|
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_20240805_151500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.026803 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4680.968 |
20240621 |
0 |
173 |
| CFFEX.IM2407 |
-0.026803 |
- |
- |
- |
- |
- |
- |
- |
4824.8 |
6039.525 |
4680.968 |
20240719 |
0 |
173 |
| CFFEX.IM2408 |
-0.026803 |
-0.001168 |
-0.025635 |
0.022694 |
0.002269 |
0.549206 |
-0.032907 |
4787.2 |
4792.8 |
5992.6 |
4680.968 |
20240816 |
10 |
173 |
| CFFEX.IM2409 |
-0.026803 |
-0.002527 |
-0.024276 |
0.01197 |
0.000363 |
0.087781 |
- |
4737.0 |
4749.0 |
- |
4680.968 |
20240920 |
33 |
173 |
| CFFEX.IM2412 |
-0.026803 |
-0.003098 |
-0.023705 |
-0.010119 |
-0.000307 |
-0.074208 |
- |
4633.6 |
4648.0 |
- |
4680.968 |
20241220 |
93 |
173 |
| CFFEX.IC2406 |
-0.019588 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4694.816 |
20240621 |
0 |
173 |
| CFFEX.IC2407 |
-0.019588 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4694.816 |
20240719 |
0 |
173 |
| CFFEX.IC2408 |
-0.019588 |
0.000167 |
-0.019756 |
0.017846 |
0.001785 |
0.431875 |
- |
4778.6 |
4777.8 |
- |
4694.816 |
20240816 |
10 |
173 |
| CFFEX.IC2409 |
-0.019588 |
-0.000126 |
-0.019462 |
0.012819 |
0.000388 |
0.094008 |
- |
4755.0 |
4755.6 |
- |
4694.816 |
20240920 |
33 |
173 |
| CFFEX.IC2412 |
-0.019588 |
0.001236 |
-0.020824 |
0.000636 |
0.000019 |
0.004661 |
- |
4697.8 |
4692.0 |
- |
4694.816 |
20241220 |
93 |
173 |
| CFFEX.IF2406 |
-0.011476 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3345.551 |
20240621 |
0 |
173 |
| CFFEX.IF2407 |
-0.011476 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3345.551 |
20240719 |
0 |
173 |
| CFFEX.IF2408 |
-0.011476 |
-0.00142 |
-0.010056 |
0.008743 |
0.000874 |
0.211572 |
- |
3374.8 |
3379.6 |
- |
3345.551 |
20240816 |
10 |
173 |
| CFFEX.IF2409 |
-0.011476 |
-0.000059 |
-0.011417 |
0.008205 |
0.000249 |
0.060167 |
- |
3373.0 |
3373.2 |
- |
3345.551 |
20240920 |
33 |
173 |
| CFFEX.IF2412 |
-0.011476 |
-0.002955 |
-0.008522 |
0.008623 |
0.000261 |
0.063236 |
- |
3374.4 |
3384.4 |
- |
3345.551 |
20241220 |
93 |
173 |
| CFFEX.IH2406 |
-0.005520 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2330.777 |
20240621 |
0 |
173 |
| CFFEX.IH2407 |
-0.005520 |
- |
- |
- |
- |
- |
- |
- |
2446.4 |
- |
2330.777 |
20240719 |
0 |
173 |
| CFFEX.IH2408 |
-0.005520 |
0.001023 |
-0.006543 |
0.00799 |
0.000799 |
0.193359 |
- |
2349.4 |
2347.0 |
- |
2330.777 |
20240816 |
10 |
173 |
| CFFEX.IH2409 |
-0.005520 |
0.003673 |
-0.009194 |
0.008162 |
0.000247 |
0.059852 |
- |
2349.8 |
2341.2 |
- |
2330.777 |
20240920 |
33 |
173 |
| CFFEX.IH2412 |
-0.005520 |
-0.003749 |
-0.001771 |
0.003271 |
0.000099 |
0.023984 |
- |
2338.4 |
2347.2 |
- |
2330.777 |
20241220 |
93 |
173 |