|
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_20240827_151406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2407 |
-0.011966 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4458.893 |
20240719 |
0 |
189 |
| CFFEX.IM2408 |
-0.011966 |
- |
- |
- |
- |
- |
- |
- |
4668.4 |
6039.525 |
4458.893 |
20240816 |
0 |
189 |
| CFFEX.IM2409 |
-0.011966 |
-0.013293 |
0.001327 |
-0.004506 |
-0.000265 |
-0.064148 |
-0.011106 |
4438.8 |
4498.6 |
5992.6 |
4458.893 |
20240920 |
17 |
189 |
| CFFEX.IM2412 |
-0.011966 |
-0.013203 |
0.001238 |
-0.02783 |
-0.000361 |
-0.087467 |
- |
4334.8 |
4392.8 |
- |
4458.893 |
20241220 |
77 |
189 |
| CFFEX.IM2503 |
-0.011966 |
-0.009937 |
-0.002028 |
-0.043664 |
-0.000567 |
-0.13723 |
- |
4264.2 |
4307.0 |
- |
4458.893 |
20250321 |
142 |
189 |
| CFFEX.IC2407 |
-0.009733 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4500.129 |
20240719 |
0 |
189 |
| CFFEX.IC2408 |
-0.009733 |
- |
- |
- |
- |
- |
- |
- |
4673.0 |
- |
4500.129 |
20240816 |
0 |
189 |
| CFFEX.IC2409 |
-0.009733 |
-0.007126 |
-0.002607 |
-0.003051 |
-0.000179 |
-0.043429 |
- |
4486.4 |
4518.6 |
- |
4500.129 |
20240920 |
17 |
189 |
| CFFEX.IC2412 |
-0.009733 |
-0.01038 |
0.000647 |
-0.017006 |
-0.000221 |
-0.053447 |
- |
4423.6 |
4470.0 |
- |
4500.129 |
20241220 |
77 |
189 |
| CFFEX.IC2503 |
-0.009733 |
-0.00757 |
-0.002163 |
-0.026917 |
-0.00035 |
-0.084596 |
- |
4379.0 |
4412.4 |
- |
4500.129 |
20250321 |
142 |
189 |
| CFFEX.IF2407 |
-0.006216 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3303.560 |
20240719 |
0 |
189 |
| CFFEX.IF2408 |
-0.006216 |
0.0 |
-0.006216 |
0.011878 |
inf |
inf |
- |
3342.8 |
3342.8 |
- |
3303.560 |
20240816 |
0 |
189 |
| CFFEX.IF2409 |
-0.006216 |
-0.002237 |
-0.003979 |
-0.000957 |
-0.000056 |
-0.013617 |
- |
3300.4 |
3307.8 |
- |
3303.560 |
20240920 |
17 |
189 |
| CFFEX.IF2412 |
-0.006216 |
-0.004356 |
-0.00186 |
-0.00362 |
-0.000047 |
-0.011378 |
- |
3291.6 |
3306.0 |
- |
3303.560 |
20241220 |
77 |
189 |
| CFFEX.IF2503 |
-0.006216 |
-0.00085 |
-0.005366 |
-0.003802 |
-0.000049 |
-0.011949 |
- |
3291.0 |
3293.8 |
- |
3303.560 |
20250321 |
142 |
189 |
| CFFEX.IH2407 |
-0.000955 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2350.027 |
20240719 |
0 |
189 |
| CFFEX.IH2408 |
-0.000955 |
- |
- |
- |
- |
- |
- |
- |
2341.6 |
- |
2350.027 |
20240816 |
0 |
189 |
| CFFEX.IH2409 |
-0.000955 |
0.001281 |
-0.002236 |
-0.002054 |
-0.000121 |
-0.02924 |
- |
2345.2 |
2342.2 |
- |
2350.027 |
20240920 |
17 |
189 |
| CFFEX.IH2412 |
-0.000955 |
0.002053 |
-0.003008 |
-0.00299 |
-0.000039 |
-0.009398 |
- |
2343.0 |
2338.2 |
- |
2350.027 |
20241220 |
77 |
189 |
| CFFEX.IH2503 |
-0.000955 |
-0.001107 |
0.000152 |
-0.001714 |
-0.000022 |
-0.005386 |
- |
2346.0 |
2348.6 |
- |
2350.027 |
20250321 |
142 |
189 |