|
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_20240821_151506 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2407 |
-0.006625 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4548.964 |
20240719 |
0 |
185 |
| CFFEX.IM2408 |
-0.006625 |
0.0 |
-0.006625 |
0.026256 |
inf |
inf |
-0.028629 |
4668.4 |
4668.4 |
6039.525 |
4548.964 |
20240816 |
0 |
185 |
| CFFEX.IM2409 |
-0.006625 |
-0.002427 |
-0.004199 |
-0.005928 |
-0.000282 |
-0.068307 |
-0.010252 |
4522.0 |
4533.0 |
5992.6 |
4548.964 |
20240920 |
21 |
185 |
| CFFEX.IM2412 |
-0.006625 |
-0.001762 |
-0.004863 |
-0.02857 |
-0.000353 |
-0.085357 |
- |
4419.0 |
4426.8 |
- |
4548.964 |
20241220 |
81 |
185 |
| CFFEX.IM2503 |
-0.006625 |
- |
- |
-0.047519 |
-0.000587 |
-0.141972 |
- |
4332.8 |
- |
- |
4548.964 |
20250321 |
146 |
185 |
| CFFEX.IC2407 |
-0.003088 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4587.798 |
20240719 |
0 |
185 |
| CFFEX.IC2408 |
-0.003088 |
0.0 |
-0.003088 |
0.018571 |
inf |
inf |
- |
4673.0 |
4673.0 |
- |
4587.798 |
20240816 |
0 |
185 |
| CFFEX.IC2409 |
-0.003088 |
-0.000787 |
-0.002301 |
-0.003749 |
-0.000179 |
-0.043199 |
- |
4570.6 |
4574.2 |
- |
4587.798 |
20240920 |
21 |
185 |
| CFFEX.IC2412 |
-0.003088 |
0.001997 |
-0.005085 |
-0.015868 |
-0.000196 |
-0.047407 |
- |
4515.0 |
4506.0 |
- |
4587.798 |
20241220 |
81 |
185 |
| CFFEX.IC2503 |
-0.003088 |
- |
- |
-0.02742 |
-0.000339 |
-0.081922 |
- |
4462.0 |
- |
- |
4587.798 |
20250321 |
146 |
185 |
| CFFEX.IF2407 |
-0.002809 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3323.342 |
20240719 |
0 |
185 |
| CFFEX.IF2408 |
-0.002809 |
0.0 |
-0.002809 |
0.005855 |
inf |
inf |
- |
3342.8 |
3342.8 |
- |
3323.342 |
20240816 |
0 |
185 |
| CFFEX.IF2409 |
-0.002809 |
-0.001567 |
-0.001242 |
-0.003292 |
-0.000157 |
-0.037942 |
- |
3312.4 |
3317.6 |
- |
3323.342 |
20240920 |
21 |
185 |
| CFFEX.IF2412 |
-0.002809 |
-0.002657 |
-0.000152 |
-0.006061 |
-0.000075 |
-0.018107 |
- |
3303.2 |
3312.0 |
- |
3323.342 |
20241220 |
81 |
185 |
| CFFEX.IF2503 |
-0.002809 |
- |
- |
-0.007445 |
-0.000092 |
-0.022243 |
- |
3298.6 |
- |
- |
3323.342 |
20250321 |
146 |
185 |
| CFFEX.IH2407 |
-0.002709 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2340.281 |
20240719 |
0 |
185 |
| CFFEX.IH2408 |
-0.002709 |
0.0 |
-0.002709 |
0.000564 |
inf |
inf |
- |
2341.6 |
2341.6 |
- |
2340.281 |
20240816 |
0 |
185 |
| CFFEX.IH2409 |
-0.002709 |
-0.003245 |
0.000536 |
-0.002427 |
-0.000116 |
-0.027974 |
- |
2334.6 |
2342.2 |
- |
2340.281 |
20240920 |
21 |
185 |
| CFFEX.IH2412 |
-0.002709 |
-0.003761 |
0.001052 |
-0.00388 |
-0.000048 |
-0.011593 |
- |
2331.2 |
2340.0 |
- |
2340.281 |
20241220 |
81 |
185 |
| CFFEX.IH2503 |
-0.002709 |
- |
- |
-0.002427 |
-0.00003 |
-0.007252 |
- |
2334.6 |
- |
- |
2340.281 |
20250321 |
146 |
185 |