|
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_20240802_151410 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.013491 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4812.478 |
20240621 |
0 |
172 |
| CFFEX.IM2407 |
-0.013491 |
- |
- |
- |
- |
- |
- |
- |
4824.8 |
6039.525 |
4812.478 |
20240719 |
0 |
172 |
| CFFEX.IM2408 |
-0.013491 |
-0.013705 |
0.000215 |
-0.004089 |
-0.000372 |
-0.089957 |
-0.012322 |
4792.8 |
4859.4 |
5992.6 |
4812.478 |
20240816 |
11 |
172 |
| CFFEX.IM2409 |
-0.013491 |
-0.014689 |
0.001199 |
-0.01319 |
-0.000388 |
-0.093884 |
- |
4749.0 |
4819.8 |
- |
4812.478 |
20240920 |
34 |
172 |
| CFFEX.IM2412 |
-0.013491 |
-0.015588 |
0.002097 |
-0.034177 |
-0.001005 |
-0.243263 |
- |
4648.0 |
4721.6 |
- |
4812.478 |
20241220 |
94 |
172 |
| CFFEX.IC2406 |
-0.012294 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4793.308 |
20240621 |
0 |
172 |
| CFFEX.IC2407 |
-0.012294 |
- |
- |
- |
- |
- |
- |
- |
4870.4 |
- |
4793.308 |
20240719 |
0 |
172 |
| CFFEX.IC2408 |
-0.012294 |
-0.013055 |
0.000761 |
-0.003235 |
-0.000294 |
-0.071178 |
- |
4777.8 |
4841.0 |
- |
4793.308 |
20240816 |
11 |
172 |
| CFFEX.IC2409 |
-0.012294 |
-0.013607 |
0.001312 |
-0.007867 |
-0.000231 |
-0.055993 |
- |
4755.6 |
4821.2 |
- |
4793.308 |
20240920 |
34 |
172 |
| CFFEX.IC2412 |
-0.012294 |
-0.014658 |
0.002364 |
-0.021135 |
-0.000622 |
-0.150434 |
- |
4692.0 |
4761.8 |
- |
4793.308 |
20241220 |
94 |
172 |
| CFFEX.IF2406 |
-0.009233 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3387.696 |
20240621 |
0 |
172 |
| CFFEX.IF2407 |
-0.009233 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3387.696 |
20240719 |
0 |
172 |
| CFFEX.IF2408 |
-0.009233 |
-0.011003 |
0.00177 |
-0.00239 |
-0.000217 |
-0.052576 |
- |
3379.6 |
3417.2 |
- |
3387.696 |
20240816 |
11 |
172 |
| CFFEX.IF2409 |
-0.009233 |
-0.012009 |
0.002776 |
-0.004279 |
-0.000126 |
-0.030457 |
- |
3373.2 |
3414.2 |
- |
3387.696 |
20240920 |
34 |
172 |
| CFFEX.IF2412 |
-0.009233 |
-0.007449 |
-0.001784 |
-0.000973 |
-0.000029 |
-0.006925 |
- |
3384.4 |
3409.8 |
- |
3387.696 |
20241220 |
94 |
172 |
| CFFEX.IH2406 |
-0.006019 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2346.215 |
20240621 |
0 |
172 |
| CFFEX.IH2407 |
-0.006019 |
- |
- |
- |
- |
- |
- |
- |
2446.4 |
- |
2346.215 |
20240719 |
0 |
172 |
| CFFEX.IH2408 |
-0.006019 |
-0.006266 |
0.000248 |
0.000335 |
0.00003 |
0.007361 |
- |
2347.0 |
2361.8 |
- |
2346.215 |
20240816 |
11 |
172 |
| CFFEX.IH2409 |
-0.006019 |
-0.008134 |
0.002115 |
-0.002137 |
-0.000063 |
-0.015214 |
- |
2341.2 |
2360.4 |
- |
2346.215 |
20240920 |
34 |
172 |
| CFFEX.IH2412 |
-0.006019 |
-0.007275 |
0.001256 |
0.00042 |
0.000012 |
0.002988 |
- |
2347.2 |
2364.4 |
- |
2346.215 |
20241220 |
94 |
172 |