|
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_20240809_151352 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.006954 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4706.535 |
20240621 |
0 |
177 |
| CFFEX.IM2407 |
-0.006954 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4706.535 |
20240719 |
0 |
177 |
| CFFEX.IM2408 |
-0.006954 |
0.009232 |
-0.016186 |
0.008088 |
0.001348 |
0.326204 |
-0.021614 |
4744.6 |
4701.2 |
5992.6 |
4706.535 |
20240816 |
6 |
177 |
| CFFEX.IM2409 |
-0.006954 |
0.006095 |
-0.013049 |
-0.003938 |
-0.000136 |
-0.032863 |
- |
4688.0 |
4659.6 |
- |
4706.535 |
20240920 |
29 |
177 |
| CFFEX.IM2412 |
-0.006954 |
0.005877 |
-0.012831 |
-0.025398 |
-0.000876 |
-0.211939 |
- |
4587.0 |
4560.2 |
- |
4706.535 |
20241220 |
89 |
177 |
| CFFEX.IC2406 |
-0.006871 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4723.138 |
20240621 |
0 |
177 |
| CFFEX.IC2407 |
-0.006871 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4723.138 |
20240719 |
0 |
177 |
| CFFEX.IC2408 |
-0.006871 |
0.001728 |
-0.008599 |
0.00645 |
0.001075 |
0.260131 |
- |
4753.6 |
4745.4 |
- |
4723.138 |
20240816 |
6 |
177 |
| CFFEX.IC2409 |
-0.006871 |
0.0028 |
-0.009671 |
0.001029 |
0.000035 |
0.00859 |
- |
4728.0 |
4714.8 |
- |
4723.138 |
20240920 |
29 |
177 |
| CFFEX.IC2412 |
-0.006871 |
0.000257 |
-0.007128 |
-0.009811 |
-0.000338 |
-0.08187 |
- |
4676.8 |
4675.6 |
- |
4723.138 |
20241220 |
89 |
177 |
| CFFEX.IF2406 |
-0.002774 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3333.663 |
20240621 |
0 |
177 |
| CFFEX.IF2407 |
-0.002774 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3333.663 |
20240719 |
0 |
177 |
| CFFEX.IF2408 |
-0.002774 |
0.002153 |
-0.004928 |
0.005141 |
0.000857 |
0.207337 |
- |
3350.8 |
3343.6 |
- |
3333.663 |
20240816 |
6 |
177 |
| CFFEX.IF2409 |
-0.002774 |
0.002396 |
-0.00517 |
0.003941 |
0.000136 |
0.032885 |
- |
3346.8 |
3338.8 |
- |
3333.663 |
20240920 |
29 |
177 |
| CFFEX.IF2412 |
-0.002774 |
-0.003831 |
0.001057 |
-0.001639 |
-0.000057 |
-0.013675 |
- |
3328.2 |
3341.0 |
- |
3333.663 |
20241220 |
89 |
177 |
| CFFEX.IH2406 |
-0.000615 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2318.997 |
20240621 |
0 |
177 |
| CFFEX.IH2407 |
-0.000615 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2318.997 |
20240719 |
0 |
177 |
| CFFEX.IH2408 |
-0.000615 |
-0.0006 |
-0.000015 |
0.005952 |
0.000992 |
0.24007 |
- |
2332.8 |
2334.2 |
- |
2318.997 |
20240816 |
6 |
177 |
| CFFEX.IH2409 |
-0.000615 |
-0.003867 |
0.003251 |
-0.000171 |
-0.000006 |
-0.001429 |
- |
2318.6 |
2327.6 |
- |
2318.997 |
20240920 |
29 |
177 |
| CFFEX.IH2412 |
-0.000615 |
-0.001721 |
0.001106 |
0.000519 |
0.000018 |
0.004329 |
- |
2320.2 |
2324.2 |
- |
2318.997 |
20241220 |
89 |
177 |