|
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_20240731_151455 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.039180 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4886.735 |
20240621 |
0 |
170 |
| CFFEX.IM2407 |
0.039180 |
0.0 |
0.03918 |
-0.012674 |
-inf |
-inf |
0.000744 |
4824.8 |
4824.8 |
6039.525 |
4886.735 |
20240719 |
0 |
170 |
| CFFEX.IM2408 |
0.039180 |
0.051332 |
-0.012152 |
0.001691 |
0.00013 |
0.031484 |
-0.017226 |
4895.0 |
4656.0 |
5992.6 |
4886.735 |
20240816 |
13 |
170 |
| CFFEX.IM2409 |
0.039180 |
0.054699 |
-0.015519 |
-0.006453 |
-0.000179 |
-0.04338 |
- |
4855.2 |
4603.4 |
- |
4886.735 |
20240920 |
36 |
170 |
| CFFEX.IM2412 |
0.039180 |
0.059352 |
-0.020172 |
-0.025525 |
-0.000709 |
-0.171586 |
- |
4762.0 |
4495.2 |
- |
4886.735 |
20241220 |
96 |
170 |
| CFFEX.IC2406 |
0.039714 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4885.909 |
20240621 |
0 |
170 |
| CFFEX.IC2407 |
0.039714 |
0.0 |
0.039714 |
-0.003174 |
-inf |
-inf |
- |
4870.4 |
4870.4 |
- |
4885.909 |
20240719 |
0 |
170 |
| CFFEX.IC2408 |
0.039714 |
0.04648 |
-0.006766 |
0.000878 |
0.000068 |
0.016349 |
- |
4890.2 |
4673.0 |
- |
4885.909 |
20240816 |
13 |
170 |
| CFFEX.IC2409 |
0.039714 |
0.047746 |
-0.008032 |
-0.002929 |
-0.000081 |
-0.019687 |
- |
4871.6 |
4649.6 |
- |
4885.909 |
20240920 |
36 |
170 |
| CFFEX.IC2412 |
0.039714 |
0.050155 |
-0.010441 |
-0.014349 |
-0.000399 |
-0.096459 |
- |
4815.8 |
4585.8 |
- |
4885.909 |
20241220 |
96 |
170 |
| CFFEX.IF2406 |
0.021942 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3443.313 |
20240621 |
0 |
170 |
| CFFEX.IF2407 |
0.021942 |
- |
- |
- |
- |
- |
- |
- |
3530.8 |
- |
3443.313 |
20240719 |
0 |
170 |
| CFFEX.IF2408 |
0.021942 |
0.025241 |
-0.003299 |
0.000316 |
0.000024 |
0.005877 |
- |
3444.4 |
3359.6 |
- |
3443.313 |
20240816 |
13 |
170 |
| CFFEX.IF2409 |
0.021942 |
0.026184 |
-0.004242 |
-0.000672 |
-0.000019 |
-0.004516 |
- |
3441.0 |
3353.2 |
- |
3443.313 |
20240920 |
36 |
170 |
| CFFEX.IF2412 |
0.021942 |
0.026638 |
-0.004696 |
-0.001601 |
-0.000044 |
-0.010763 |
- |
3437.8 |
3348.6 |
- |
3443.313 |
20241220 |
96 |
170 |
| CFFEX.IH2406 |
0.017845 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2376.987 |
20240621 |
0 |
170 |
| CFFEX.IH2407 |
0.017845 |
- |
- |
- |
- |
- |
- |
- |
2446.4 |
- |
2376.987 |
20240719 |
0 |
170 |
| CFFEX.IH2408 |
0.017845 |
0.018688 |
-0.000843 |
-0.000163 |
-0.000013 |
-0.003031 |
- |
2376.6 |
2333.0 |
- |
2376.987 |
20240816 |
13 |
170 |
| CFFEX.IH2409 |
0.017845 |
0.019218 |
-0.001372 |
-0.000415 |
-0.000012 |
-0.002791 |
- |
2376.0 |
2331.2 |
- |
2376.987 |
20240920 |
36 |
170 |
| CFFEX.IH2412 |
0.017845 |
0.01876 |
-0.000914 |
0.000679 |
0.000019 |
0.004562 |
- |
2378.6 |
2334.8 |
- |
2376.987 |
20241220 |
96 |
170 |