|
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_20240823_151406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2407 |
0.001310 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4497.723 |
20240719 |
0 |
187 |
| CFFEX.IM2408 |
0.001310 |
0.0 |
0.00131 |
0.037947 |
inf |
inf |
-0.037014 |
4668.4 |
4668.4 |
6039.525 |
4497.723 |
20240816 |
0 |
187 |
| CFFEX.IM2409 |
0.001310 |
-0.007711 |
0.009021 |
-0.010077 |
-0.00053 |
-0.128348 |
-0.007022 |
4452.4 |
4487.0 |
5992.6 |
4497.723 |
20240920 |
19 |
187 |
| CFFEX.IM2412 |
0.001310 |
-0.00566 |
0.006969 |
-0.031243 |
-0.000395 |
-0.095707 |
- |
4357.2 |
4382.0 |
- |
4497.723 |
20241220 |
79 |
187 |
| CFFEX.IM2503 |
0.001310 |
-0.003813 |
0.005123 |
-0.04734 |
-0.000599 |
-0.145017 |
- |
4284.8 |
4301.2 |
- |
4497.723 |
20250321 |
144 |
187 |
| CFFEX.IC2407 |
0.001212 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4538.864 |
20240719 |
0 |
187 |
| CFFEX.IC2408 |
0.001212 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4538.864 |
20240816 |
0 |
187 |
| CFFEX.IC2409 |
0.001212 |
-0.006176 |
0.007388 |
-0.007285 |
-0.000383 |
-0.092783 |
- |
4505.8 |
4533.8 |
- |
4538.864 |
20240920 |
19 |
187 |
| CFFEX.IC2412 |
0.001212 |
-0.00411 |
0.005322 |
-0.017772 |
-0.000225 |
-0.05444 |
- |
4458.2 |
4476.6 |
- |
4538.864 |
20241220 |
79 |
187 |
| CFFEX.IC2503 |
0.001212 |
0.000045 |
0.001167 |
-0.027378 |
-0.000347 |
-0.083866 |
- |
4414.6 |
4414.4 |
- |
4538.864 |
20250321 |
144 |
187 |
| CFFEX.IF2407 |
0.004511 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3328.081 |
20240719 |
0 |
187 |
| CFFEX.IF2408 |
0.004511 |
- |
- |
- |
- |
- |
- |
- |
3342.8 |
- |
3328.081 |
20240816 |
0 |
187 |
| CFFEX.IF2409 |
0.004511 |
0.002363 |
0.002148 |
-0.005733 |
-0.000302 |
-0.073025 |
- |
3309.0 |
3301.2 |
- |
3328.081 |
20240920 |
19 |
187 |
| CFFEX.IF2412 |
0.004511 |
0.006064 |
-0.001553 |
-0.002909 |
-0.000037 |
-0.008911 |
- |
3318.4 |
3298.4 |
- |
3328.081 |
20241220 |
79 |
187 |
| CFFEX.IF2503 |
0.004511 |
0.004874 |
-0.000363 |
-0.008858 |
-0.000112 |
-0.027135 |
- |
3298.6 |
3282.6 |
- |
3328.081 |
20250321 |
144 |
187 |
| CFFEX.IH2407 |
0.006511 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2356.395 |
20240719 |
0 |
187 |
| CFFEX.IH2408 |
0.006511 |
- |
- |
-0.006279 |
-inf |
-inf |
- |
2341.6 |
- |
- |
2356.395 |
20240816 |
0 |
187 |
| CFFEX.IH2409 |
0.006511 |
0.008045 |
-0.001534 |
-0.000337 |
-0.000018 |
-0.004297 |
- |
2355.6 |
2336.8 |
- |
2356.395 |
20240920 |
19 |
187 |
| CFFEX.IH2412 |
0.006511 |
0.005236 |
0.001275 |
-0.006024 |
-0.000076 |
-0.018453 |
- |
2342.2 |
2330.0 |
- |
2356.395 |
20241220 |
79 |
187 |
| CFFEX.IH2503 |
0.006511 |
0.006855 |
-0.000344 |
-0.002714 |
-0.000034 |
-0.008313 |
- |
2350.0 |
2334.0 |
- |
2356.395 |
20250321 |
144 |
187 |