
-0.137828 |
- |
4603.4 |
4583.8 |
- |
4702.495 |
20240920 |
37 |
169 |
| CFFEX.IM2412 |
0.003596 |
0.003348 |
0.000248 |
-0.044082 |
-0.001191 |
-0.28832 |
- |
4495.2 |
4480.2 |
- |
4702.495 |
20241220 |
97 |
169 |
| CFFEX.IC2406 |
-0.001723 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4700.729 |
20240621 |
0 |
169 |
| CFFEX.IC2407 |
-0.001723 |
0.0 |
-0.001723 |
0.036095 |
inf |
inf |
- |
4870.4 |
4870.4 |
- |
4700.729 |
20240719 |
0 |
169 |
| CFFEX.IC2408 |
-0.001723 |
-0.001368 |
-0.000356 |
-0.005899 |
-0.000421 |
-0.101966 |
- |
4673.0 |
4679.4 |
- |
4700.729 |
20240816 |
14 |
169 |
| CFFEX.IC2409 |
-0.001723 |
-0.000645 |
-0.001079 |
-0.010877 |
-0.000294 |
-0.07114 |
- |
4649.6 |
4652.6 |
- |
4700.729 |
20240920 |
37 |
169 |
| CFFEX.IC2412 |
-0.001723 |
-0.000654 |
-0.00107 |
-0.024449 |
-0.000661 |
-0.159911 |
- |
4585.8 |
4588.8 |
- |
4700.729 |
20241220 |
97 |
169 |
| CFFEX.IF2406 |
-0.005772 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3371.170 |
20240621 |
0 |
169 |
| CFFEX.IF2407 |
-0.005772 |
0.0 |
-0.005772 |
0.047352 |
inf |
inf |
- |
3530.8 |
3530.8 |
- |
3371.170 |
20240719 |
0 |
169 |
| CFFEX.IF2408 |
-0.005772 |
-0.006682 |
0.00091 |
-0.003432 |
-0.000245 |
-0.059325 |
- |
3359.6 |
3382.2 |
- |
3371.170 |
20240816 |
14 |
169 |
| CFFEX.IF2409 |
-0.005772 |
-0.006754 |
0.000981 |
-0.00533 |
-0.000144 |
-0.034864 |
- |
3353.2 |
3376.0 |
- |
3371.170 |
20240920 |
37 |
169 |
| CFFEX.IF2412 |
-0.005772 |
-0.005996 |
0.000224 |
-0.006695 |
-0.000181 |
-0.043789 |
- |
3348.6 |
3368.8 |
- |
3371.170 |
20241220 |
97 |
169 |
| CFFEX.IH2406 |
-0.005241 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2336.169 |
20240621 |
0 |
169 |
| CFFEX.IH2407 |
-0.005241 |
0.0 |
-0.005241 |
0.047185 |
inf |
inf |
- |
2446.4 |
2446.4 |
- |
2336.169 |
20240719 |
0 |
169 |
| CFFEX.IH2408 |
-0.005241 |
-0.006219 |
0.000978 |
-0.001356 |
-0.000097 |
-0.023448 |
- |
2333.0 |
2347.6 |
- |
2336.169 |
20240816 |
14 |
169 |
| CFFEX.IH2409 |
-0.005241 |
-0.006647 |
0.001406 |
-0.002127 |
-0.000057 |
-0.013912 |
- |
2331.2 |
2346.8 |
- |
2336.169 |
20240920 |
37 |
169 |
| CFFEX.IH2412 |
-0.005241 |
-0.006299 |
0.001058 |
-0.000586 |
-0.000016 |
-0.003833 |
- |
2334.8 |
2349.6 |
- |
2336.169 |
20241220 |
97 |
169 |