|
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_20240806_151426 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.015171 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4749.756 |
20240621 |
0 |
174 |
| CFFEX.IM2407 |
0.015171 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4749.756 |
20240719 |
0 |
174 |
| CFFEX.IM2408 |
0.015171 |
-0.013829 |
0.028999 |
-0.006054 |
-0.000673 |
-0.162791 |
-0.010604 |
4721.0 |
4787.2 |
5992.6 |
4749.756 |
20240816 |
9 |
174 |
| CFFEX.IM2409 |
0.015171 |
-0.010682 |
0.025853 |
-0.013339 |
-0.000417 |
-0.100875 |
- |
4686.4 |
4737.0 |
- |
4749.756 |
20240920 |
32 |
174 |
| CFFEX.IM2412 |
0.015171 |
-0.008503 |
0.023674 |
-0.03275 |
-0.001023 |
-0.247674 |
- |
4594.2 |
4633.6 |
- |
4749.756 |
20241220 |
92 |
174 |
| CFFEX.IC2406 |
0.012302 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4751.591 |
20240621 |
0 |
174 |
| CFFEX.IC2407 |
0.012302 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4751.591 |
20240719 |
0 |
174 |
| CFFEX.IC2408 |
0.012302 |
-0.009082 |
0.021384 |
-0.00345 |
-0.000383 |
-0.092755 |
- |
4735.2 |
4778.6 |
- |
4751.591 |
20240816 |
9 |
174 |
| CFFEX.IC2409 |
0.012302 |
-0.008034 |
0.020336 |
-0.007322 |
-0.000229 |
-0.055372 |
- |
4716.8 |
4755.0 |
- |
4751.591 |
20240920 |
32 |
174 |
| CFFEX.IC2412 |
0.012302 |
-0.008813 |
0.021115 |
-0.020034 |
-0.000626 |
-0.151503 |
- |
4656.4 |
4697.8 |
- |
4751.591 |
20241220 |
92 |
174 |
| CFFEX.IF2406 |
0.000725 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3345.745 |
20240621 |
0 |
174 |
| CFFEX.IF2407 |
0.000725 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3345.745 |
20240719 |
0 |
174 |
| CFFEX.IF2408 |
0.000725 |
-0.011023 |
0.011748 |
-0.002434 |
-0.00027 |
-0.065459 |
- |
3337.6 |
3374.8 |
- |
3345.745 |
20240816 |
9 |
174 |
| CFFEX.IF2409 |
0.000725 |
-0.009428 |
0.010153 |
-0.001358 |
-0.000042 |
-0.010273 |
- |
3341.2 |
3373.0 |
- |
3345.745 |
20240920 |
32 |
174 |
| CFFEX.IF2412 |
0.000725 |
-0.01458 |
0.015306 |
-0.006141 |
-0.000192 |
-0.046439 |
- |
3325.2 |
3374.4 |
- |
3345.745 |
20241220 |
92 |
174 |
| CFFEX.IH2406 |
-0.005674 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2315.708 |
20240621 |
0 |
174 |
| CFFEX.IH2407 |
-0.005674 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2315.708 |
20240719 |
0 |
174 |
| CFFEX.IH2408 |
-0.005674 |
-0.013365 |
0.007691 |
0.00099 |
0.00011 |
0.026614 |
- |
2318.0 |
2349.4 |
- |
2315.708 |
20240816 |
9 |
174 |
| CFFEX.IH2409 |
-0.005674 |
-0.017448 |
0.011774 |
-0.002983 |
-0.000093 |
-0.02256 |
- |
2308.8 |
2349.8 |
- |
2315.708 |
20240920 |
32 |
174 |
| CFFEX.IH2412 |
-0.005674 |
-0.015481 |
0.009807 |
-0.005833 |
-0.000182 |
-0.044114 |
- |
2302.2 |
2338.4 |
- |
2315.708 |
20241220 |
92 |
174 |