|
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_20240819_151501 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2407 |
0.001759 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4663.840 |
20240719 |
0 |
183 |
| CFFEX.IM2408 |
0.001759 |
-0.000899 |
0.002658 |
0.000978 |
inf |
inf |
-0.009832 |
4668.4 |
4672.6 |
6039.525 |
4663.840 |
20240816 |
0 |
183 |
| CFFEX.IM2409 |
0.001759 |
0.000991 |
0.000768 |
-0.003997 |
-0.000174 |
-0.042052 |
-0.012013 |
4645.2 |
4640.6 |
5992.6 |
4663.840 |
20240920 |
23 |
183 |
| CFFEX.IM2412 |
0.001759 |
0.001458 |
0.000301 |
-0.028183 |
-0.00034 |
-0.082171 |
- |
4532.4 |
4525.8 |
- |
4663.840 |
20241220 |
83 |
183 |
| CFFEX.IM2503 |
0.001759 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4663.840 |
20250321 |
148 |
183 |
| CFFEX.IC2407 |
0.002687 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4682.928 |
20240719 |
0 |
183 |
| CFFEX.IC2408 |
0.002687 |
0.000214 |
0.002473 |
-0.00212 |
-inf |
-inf |
- |
4673.0 |
4672.0 |
- |
4682.928 |
20240816 |
0 |
183 |
| CFFEX.IC2409 |
0.002687 |
0.006408 |
-0.003721 |
-0.00054 |
-0.000023 |
-0.00568 |
- |
4680.4 |
4650.6 |
- |
4682.928 |
20240920 |
23 |
183 |
| CFFEX.IC2412 |
0.002687 |
0.005792 |
-0.003105 |
-0.013694 |
-0.000165 |
-0.039927 |
- |
4618.8 |
4592.2 |
- |
4682.928 |
20241220 |
83 |
183 |
| CFFEX.IC2503 |
0.002687 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4682.928 |
20250321 |
148 |
183 |
| CFFEX.IF2407 |
0.003167 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3356.229 |
20240719 |
0 |
183 |
| CFFEX.IF2408 |
0.003167 |
-0.000658 |
0.003825 |
-0.004001 |
-inf |
-inf |
- |
3342.8 |
3345.0 |
- |
3356.229 |
20240816 |
0 |
183 |
| CFFEX.IF2409 |
0.003167 |
0.005998 |
-0.002831 |
-0.000485 |
-0.000021 |
-0.005107 |
- |
3354.6 |
3334.6 |
- |
3356.229 |
20240920 |
23 |
183 |
| CFFEX.IF2412 |
0.003167 |
0.005828 |
-0.002661 |
-0.002452 |
-0.00003 |
-0.007149 |
- |
3348.0 |
3328.6 |
- |
3356.229 |
20241220 |
83 |
183 |
| CFFEX.IF2503 |
0.003167 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3356.229 |
20250321 |
148 |
183 |
| CFFEX.IH2407 |
0.004659 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2355.973 |
20240719 |
0 |
183 |
| CFFEX.IH2408 |
0.004659 |
- |
- |
- |
- |
- |
- |
- |
2343.2 |
- |
2355.973 |
20240816 |
0 |
183 |
| CFFEX.IH2409 |
0.004659 |
0.007101 |
-0.002443 |
-0.000753 |
-0.000033 |
-0.007918 |
- |
2354.2 |
2337.6 |
- |
2355.973 |
20240920 |
23 |
183 |
| CFFEX.IH2412 |
0.004659 |
0.006591 |
-0.001933 |
-0.001771 |
-0.000021 |
-0.005164 |
- |
2351.8 |
2336.4 |
- |
2355.973 |
20241220 |
83 |
183 |
| CFFEX.IH2503 |
0.004659 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2355.973 |
20250321 |
148 |
183 |