|
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_20240826_151503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2407 |
0.004092 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4513.737 |
20240719 |
0 |
188 |
| CFFEX.IM2408 |
0.004092 |
0.0 |
0.004092 |
0.034265 |
inf |
inf |
-0.034393 |
4668.4 |
4668.4 |
6039.525 |
4513.737 |
20240816 |
0 |
188 |
| CFFEX.IM2409 |
0.004092 |
0.010376 |
-0.006285 |
-0.003354 |
-0.000186 |
-0.045086 |
-0.012111 |
4498.6 |
4452.4 |
5992.6 |
4513.737 |
20240920 |
18 |
188 |
| CFFEX.IM2412 |
0.004092 |
0.00817 |
-0.004079 |
-0.026793 |
-0.000344 |
-0.083127 |
- |
4392.8 |
4357.2 |
- |
4513.737 |
20241220 |
78 |
188 |
| CFFEX.IM2503 |
0.004092 |
0.005181 |
-0.00109 |
-0.045802 |
-0.000587 |
-0.142103 |
- |
4307.0 |
4284.8 |
- |
4513.737 |
20250321 |
143 |
188 |
| CFFEX.IC2407 |
0.001751 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4545.033 |
20240719 |
0 |
188 |
| CFFEX.IC2408 |
0.001751 |
0.0 |
0.001751 |
0.028155 |
inf |
inf |
- |
4673.0 |
4673.0 |
- |
4545.033 |
20240816 |
0 |
188 |
| CFFEX.IC2409 |
0.001751 |
0.002841 |
-0.001089 |
-0.005816 |
-0.000323 |
-0.07819 |
- |
4518.6 |
4505.8 |
- |
4545.033 |
20240920 |
18 |
188 |
| CFFEX.IC2412 |
0.001751 |
0.002647 |
-0.000896 |
-0.016509 |
-0.000212 |
-0.05122 |
- |
4470.0 |
4458.2 |
- |
4545.033 |
20241220 |
78 |
188 |
| CFFEX.IC2503 |
0.001751 |
-0.000498 |
0.00225 |
-0.029182 |
-0.000374 |
-0.090539 |
- |
4412.4 |
4414.6 |
- |
4545.033 |
20250321 |
143 |
188 |
| CFFEX.IF2407 |
-0.000937 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3324.072 |
20240719 |
0 |
188 |
| CFFEX.IF2408 |
-0.000937 |
0.0 |
-0.000937 |
0.005634 |
inf |
inf |
- |
3342.8 |
3342.8 |
- |
3324.072 |
20240816 |
0 |
188 |
| CFFEX.IF2409 |
-0.000937 |
-0.000363 |
-0.000575 |
-0.004895 |
-0.000272 |
-0.065813 |
- |
3307.8 |
3309.0 |
- |
3324.072 |
20240920 |
18 |
188 |
| CFFEX.IF2412 |
-0.000937 |
-0.003737 |
0.002799 |
-0.005437 |
-0.00007 |
-0.016868 |
- |
3306.0 |
3318.4 |
- |
3324.072 |
20241220 |
78 |
188 |
| CFFEX.IF2503 |
-0.000937 |
-0.001455 |
0.000518 |
-0.009107 |
-0.000117 |
-0.028255 |
- |
3293.8 |
3298.6 |
- |
3324.072 |
20250321 |
143 |
188 |
| CFFEX.IH2407 |
-0.001489 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2351.872 |
20240719 |
0 |
188 |
| CFFEX.IH2408 |
-0.001489 |
- |
- |
- |
- |
- |
- |
- |
2341.6 |
- |
2351.872 |
20240816 |
0 |
188 |
| CFFEX.IH2409 |
-0.001489 |
-0.005689 |
0.0042 |
-0.004112 |
-0.000228 |
-0.05529 |
- |
2342.2 |
2355.6 |
- |
2351.872 |
20240920 |
18 |
188 |
| CFFEX.IH2412 |
-0.001489 |
-0.001708 |
0.000219 |
-0.005813 |
-0.000075 |
-0.018036 |
- |
2338.2 |
2342.2 |
- |
2351.872 |
20241220 |
78 |
188 |
| CFFEX.IH2503 |
-0.001489 |
-0.000596 |
-0.000893 |
-0.001391 |
-0.000018 |
-0.004316 |
- |
2348.6 |
2350.0 |
- |
2351.872 |
20250321 |
143 |
188 |