|
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_20240828_151425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2407 |
0.002575 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4471.164 |
20240719 |
0 |
190 |
| CFFEX.IM2408 |
0.002575 |
- |
- |
- |
- |
- |
- |
- |
4668.4 |
6039.525 |
4471.164 |
20240816 |
0 |
190 |
| CFFEX.IM2409 |
0.002575 |
0.011805 |
-0.00923 |
0.004481 |
0.00028 |
0.067778 |
-0.017842 |
4491.2 |
4438.8 |
5992.6 |
4471.164 |
20240920 |
16 |
190 |
| CFFEX.IM2412 |
0.002575 |
0.010381 |
-0.007806 |
-0.020434 |
-0.000269 |
-0.065066 |
- |
4379.8 |
4334.8 |
- |
4471.164 |
20241220 |
76 |
190 |
| CFFEX.IM2503 |
0.002575 |
0.005019 |
-0.002443 |
-0.041502 |
-0.000546 |
-0.132152 |
- |
4285.6 |
4264.2 |
- |
4471.164 |
20250321 |
141 |
190 |
| CFFEX.IC2407 |
0.001376 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4501.473 |
20240719 |
0 |
190 |
| CFFEX.IC2408 |
0.001376 |
- |
- |
- |
- |
- |
- |
- |
4673.0 |
- |
4501.473 |
20240816 |
0 |
190 |
| CFFEX.IC2409 |
0.001376 |
0.005305 |
-0.003929 |
0.001939 |
0.000121 |
0.029323 |
- |
4510.2 |
4486.4 |
- |
4501.473 |
20240920 |
16 |
190 |
| CFFEX.IC2412 |
0.001376 |
0.004702 |
-0.003326 |
-0.012679 |
-0.000167 |
-0.040372 |
- |
4444.4 |
4423.6 |
- |
4501.473 |
20241220 |
76 |
190 |
| CFFEX.IC2503 |
0.001376 |
0.000457 |
0.00092 |
-0.026763 |
-0.000352 |
-0.085219 |
- |
4381.0 |
4379.0 |
- |
4501.473 |
20250321 |
141 |
190 |
| CFFEX.IF2407 |
-0.004865 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3289.255 |
20240719 |
0 |
190 |
| CFFEX.IF2408 |
-0.004865 |
- |
- |
- |
- |
- |
- |
- |
3342.8 |
- |
3289.255 |
20240816 |
0 |
190 |
| CFFEX.IF2409 |
-0.004865 |
-0.003757 |
-0.001107 |
-0.000382 |
-0.000024 |
-0.005771 |
- |
3288.0 |
3300.4 |
- |
3289.255 |
20240920 |
16 |
190 |
| CFFEX.IF2412 |
-0.004865 |
-0.004679 |
-0.000186 |
-0.003969 |
-0.000052 |
-0.012638 |
- |
3276.2 |
3291.6 |
- |
3289.255 |
20241220 |
76 |
190 |
| CFFEX.IF2503 |
-0.004865 |
-0.008083 |
0.003218 |
-0.007556 |
-0.000099 |
-0.024061 |
- |
3264.4 |
3291.0 |
- |
3289.255 |
20250321 |
141 |
190 |
| CFFEX.IH2407 |
-0.005125 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2338.368 |
20240719 |
0 |
190 |
| CFFEX.IH2408 |
-0.005125 |
- |
- |
- |
- |
- |
- |
- |
2341.6 |
- |
2338.368 |
20240816 |
0 |
190 |
| CFFEX.IH2409 |
-0.005125 |
-0.004349 |
-0.000776 |
-0.00144 |
-0.00009 |
-0.021785 |
- |
2335.0 |
2345.2 |
- |
2338.368 |
20240920 |
16 |
190 |
| CFFEX.IH2412 |
-0.005125 |
-0.007597 |
0.002472 |
-0.005631 |
-0.000074 |
-0.017931 |
- |
2325.2 |
2343.0 |
- |
2338.368 |
20241220 |
76 |
190 |
| CFFEX.IH2503 |
-0.005125 |
-0.007843 |
0.002718 |
-0.004605 |
-0.000061 |
-0.014663 |
- |
2327.6 |
2346.0 |
- |
2338.368 |
20250321 |
141 |
190 |