|
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_20240816_151428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2406 |
-0.007264 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4657.768 |
20240621 |
0 |
182 |
| CFFEX.IM2407 |
-0.007264 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4657.768 |
20240719 |
0 |
182 |
| CFFEX.IM2408 |
-0.007264 |
-0.011257 |
0.003993 |
0.003184 |
0.003184 |
0.770615 |
-0.017579 |
4672.6 |
4725.8 |
5992.6 |
4657.768 |
20240816 |
1 |
182 |
| CFFEX.IM2409 |
-0.007264 |
-0.011081 |
0.003817 |
-0.003686 |
-0.000154 |
-0.037166 |
- |
4640.6 |
4692.6 |
- |
4657.768 |
20240920 |
24 |
182 |
| CFFEX.IM2412 |
-0.007264 |
-0.013471 |
0.006207 |
-0.028333 |
-0.001181 |
-0.28569 |
- |
4525.8 |
4587.6 |
- |
4657.768 |
20241220 |
84 |
182 |
| CFFEX.IC2406 |
-0.004505 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4677.211 |
20240621 |
0 |
182 |
| CFFEX.IC2407 |
-0.004505 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4677.211 |
20240719 |
0 |
182 |
| CFFEX.IC2408 |
-0.004505 |
-0.010673 |
0.006168 |
-0.001114 |
-0.001114 |
-0.269618 |
- |
4672.0 |
4722.4 |
- |
4677.211 |
20240816 |
1 |
182 |
| CFFEX.IC2409 |
-0.004505 |
-0.010469 |
0.005964 |
-0.00569 |
-0.000237 |
-0.057369 |
- |
4650.6 |
4699.8 |
- |
4677.211 |
20240920 |
24 |
182 |
| CFFEX.IC2412 |
-0.004505 |
-0.013109 |
0.008605 |
-0.018176 |
-0.000757 |
-0.18327 |
- |
4592.2 |
4653.2 |
- |
4677.211 |
20241220 |
84 |
182 |
| CFFEX.IF2406 |
0.001593 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3347.277 |
20240621 |
0 |
182 |
| CFFEX.IF2407 |
0.001593 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3347.277 |
20240719 |
0 |
182 |
| CFFEX.IF2408 |
0.001593 |
-0.000418 |
0.002011 |
-0.00068 |
-0.00068 |
-0.164622 |
- |
3345.0 |
3346.4 |
- |
3347.277 |
20240816 |
1 |
182 |
| CFFEX.IF2409 |
0.001593 |
-0.000599 |
0.002192 |
-0.003787 |
-0.000158 |
-0.038188 |
- |
3334.6 |
3336.6 |
- |
3347.277 |
20240920 |
24 |
182 |
| CFFEX.IF2412 |
0.001593 |
-0.002517 |
0.00411 |
-0.00558 |
-0.000232 |
-0.056263 |
- |
3328.6 |
3337.0 |
- |
3347.277 |
20241220 |
84 |
182 |
| CFFEX.IH2406 |
0.004340 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2346.075 |
20240621 |
0 |
182 |
| CFFEX.IH2407 |
0.004340 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2346.075 |
20240719 |
0 |
182 |
| CFFEX.IH2408 |
0.004340 |
0.002825 |
0.001515 |
-0.001225 |
-0.001225 |
-0.296559 |
- |
2343.2 |
2336.6 |
- |
2346.075 |
20240816 |
1 |
182 |
| CFFEX.IH2409 |
0.004340 |
0.000171 |
0.004168 |
-0.003612 |
-0.000151 |
-0.036425 |
- |
2337.6 |
2337.2 |
- |
2346.075 |
20240920 |
24 |
182 |
| CFFEX.IH2412 |
0.004340 |
0.002489 |
0.001851 |
-0.004124 |
-0.000172 |
-0.041583 |
- |
2336.4 |
2330.6 |
- |
2346.075 |
20241220 |
84 |
182 |