|
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_20240807_151426 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.001291 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4743.813 |
20240621 |
0 |
175 |
| CFFEX.IM2407 |
-0.001291 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4743.813 |
20240719 |
0 |
175 |
| CFFEX.IM2408 |
-0.001291 |
0.004575 |
-0.005867 |
-0.000256 |
-0.000032 |
-0.007735 |
-0.015181 |
4742.6 |
4721.0 |
5992.6 |
4743.813 |
20240816 |
8 |
175 |
| CFFEX.IM2409 |
-0.001291 |
0.002262 |
-0.003553 |
-0.009868 |
-0.000318 |
-0.077036 |
- |
4697.0 |
4686.4 |
- |
4743.813 |
20240920 |
31 |
175 |
| CFFEX.IM2412 |
-0.001291 |
0.000348 |
-0.00164 |
-0.031201 |
-0.001006 |
-0.243571 |
- |
4595.8 |
4594.2 |
- |
4743.813 |
20241220 |
91 |
175 |
| CFFEX.IC2406 |
0.000267 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4752.045 |
20240621 |
0 |
175 |
| CFFEX.IC2407 |
0.000267 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4752.045 |
20240719 |
0 |
175 |
| CFFEX.IC2408 |
0.000267 |
0.003041 |
-0.002774 |
-0.000515 |
-0.000064 |
-0.015564 |
- |
4749.6 |
4735.2 |
- |
4752.045 |
20240816 |
8 |
175 |
| CFFEX.IC2409 |
0.000267 |
0.002883 |
-0.002616 |
-0.004555 |
-0.000147 |
-0.035557 |
- |
4730.4 |
4716.8 |
- |
4752.045 |
20240920 |
31 |
175 |
| CFFEX.IC2412 |
0.000267 |
0.000472 |
-0.000205 |
-0.019664 |
-0.000634 |
-0.153507 |
- |
4658.6 |
4656.4 |
- |
4752.045 |
20241220 |
91 |
175 |
| CFFEX.IF2406 |
-0.000372 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3341.736 |
20240621 |
0 |
175 |
| CFFEX.IF2407 |
-0.000372 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3341.736 |
20240719 |
0 |
175 |
| CFFEX.IF2408 |
-0.000372 |
0.001558 |
-0.00193 |
0.000318 |
0.00004 |
0.009632 |
- |
3342.8 |
3337.6 |
- |
3341.736 |
20240816 |
8 |
175 |
| CFFEX.IF2409 |
-0.000372 |
-0.002155 |
0.001783 |
-0.002315 |
-0.000075 |
-0.018072 |
- |
3334.0 |
3341.2 |
- |
3341.736 |
20240920 |
31 |
175 |
| CFFEX.IF2412 |
-0.000372 |
0.001143 |
-0.001515 |
-0.003811 |
-0.000123 |
-0.029752 |
- |
3329.0 |
3325.2 |
- |
3341.736 |
20241220 |
91 |
175 |
| CFFEX.IH2406 |
0.000671 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2314.888 |
20240621 |
0 |
175 |
| CFFEX.IH2407 |
0.000671 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2314.888 |
20240719 |
0 |
175 |
| CFFEX.IH2408 |
0.000671 |
-0.001467 |
0.002138 |
-0.000124 |
-0.000016 |
-0.003763 |
- |
2314.6 |
2318.0 |
- |
2314.888 |
20240816 |
8 |
175 |
| CFFEX.IH2409 |
0.000671 |
0.003205 |
-0.002534 |
0.000567 |
0.000018 |
0.004424 |
- |
2316.2 |
2308.8 |
- |
2314.888 |
20240920 |
31 |
175 |
| CFFEX.IH2412 |
0.000671 |
0.010251 |
-0.00958 |
0.004714 |
0.000152 |
0.036798 |
- |
2325.8 |
2302.2 |
- |
2314.888 |
20241220 |
91 |
175 |