|
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_20240814_151127 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.009616 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4652.416 |
20240621 |
0 |
180 |
| CFFEX.IM2407 |
-0.009616 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4652.416 |
20240719 |
0 |
180 |
| CFFEX.IM2408 |
-0.009616 |
-0.000342 |
-0.009274 |
0.005757 |
0.001919 |
0.464399 |
-0.019556 |
4679.2 |
4680.8 |
5992.6 |
4652.416 |
20240816 |
3 |
180 |
| CFFEX.IM2409 |
-0.009616 |
-0.000475 |
-0.00914 |
-0.005119 |
-0.000197 |
-0.047647 |
- |
4628.6 |
4630.8 |
- |
4652.416 |
20240920 |
26 |
180 |
| CFFEX.IM2412 |
-0.009616 |
-0.00115 |
-0.008466 |
-0.028849 |
-0.00111 |
-0.268515 |
- |
4518.2 |
4523.4 |
- |
4652.416 |
20241220 |
86 |
180 |
| CFFEX.IC2406 |
-0.013463 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4668.129 |
20240621 |
0 |
180 |
| CFFEX.IC2407 |
-0.013463 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4668.129 |
20240719 |
0 |
180 |
| CFFEX.IC2408 |
-0.013463 |
-0.005263 |
-0.008201 |
0.004171 |
0.00139 |
0.336465 |
- |
4687.6 |
4712.4 |
- |
4668.129 |
20240816 |
3 |
180 |
| CFFEX.IC2409 |
-0.013463 |
-0.004015 |
-0.009448 |
-0.000927 |
-0.000036 |
-0.008632 |
- |
4663.8 |
4682.6 |
- |
4668.129 |
20240920 |
26 |
180 |
| CFFEX.IC2412 |
-0.013463 |
-0.004762 |
-0.008701 |
-0.015109 |
-0.000581 |
-0.140626 |
- |
4597.6 |
4619.6 |
- |
4668.129 |
20241220 |
86 |
180 |
| CFFEX.IF2406 |
-0.007431 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3309.613 |
20240621 |
0 |
180 |
| CFFEX.IF2407 |
-0.007431 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3309.613 |
20240719 |
0 |
180 |
| CFFEX.IF2408 |
-0.007431 |
-0.000783 |
-0.006648 |
0.002413 |
0.000804 |
0.194671 |
- |
3317.6 |
3320.2 |
- |
3309.613 |
20240816 |
3 |
180 |
| CFFEX.IF2409 |
-0.007431 |
-0.002233 |
-0.005198 |
-0.000971 |
-0.000037 |
-0.009036 |
- |
3306.4 |
3313.8 |
- |
3309.613 |
20240920 |
26 |
180 |
| CFFEX.IF2412 |
-0.007431 |
-0.002903 |
-0.004528 |
-0.003569 |
-0.000137 |
-0.033222 |
- |
3297.8 |
3307.4 |
- |
3309.613 |
20241220 |
86 |
180 |
| CFFEX.IH2406 |
-0.005184 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2305.639 |
20240621 |
0 |
180 |
| CFFEX.IH2407 |
-0.005184 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2305.639 |
20240719 |
0 |
180 |
| CFFEX.IH2408 |
-0.005184 |
-0.001645 |
-0.003539 |
0.00033 |
0.00011 |
0.026625 |
- |
2306.4 |
2310.2 |
- |
2305.639 |
20240816 |
3 |
180 |
| CFFEX.IH2409 |
-0.005184 |
-0.001041 |
-0.004143 |
-0.000798 |
-0.000031 |
-0.007424 |
- |
2303.8 |
2306.2 |
- |
2305.639 |
20240920 |
26 |
180 |
| CFFEX.IH2412 |
-0.005184 |
0.000608 |
-0.005792 |
-0.000971 |
-0.000037 |
-0.009039 |
- |
2303.4 |
2302.0 |
- |
2305.639 |
20241220 |
86 |
180 |