|
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_20240812_151446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.005742 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4675.741 |
20240621 |
0 |
178 |
| CFFEX.IM2407 |
-0.005742 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4675.741 |
20240719 |
0 |
178 |
| CFFEX.IM2408 |
-0.005742 |
-0.017409 |
0.011667 |
-0.002939 |
-0.000588 |
-0.142237 |
-0.012869 |
4662.0 |
4744.6 |
5992.6 |
4675.741 |
20240816 |
5 |
178 |
| CFFEX.IM2409 |
-0.005742 |
-0.017108 |
0.011365 |
-0.014531 |
-0.000519 |
-0.125585 |
- |
4607.8 |
4688.0 |
- |
4675.741 |
20240920 |
28 |
178 |
| CFFEX.IM2412 |
-0.005742 |
-0.017135 |
0.011393 |
-0.035789 |
-0.001278 |
-0.309321 |
- |
4508.4 |
4587.0 |
- |
4675.741 |
20241220 |
88 |
178 |
| CFFEX.IC2406 |
-0.001132 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4714.969 |
20240621 |
0 |
178 |
| CFFEX.IC2407 |
-0.001132 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4714.969 |
20240719 |
0 |
178 |
| CFFEX.IC2408 |
-0.001132 |
-0.008415 |
0.007283 |
-0.00029 |
-0.000058 |
-0.014053 |
- |
4713.6 |
4753.6 |
- |
4714.969 |
20240816 |
5 |
178 |
| CFFEX.IC2409 |
-0.001132 |
-0.007657 |
0.006525 |
-0.004914 |
-0.000175 |
-0.04247 |
- |
4691.8 |
4728.0 |
- |
4714.969 |
20240920 |
28 |
178 |
| CFFEX.IC2412 |
-0.001132 |
-0.011589 |
0.010458 |
-0.019591 |
-0.0007 |
-0.169319 |
- |
4622.6 |
4676.8 |
- |
4714.969 |
20241220 |
88 |
178 |
| CFFEX.IF2406 |
-0.001735 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3325.846 |
20240621 |
0 |
178 |
| CFFEX.IF2407 |
-0.001735 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3325.846 |
20240719 |
0 |
178 |
| CFFEX.IF2408 |
-0.001735 |
-0.007103 |
0.005367 |
0.000347 |
0.000069 |
0.016794 |
- |
3327.0 |
3350.8 |
- |
3325.846 |
20240816 |
5 |
178 |
| CFFEX.IF2409 |
-0.001735 |
-0.009143 |
0.007408 |
-0.0029 |
-0.000104 |
-0.025067 |
- |
3316.2 |
3346.8 |
- |
3325.846 |
20240920 |
28 |
178 |
| CFFEX.IF2412 |
-0.001735 |
-0.004627 |
0.002892 |
-0.003923 |
-0.00014 |
-0.033903 |
- |
3312.8 |
3328.2 |
- |
3325.846 |
20241220 |
88 |
178 |
| CFFEX.IH2406 |
-0.000387 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2317.095 |
20240621 |
0 |
178 |
| CFFEX.IH2407 |
-0.000387 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2317.095 |
20240719 |
0 |
178 |
| CFFEX.IH2408 |
-0.000387 |
-0.006944 |
0.006558 |
-0.000214 |
-0.000043 |
-0.01034 |
- |
2316.6 |
2332.8 |
- |
2317.095 |
20240816 |
5 |
178 |
| CFFEX.IH2409 |
-0.000387 |
-0.001898 |
0.001511 |
-0.001249 |
-0.000045 |
-0.010798 |
- |
2314.2 |
2318.6 |
- |
2317.095 |
20240920 |
28 |
178 |
| CFFEX.IH2412 |
-0.000387 |
-0.002327 |
0.001941 |
-0.00099 |
-0.000035 |
-0.00856 |
- |
2314.8 |
2320.2 |
- |
2317.095 |
20241220 |
88 |
178 |