|
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_20240815_151506 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
0.009319 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4692.606 |
20240621 |
0 |
181 |
| CFFEX.IM2407 |
0.009319 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4692.606 |
20240719 |
0 |
181 |
| CFFEX.IM2408 |
0.009319 |
0.009959 |
-0.00064 |
0.007074 |
0.003537 |
0.855915 |
-0.020756 |
4725.8 |
4679.2 |
5992.6 |
4692.606 |
20240816 |
2 |
181 |
| CFFEX.IM2409 |
0.009319 |
0.013827 |
-0.004508 |
-0.000001 |
-0.0 |
-0.000012 |
- |
4692.6 |
4628.6 |
- |
4692.606 |
20240920 |
25 |
181 |
| CFFEX.IM2412 |
0.009319 |
0.01536 |
-0.006041 |
-0.022377 |
-0.000895 |
-0.216608 |
- |
4587.6 |
4518.2 |
- |
4692.606 |
20241220 |
85 |
181 |
| CFFEX.IC2406 |
0.007633 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4702.696 |
20240621 |
0 |
181 |
| CFFEX.IC2407 |
0.007633 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4702.696 |
20240719 |
0 |
181 |
| CFFEX.IC2408 |
0.007633 |
0.007424 |
0.000209 |
0.00419 |
0.002095 |
0.506982 |
- |
4722.4 |
4687.6 |
- |
4702.696 |
20240816 |
2 |
181 |
| CFFEX.IC2409 |
0.007633 |
0.007719 |
-0.000086 |
-0.000616 |
-0.000025 |
-0.005961 |
- |
4699.8 |
4663.8 |
- |
4702.696 |
20240920 |
25 |
181 |
| CFFEX.IC2412 |
0.007633 |
0.012093 |
-0.00446 |
-0.010525 |
-0.000421 |
-0.101882 |
- |
4653.2 |
4597.6 |
- |
4702.696 |
20241220 |
85 |
181 |
| CFFEX.IF2406 |
0.010770 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3344.880 |
20240621 |
0 |
181 |
| CFFEX.IF2407 |
0.010770 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3344.880 |
20240719 |
0 |
181 |
| CFFEX.IF2408 |
0.010770 |
0.008681 |
0.002089 |
0.000454 |
0.000227 |
0.054986 |
- |
3346.4 |
3317.6 |
- |
3344.880 |
20240816 |
2 |
181 |
| CFFEX.IF2409 |
0.010770 |
0.009134 |
0.001636 |
-0.002475 |
-0.000099 |
-0.023962 |
- |
3336.6 |
3306.4 |
- |
3344.880 |
20240920 |
25 |
181 |
| CFFEX.IF2412 |
0.010770 |
0.011887 |
-0.001117 |
-0.002356 |
-0.000094 |
-0.022805 |
- |
3337.0 |
3297.8 |
- |
3344.880 |
20241220 |
85 |
181 |
| CFFEX.IH2406 |
0.013878 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2338.119 |
20240621 |
0 |
181 |
| CFFEX.IH2407 |
0.013878 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2338.119 |
20240719 |
0 |
181 |
| CFFEX.IH2408 |
0.013878 |
0.013094 |
0.000784 |
-0.00065 |
-0.000325 |
-0.07861 |
- |
2336.6 |
2306.4 |
- |
2338.119 |
20240816 |
2 |
181 |
| CFFEX.IH2409 |
0.013878 |
0.014498 |
-0.00062 |
-0.000393 |
-0.000016 |
-0.003805 |
- |
2337.2 |
2303.8 |
- |
2338.119 |
20240920 |
25 |
181 |
| CFFEX.IH2412 |
0.013878 |
0.011809 |
0.002069 |
-0.003216 |
-0.000129 |
-0.031129 |
- |
2330.6 |
2303.4 |
- |
2338.119 |
20241220 |
85 |
181 |