|
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_20240813_151406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.004661 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4695.888 |
20240621 |
0 |
179 |
| CFFEX.IM2407 |
0.004661 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4695.888 |
20240719 |
0 |
179 |
| CFFEX.IM2408 |
0.004661 |
0.004033 |
0.000628 |
-0.003213 |
-0.000803 |
-0.194388 |
-0.01271 |
4680.8 |
4662.0 |
5992.6 |
4695.888 |
20240816 |
4 |
179 |
| CFFEX.IM2409 |
0.004661 |
0.004992 |
-0.00033 |
-0.013861 |
-0.000513 |
-0.124232 |
- |
4630.8 |
4607.8 |
- |
4695.888 |
20240920 |
27 |
179 |
| CFFEX.IM2412 |
0.004661 |
0.003327 |
0.001334 |
-0.036732 |
-0.00136 |
-0.329225 |
- |
4523.4 |
4508.4 |
- |
4695.888 |
20241220 |
87 |
179 |
| CFFEX.IC2406 |
0.003618 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4731.216 |
20240621 |
0 |
179 |
| CFFEX.IC2407 |
0.003618 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4731.216 |
20240719 |
0 |
179 |
| CFFEX.IC2408 |
0.003618 |
-0.000255 |
0.003873 |
-0.003977 |
-0.000994 |
-0.240608 |
- |
4712.4 |
4713.6 |
- |
4731.216 |
20240816 |
4 |
179 |
| CFFEX.IC2409 |
0.003618 |
-0.001961 |
0.005579 |
-0.010276 |
-0.000381 |
-0.0921 |
- |
4682.6 |
4691.8 |
- |
4731.216 |
20240920 |
27 |
179 |
| CFFEX.IC2412 |
0.003618 |
-0.000649 |
0.004267 |
-0.023591 |
-0.000874 |
-0.211449 |
- |
4619.6 |
4622.6 |
- |
4731.216 |
20241220 |
87 |
179 |
| CFFEX.IF2406 |
0.002571 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3334.415 |
20240621 |
0 |
179 |
| CFFEX.IF2407 |
0.002571 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3334.415 |
20240719 |
0 |
179 |
| CFFEX.IF2408 |
0.002571 |
-0.002044 |
0.004615 |
-0.004263 |
-0.001066 |
-0.257919 |
- |
3320.2 |
3327.0 |
- |
3334.415 |
20240816 |
4 |
179 |
| CFFEX.IF2409 |
0.002571 |
-0.000724 |
0.003295 |
-0.006182 |
-0.000229 |
-0.055413 |
- |
3313.8 |
3316.2 |
- |
3334.415 |
20240920 |
27 |
179 |
| CFFEX.IF2412 |
0.002571 |
-0.00163 |
0.004201 |
-0.008102 |
-0.0003 |
-0.072617 |
- |
3307.4 |
3312.8 |
- |
3334.415 |
20241220 |
87 |
179 |
| CFFEX.IH2406 |
0.000557 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2318.200 |
20240621 |
0 |
179 |
| CFFEX.IH2407 |
0.000557 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2318.200 |
20240719 |
0 |
179 |
| CFFEX.IH2408 |
0.000557 |
-0.002763 |
0.003319 |
-0.003451 |
-0.000863 |
-0.208783 |
- |
2310.2 |
2316.6 |
- |
2318.200 |
20240816 |
4 |
179 |
| CFFEX.IH2409 |
0.000557 |
-0.003457 |
0.004013 |
-0.005176 |
-0.000192 |
-0.046396 |
- |
2306.2 |
2314.2 |
- |
2318.200 |
20240920 |
27 |
179 |
| CFFEX.IH2412 |
0.000557 |
-0.00553 |
0.006086 |
-0.006988 |
-0.000259 |
-0.062635 |
- |
2302.0 |
2314.8 |
- |
2318.200 |
20241220 |
87 |
179 |