|
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_20240829_151504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2407 |
0.016077 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4542.421 |
20240719 |
0 |
191 |
| CFFEX.IM2408 |
0.016077 |
- |
- |
- |
- |
- |
- |
- |
4668.4 |
6039.525 |
4542.421 |
20240816 |
0 |
191 |
| CFFEX.IM2409 |
0.016077 |
0.007078 |
0.008998 |
-0.003967 |
-0.000264 |
-0.064005 |
-0.011723 |
4524.4 |
4492.6 |
5992.6 |
4542.421 |
20240920 |
15 |
191 |
| CFFEX.IM2412 |
0.016077 |
0.012146 |
0.003931 |
-0.024001 |
-0.00032 |
-0.077442 |
- |
4433.4 |
4380.2 |
- |
4542.421 |
20241220 |
75 |
191 |
| CFFEX.IM2503 |
0.016077 |
0.010547 |
0.00553 |
-0.046588 |
-0.000621 |
-0.150323 |
- |
4330.8 |
4285.6 |
- |
4542.421 |
20250321 |
140 |
191 |
| CFFEX.IC2407 |
0.013036 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4558.672 |
20240719 |
0 |
191 |
| CFFEX.IC2408 |
0.013036 |
- |
- |
- |
- |
- |
- |
- |
4673.0 |
- |
4558.672 |
20240816 |
0 |
191 |
| CFFEX.IC2409 |
0.013036 |
0.012237 |
0.000799 |
0.001607 |
0.000107 |
0.025934 |
- |
4566.0 |
4510.8 |
- |
4558.672 |
20240920 |
15 |
191 |
| CFFEX.IC2412 |
0.013036 |
0.0117 |
0.001336 |
-0.01366 |
-0.000182 |
-0.044077 |
- |
4496.4 |
4444.4 |
- |
4558.672 |
20241220 |
75 |
191 |
| CFFEX.IC2503 |
0.013036 |
0.012052 |
0.000984 |
-0.027392 |
-0.000365 |
-0.088385 |
- |
4433.8 |
4381.0 |
- |
4558.672 |
20250321 |
140 |
191 |
| CFFEX.IF2407 |
-0.002398 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3278.614 |
20240719 |
0 |
191 |
| CFFEX.IF2408 |
-0.002398 |
- |
- |
- |
- |
- |
- |
- |
3342.8 |
- |
3278.614 |
20240816 |
0 |
191 |
| CFFEX.IF2409 |
-0.002398 |
0.000426 |
-0.002824 |
0.00329 |
0.000219 |
0.053076 |
- |
3289.4 |
3288.0 |
- |
3278.614 |
20240920 |
15 |
191 |
| CFFEX.IF2412 |
-0.002398 |
-0.001892 |
-0.000506 |
-0.002627 |
-0.000035 |
-0.008478 |
- |
3270.0 |
3276.2 |
- |
3278.614 |
20241220 |
75 |
191 |
| CFFEX.IF2503 |
-0.002398 |
0.002328 |
-0.004726 |
-0.002017 |
-0.000027 |
-0.006509 |
- |
3272.0 |
3264.4 |
- |
3278.614 |
20250321 |
140 |
191 |
| CFFEX.IH2407 |
-0.007610 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2318.370 |
20240719 |
0 |
191 |
| CFFEX.IH2408 |
-0.007610 |
- |
- |
- |
- |
- |
- |
- |
2341.6 |
- |
2318.370 |
20240816 |
0 |
191 |
| CFFEX.IH2409 |
-0.007610 |
-0.008223 |
0.000613 |
-0.001109 |
-0.000074 |
-0.017884 |
- |
2315.8 |
2335.0 |
- |
2318.370 |
20240920 |
15 |
191 |
| CFFEX.IH2412 |
-0.007610 |
-0.006107 |
-0.001503 |
-0.003179 |
-0.000042 |
-0.010257 |
- |
2311.0 |
2325.2 |
- |
2318.370 |
20241220 |
75 |
191 |
| CFFEX.IH2503 |
-0.007610 |
-0.004124 |
-0.003485 |
-0.00016 |
-0.000002 |
-0.000515 |
- |
2318.0 |
2327.6 |
- |
2318.370 |
20250321 |
140 |
191 |