|
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_20240830_151413 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2407 |
0.019220 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4629.770 |
20240719 |
0 |
192 |
| CFFEX.IM2408 |
0.019220 |
0.0 |
0.01922 |
0.008344 |
inf |
inf |
-0.015407 |
4668.4 |
4668.4 |
6039.525 |
4629.770 |
20240816 |
0 |
192 |
| CFFEX.IM2409 |
0.019220 |
0.026347 |
-0.007127 |
0.002944 |
0.00021 |
0.050889 |
-0.017288 |
4643.4 |
4524.2 |
5992.6 |
4629.770 |
20240920 |
14 |
192 |
| CFFEX.IM2412 |
0.019220 |
0.027203 |
-0.007983 |
-0.016366 |
-0.000221 |
-0.053521 |
- |
4554.0 |
4433.4 |
- |
4629.770 |
20241220 |
74 |
192 |
| CFFEX.IM2503 |
0.019220 |
0.033527 |
-0.014307 |
-0.033213 |
-0.000449 |
-0.108617 |
- |
4476.0 |
4330.8 |
- |
4629.770 |
20250321 |
139 |
192 |
| CFFEX.IC2407 |
0.018218 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4640.936 |
20240719 |
0 |
192 |
| CFFEX.IC2408 |
0.018218 |
0.0 |
0.018218 |
0.006909 |
inf |
inf |
- |
4673.0 |
4673.0 |
- |
4640.936 |
20240816 |
0 |
192 |
| CFFEX.IC2409 |
0.018218 |
0.022513 |
-0.004295 |
0.006047 |
0.000432 |
0.104528 |
- |
4669.0 |
4566.2 |
- |
4640.936 |
20240920 |
14 |
192 |
| CFFEX.IC2412 |
0.018218 |
0.027177 |
-0.008959 |
-0.004813 |
-0.000065 |
-0.015739 |
- |
4618.6 |
4496.4 |
- |
4640.936 |
20241220 |
74 |
192 |
| CFFEX.IC2503 |
0.018218 |
0.029868 |
-0.01165 |
-0.016319 |
-0.000221 |
-0.053368 |
- |
4565.2 |
4432.8 |
- |
4640.936 |
20250321 |
139 |
192 |
| CFFEX.IF2407 |
0.014686 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3325.818 |
20240719 |
0 |
192 |
| CFFEX.IF2408 |
0.014686 |
0.0 |
0.014686 |
0.005106 |
inf |
inf |
- |
3342.8 |
3342.8 |
- |
3325.818 |
20240816 |
0 |
192 |
| CFFEX.IF2409 |
0.014686 |
0.014835 |
-0.000148 |
0.003783 |
0.00027 |
0.065394 |
- |
3338.4 |
3289.6 |
- |
3325.818 |
20240920 |
14 |
192 |
| CFFEX.IF2412 |
0.014686 |
0.019327 |
-0.004641 |
0.00222 |
0.00003 |
0.007259 |
- |
3333.2 |
3270.0 |
- |
3325.818 |
20241220 |
74 |
192 |
| CFFEX.IF2503 |
0.014686 |
0.017115 |
-0.002429 |
0.000656 |
0.000009 |
0.002146 |
- |
3328.0 |
3272.0 |
- |
3325.818 |
20250321 |
139 |
192 |
| CFFEX.IH2407 |
0.009320 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2339.265 |
20240719 |
0 |
192 |
| CFFEX.IH2408 |
0.009320 |
0.0 |
0.00932 |
0.000998 |
inf |
inf |
- |
2341.6 |
2341.6 |
- |
2339.265 |
20240816 |
0 |
192 |
| CFFEX.IH2409 |
0.009320 |
0.014509 |
-0.005189 |
0.004333 |
0.000309 |
0.074891 |
- |
2349.4 |
2315.8 |
- |
2339.265 |
20240920 |
14 |
192 |
| CFFEX.IH2412 |
0.009320 |
0.014106 |
-0.004786 |
0.001853 |
0.000025 |
0.00606 |
- |
2343.6 |
2311.0 |
- |
2339.265 |
20241220 |
74 |
192 |
| CFFEX.IH2503 |
0.009320 |
0.014754 |
-0.005434 |
0.00553 |
0.000075 |
0.018083 |
- |
2352.2 |
2318.0 |
- |
2339.265 |
20250321 |
139 |
192 |