|
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_20240801_151502 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.002043 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4879.090 |
20240621 |
0 |
171 |
| CFFEX.IM2407 |
-0.002043 |
- |
- |
- |
- |
- |
- |
- |
4824.8 |
6039.525 |
4879.090 |
20240719 |
0 |
171 |
| CFFEX.IM2408 |
-0.002043 |
-0.007273 |
0.005229 |
-0.004036 |
-0.000336 |
-0.081384 |
-0.012536 |
4859.4 |
4895.0 |
5992.6 |
4879.090 |
20240816 |
12 |
171 |
| CFFEX.IM2409 |
-0.002043 |
-0.007291 |
0.005248 |
-0.012152 |
-0.000347 |
-0.084021 |
- |
4819.8 |
4855.2 |
- |
4879.090 |
20240920 |
35 |
171 |
| CFFEX.IM2412 |
-0.002043 |
-0.008484 |
0.00644 |
-0.032279 |
-0.000922 |
-0.223183 |
- |
4721.6 |
4762.0 |
- |
4879.090 |
20241220 |
95 |
171 |
| CFFEX.IC2406 |
-0.006567 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4854.325 |
20240621 |
0 |
171 |
| CFFEX.IC2407 |
-0.006567 |
- |
- |
- |
- |
- |
- |
- |
4870.4 |
- |
4854.325 |
20240719 |
0 |
171 |
| CFFEX.IC2408 |
-0.006567 |
-0.010061 |
0.003494 |
-0.002745 |
-0.000229 |
-0.055357 |
- |
4841.0 |
4890.2 |
- |
4854.325 |
20240816 |
12 |
171 |
| CFFEX.IC2409 |
-0.006567 |
-0.010346 |
0.003779 |
-0.006824 |
-0.000195 |
-0.047182 |
- |
4821.2 |
4871.6 |
- |
4854.325 |
20240920 |
35 |
171 |
| CFFEX.IC2412 |
-0.006567 |
-0.011213 |
0.004646 |
-0.01906 |
-0.000545 |
-0.131789 |
- |
4761.8 |
4815.8 |
- |
4854.325 |
20241220 |
95 |
171 |
| CFFEX.IF2406 |
-0.006183 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3420.801 |
20240621 |
0 |
171 |
| CFFEX.IF2407 |
-0.006183 |
- |
- |
- |
- |
- |
- |
- |
3530.8 |
- |
3420.801 |
20240719 |
0 |
171 |
| CFFEX.IF2408 |
-0.006183 |
-0.007897 |
0.001714 |
-0.001053 |
-0.000088 |
-0.021229 |
- |
3417.2 |
3444.4 |
- |
3420.801 |
20240816 |
12 |
171 |
| CFFEX.IF2409 |
-0.006183 |
-0.007788 |
0.001605 |
-0.00193 |
-0.000055 |
-0.013342 |
- |
3414.2 |
3441.0 |
- |
3420.801 |
20240920 |
35 |
171 |
| CFFEX.IF2412 |
-0.006183 |
-0.008145 |
0.001961 |
-0.003216 |
-0.000092 |
-0.022236 |
- |
3409.8 |
3437.8 |
- |
3420.801 |
20241220 |
95 |
171 |
| CFFEX.IH2406 |
-0.005805 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2361.605 |
20240621 |
0 |
171 |
| CFFEX.IH2407 |
-0.005805 |
- |
- |
- |
- |
- |
- |
- |
2446.4 |
- |
2361.605 |
20240719 |
0 |
171 |
| CFFEX.IH2408 |
-0.005805 |
-0.006227 |
0.000422 |
0.000083 |
0.000007 |
0.001665 |
- |
2361.8 |
2376.6 |
- |
2361.605 |
20240816 |
12 |
171 |
| CFFEX.IH2409 |
-0.005805 |
-0.006566 |
0.000761 |
-0.00051 |
-0.000015 |
-0.003528 |
- |
2360.4 |
2376.0 |
- |
2361.605 |
20240920 |
35 |
171 |
| CFFEX.IH2412 |
-0.005805 |
-0.00597 |
0.000165 |
0.001184 |
0.000034 |
0.008183 |
- |
2364.4 |
2378.6 |
- |
2361.605 |
20241220 |
95 |
171 |