|
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_20240808_151417 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.000694 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4740.120 |
20240621 |
0 |
176 |
| CFFEX.IM2407 |
-0.000694 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4740.120 |
20240719 |
0 |
176 |
| CFFEX.IM2408 |
-0.000694 |
-0.008729 |
0.008036 |
-0.008211 |
-0.001173 |
-0.283858 |
-0.008876 |
4701.2 |
4742.6 |
5992.6 |
4740.120 |
20240816 |
7 |
176 |
| CFFEX.IM2409 |
-0.000694 |
-0.007963 |
0.007269 |
-0.016987 |
-0.000566 |
-0.137028 |
- |
4659.6 |
4697.0 |
- |
4740.120 |
20240920 |
30 |
176 |
| CFFEX.IM2412 |
-0.000694 |
-0.007746 |
0.007053 |
-0.037957 |
-0.001265 |
-0.306185 |
- |
4560.2 |
4595.8 |
- |
4740.120 |
20241220 |
90 |
176 |
| CFFEX.IC2406 |
0.000973 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4756.564 |
20240621 |
0 |
176 |
| CFFEX.IC2407 |
0.000973 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4756.564 |
20240719 |
0 |
176 |
| CFFEX.IC2408 |
0.000973 |
-0.000884 |
0.001857 |
-0.002347 |
-0.000335 |
-0.081142 |
- |
4745.4 |
4749.6 |
- |
4756.564 |
20240816 |
7 |
176 |
| CFFEX.IC2409 |
0.000973 |
-0.003298 |
0.004271 |
-0.00878 |
-0.000293 |
-0.070828 |
- |
4714.8 |
4730.4 |
- |
4756.564 |
20240920 |
30 |
176 |
| CFFEX.IC2412 |
0.000973 |
0.003649 |
-0.002676 |
-0.017022 |
-0.000567 |
-0.137307 |
- |
4675.6 |
4658.6 |
- |
4756.564 |
20241220 |
90 |
176 |
| CFFEX.IF2406 |
0.000679 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3343.757 |
20240621 |
0 |
176 |
| CFFEX.IF2407 |
0.000679 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3343.757 |
20240719 |
0 |
176 |
| CFFEX.IF2408 |
0.000679 |
0.000239 |
0.000439 |
-0.000047 |
-0.000007 |
-0.001623 |
- |
3343.6 |
3342.8 |
- |
3343.757 |
20240816 |
7 |
176 |
| CFFEX.IF2409 |
0.000679 |
0.00144 |
-0.000761 |
-0.001482 |
-0.000049 |
-0.011959 |
- |
3338.8 |
3334.0 |
- |
3343.757 |
20240920 |
30 |
176 |
| CFFEX.IF2412 |
0.000679 |
0.003605 |
-0.002926 |
-0.000825 |
-0.000027 |
-0.006651 |
- |
3341.0 |
3329.0 |
- |
3343.757 |
20241220 |
90 |
176 |
| CFFEX.IH2406 |
0.002886 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2321.106 |
20240621 |
0 |
176 |
| CFFEX.IH2407 |
0.002886 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2321.106 |
20240719 |
0 |
176 |
| CFFEX.IH2408 |
0.002886 |
0.008468 |
-0.005582 |
0.005641 |
0.000806 |
0.195027 |
- |
2334.2 |
2314.6 |
- |
2321.106 |
20240816 |
7 |
176 |
| CFFEX.IH2409 |
0.002886 |
0.004922 |
-0.002036 |
0.002798 |
0.000093 |
0.022569 |
- |
2327.6 |
2316.2 |
- |
2321.106 |
20240920 |
30 |
176 |
| CFFEX.IH2412 |
0.002886 |
-0.000688 |
0.003574 |
0.001333 |
0.000044 |
0.010753 |
- |
2324.2 |
2325.8 |
- |
2321.106 |
20241220 |
90 |
176 |