|
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_20240902_151451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
-0.020615 |
- |
- |
- |
- |
- |
- |
- |
4668.4 |
- |
4533.888 |
20240816 |
0 |
193 |
| CFFEX.IM2409 |
-0.020615 |
-0.015463 |
-0.005152 |
0.008318 |
0.00064 |
0.154839 |
-0.015068 |
4571.6 |
4643.4 |
6039.525 |
4533.888 |
20240920 |
13 |
193 |
| CFFEX.IM2410 |
-0.020615 |
-0.019128 |
-0.001487 |
-0.000152 |
-0.000005 |
-0.001312 |
-0.014588 |
4533.2 |
4621.6 |
5992.6 |
4533.888 |
20241018 |
28 |
193 |
| CFFEX.IM2412 |
-0.020615 |
-0.01818 |
-0.002434 |
-0.013738 |
-0.000188 |
-0.045543 |
- |
4471.6 |
4554.4 |
- |
4533.888 |
20241220 |
73 |
193 |
| CFFEX.IM2503 |
-0.020615 |
-0.020153 |
-0.000462 |
-0.032707 |
-0.000448 |
-0.108425 |
- |
4385.6 |
4475.8 |
- |
4533.888 |
20250321 |
138 |
193 |
| CFFEX.IC2408 |
-0.019628 |
- |
- |
- |
- |
- |
- |
- |
4673.0 |
- |
4548.060 |
20240816 |
0 |
193 |
| CFFEX.IC2409 |
-0.019628 |
-0.021418 |
0.00179 |
0.004604 |
0.000354 |
0.085708 |
- |
4569.0 |
4669.0 |
- |
4548.060 |
20240920 |
13 |
193 |
| CFFEX.IC2410 |
-0.019628 |
-0.024393 |
0.004766 |
-0.001025 |
-0.000037 |
-0.008856 |
- |
4543.4 |
4657.0 |
- |
4548.060 |
20241018 |
28 |
193 |
| CFFEX.IC2412 |
-0.019628 |
-0.024466 |
0.004839 |
-0.009336 |
-0.000128 |
-0.030949 |
- |
4505.6 |
4618.6 |
- |
4548.060 |
20241220 |
73 |
193 |
| CFFEX.IC2503 |
-0.019628 |
-0.024008 |
0.00438 |
-0.02033 |
-0.000278 |
-0.067394 |
- |
4455.6 |
4565.2 |
- |
4548.060 |
20250321 |
138 |
193 |
| CFFEX.IF2408 |
-0.016910 |
- |
- |
- |
- |
- |
- |
- |
3342.8 |
- |
3265.267 |
20240816 |
0 |
193 |
| CFFEX.IF2409 |
-0.016910 |
-0.018632 |
0.001722 |
0.003348 |
0.000258 |
0.062329 |
- |
3276.2 |
3338.4 |
- |
3265.267 |
20240920 |
13 |
193 |
| CFFEX.IF2410 |
-0.016910 |
-0.020656 |
0.003746 |
0.001878 |
0.000067 |
0.016233 |
- |
3271.4 |
3340.4 |
- |
3265.267 |
20241018 |
28 |
193 |
| CFFEX.IF2412 |
-0.016910 |
-0.020038 |
0.003128 |
0.000469 |
0.000006 |
0.001556 |
- |
3266.8 |
3333.6 |
- |
3265.267 |
20241220 |
73 |
193 |
| CFFEX.IF2503 |
-0.016910 |
-0.01863 |
0.00172 |
0.000224 |
0.000003 |
0.000744 |
- |
3266.0 |
3328.0 |
- |
3265.267 |
20250321 |
138 |
193 |
| CFFEX.IH2408 |
-0.015128 |
- |
- |
- |
- |
- |
- |
- |
2341.6 |
- |
2299.888 |
20240816 |
0 |
193 |
| CFFEX.IH2409 |
-0.015128 |
-0.019837 |
0.004709 |
0.001179 |
0.000091 |
0.021951 |
- |
2302.6 |
2349.2 |
- |
2299.888 |
20240920 |
13 |
193 |
| CFFEX.IH2410 |
-0.015128 |
-0.021659 |
0.006532 |
-0.002299 |
-0.000082 |
-0.019872 |
- |
2294.6 |
2345.4 |
- |
2299.888 |
20241018 |
28 |
193 |
| CFFEX.IH2412 |
-0.015128 |
-0.015873 |
0.000745 |
0.002831 |
0.000039 |
0.009386 |
- |
2306.4 |
2343.6 |
- |
2299.888 |
20241220 |
73 |
193 |
| CFFEX.IH2503 |
-0.015128 |
-0.021767 |
0.006639 |
0.000484 |
0.000007 |
0.001603 |
- |
2301.0 |
2352.2 |
- |
2299.888 |
20250321 |
138 |
193 |