|
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_20240903_151424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
0.008932 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4572.997 |
20240816 |
0 |
194 |
| CFFEX.IM2409 |
0.008932 |
-0.006344 |
0.015275 |
-0.006691 |
-0.000558 |
-0.134931 |
-0.003834 |
4542.4 |
4571.4 |
6039.525 |
4572.997 |
20240920 |
12 |
194 |
| CFFEX.IM2410 |
0.008932 |
-0.004015 |
0.012946 |
-0.012682 |
-0.00047 |
-0.113673 |
-0.005151 |
4515.0 |
4533.2 |
5992.6 |
4572.997 |
20241018 |
27 |
194 |
| CFFEX.IM2412 |
0.008932 |
-0.006306 |
0.015238 |
-0.028296 |
-0.000393 |
-0.095106 |
- |
4443.6 |
4471.8 |
- |
4572.997 |
20241220 |
72 |
194 |
| CFFEX.IM2503 |
0.008932 |
-0.006658 |
0.01559 |
-0.047364 |
-0.000658 |
-0.159197 |
- |
4356.4 |
4385.6 |
- |
4572.997 |
20250321 |
137 |
194 |
| CFFEX.IC2408 |
0.011174 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4597.689 |
20240816 |
0 |
194 |
| CFFEX.IC2409 |
0.011174 |
0.000788 |
0.010386 |
-0.005457 |
-0.000455 |
-0.110047 |
- |
4572.6 |
4569.0 |
- |
4597.689 |
20240920 |
12 |
194 |
| CFFEX.IC2410 |
0.011174 |
0.002905 |
0.008268 |
-0.008937 |
-0.000331 |
-0.080101 |
- |
4556.6 |
4543.4 |
- |
4597.689 |
20241018 |
27 |
194 |
| CFFEX.IC2412 |
0.011174 |
0.000533 |
0.010641 |
-0.019507 |
-0.000271 |
-0.065567 |
- |
4508.0 |
4505.6 |
- |
4597.689 |
20241220 |
72 |
194 |
| CFFEX.IC2503 |
0.011174 |
0.003097 |
0.008077 |
-0.027903 |
-0.000388 |
-0.093785 |
- |
4469.4 |
4455.6 |
- |
4597.689 |
20250321 |
137 |
194 |
| CFFEX.IF2408 |
0.002872 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3274.388 |
20240816 |
0 |
194 |
| CFFEX.IF2409 |
0.002872 |
-0.003297 |
0.006168 |
-0.002745 |
-0.000229 |
-0.055356 |
- |
3265.4 |
3276.2 |
- |
3274.388 |
20240920 |
12 |
194 |
| CFFEX.IF2410 |
0.002872 |
-0.002079 |
0.004951 |
-0.00305 |
-0.000113 |
-0.02734 |
- |
3264.4 |
3271.2 |
- |
3274.388 |
20241018 |
27 |
194 |
| CFFEX.IF2412 |
0.002872 |
-0.001775 |
0.004647 |
-0.004089 |
-0.000057 |
-0.013743 |
- |
3261.0 |
3266.8 |
- |
3274.388 |
20241220 |
72 |
194 |
| CFFEX.IF2503 |
0.002872 |
-0.004042 |
0.006914 |
-0.006593 |
-0.000092 |
-0.02216 |
- |
3252.8 |
3266.0 |
- |
3274.388 |
20250321 |
137 |
194 |
| CFFEX.IH2408 |
-0.003424 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2292.057 |
20240816 |
0 |
194 |
| CFFEX.IH2409 |
-0.003424 |
-0.005647 |
0.002223 |
-0.001246 |
-0.000104 |
-0.025137 |
- |
2289.2 |
2302.2 |
- |
2292.057 |
20240920 |
12 |
194 |
| CFFEX.IH2410 |
-0.003424 |
-0.003574 |
0.00015 |
-0.002555 |
-0.000095 |
-0.022903 |
- |
2286.2 |
2294.4 |
- |
2292.057 |
20241018 |
27 |
194 |
| CFFEX.IH2412 |
-0.003424 |
-0.009018 |
0.005593 |
-0.00273 |
-0.000038 |
-0.009175 |
- |
2285.8 |
2306.6 |
- |
2292.057 |
20241220 |
72 |
194 |
| CFFEX.IH2503 |
-0.003424 |
-0.004694 |
0.001269 |
-0.00081 |
-0.000011 |
-0.002723 |
- |
2290.2 |
2301.0 |
- |
2292.057 |
20250321 |
137 |
194 |