|
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_20240904_151416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
-0.004718 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4550.823 |
20240816 |
0 |
195 |
| CFFEX.IM2409 |
-0.004718 |
0.003347 |
-0.008065 |
0.001357 |
0.000123 |
0.029861 |
-0.00988 |
4557.0 |
4541.8 |
6039.525 |
4550.823 |
20240920 |
11 |
195 |
| CFFEX.IM2410 |
-0.004718 |
0.007619 |
-0.012337 |
-0.000313 |
-0.000012 |
-0.00291 |
-0.01452 |
4549.4 |
4515.0 |
5992.6 |
4550.823 |
20241018 |
26 |
195 |
| CFFEX.IM2412 |
-0.004718 |
0.003646 |
-0.008364 |
-0.020001 |
-0.000282 |
-0.068174 |
- |
4459.8 |
4443.6 |
- |
4550.823 |
20241220 |
71 |
195 |
| CFFEX.IM2503 |
-0.004718 |
0.007344 |
-0.012062 |
-0.035515 |
-0.0005 |
-0.121052 |
- |
4389.2 |
4357.2 |
- |
4550.823 |
20250321 |
136 |
195 |
| CFFEX.IC2408 |
-0.002904 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4583.132 |
20240816 |
0 |
195 |
| CFFEX.IC2409 |
-0.002904 |
0.004592 |
-0.007497 |
0.002371 |
0.000216 |
0.052169 |
- |
4594.0 |
4573.0 |
- |
4583.132 |
20240920 |
11 |
195 |
| CFFEX.IC2410 |
-0.002904 |
0.002721 |
-0.005626 |
-0.003083 |
-0.000119 |
-0.0287 |
- |
4569.0 |
4556.6 |
- |
4583.132 |
20241018 |
26 |
195 |
| CFFEX.IC2412 |
-0.002904 |
0.00945 |
-0.012354 |
-0.007098 |
-0.0001 |
-0.024194 |
- |
4550.6 |
4508.0 |
- |
4583.132 |
20241220 |
71 |
195 |
| CFFEX.IC2503 |
-0.002904 |
0.001432 |
-0.004336 |
-0.023419 |
-0.00033 |
-0.079822 |
- |
4475.8 |
4469.4 |
- |
4583.132 |
20250321 |
136 |
195 |
| CFFEX.IF2408 |
-0.006299 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3252.809 |
20240816 |
0 |
195 |
| CFFEX.IF2409 |
-0.006299 |
-0.001225 |
-0.005074 |
0.002703 |
0.000246 |
0.059457 |
- |
3261.6 |
3265.6 |
- |
3252.809 |
20240920 |
11 |
195 |
| CFFEX.IF2410 |
-0.006299 |
-0.005514 |
-0.000785 |
-0.00197 |
-0.000076 |
-0.018339 |
- |
3246.4 |
3264.4 |
- |
3252.809 |
20241018 |
26 |
195 |
| CFFEX.IF2412 |
-0.006299 |
-0.002024 |
-0.004275 |
0.000366 |
0.000005 |
0.001248 |
- |
3254.0 |
3260.6 |
- |
3252.809 |
20241220 |
71 |
195 |
| CFFEX.IF2503 |
-0.006299 |
-0.005657 |
-0.000642 |
-0.005659 |
-0.00008 |
-0.01929 |
- |
3234.4 |
3252.8 |
- |
3252.809 |
20250321 |
136 |
195 |
| CFFEX.IH2408 |
-0.008099 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2272.622 |
20240816 |
0 |
195 |
| CFFEX.IH2409 |
-0.008099 |
-0.005068 |
-0.003031 |
0.002102 |
0.000191 |
0.046253 |
- |
2277.4 |
2289.0 |
- |
2272.622 |
20240920 |
11 |
195 |
| CFFEX.IH2410 |
-0.008099 |
-0.007873 |
-0.000225 |
-0.001946 |
-0.000075 |
-0.018111 |
- |
2268.2 |
2286.2 |
- |
2272.622 |
20241018 |
26 |
195 |
| CFFEX.IH2412 |
-0.008099 |
-0.00735 |
-0.000749 |
-0.001594 |
-0.000022 |
-0.005432 |
- |
2269.0 |
2285.8 |
- |
2272.622 |
20241220 |
71 |
195 |
| CFFEX.IH2503 |
-0.008099 |
-0.007947 |
-0.000152 |
-0.000274 |
-0.000004 |
-0.000933 |
- |
2272.0 |
2290.2 |
- |
2272.622 |
20250321 |
136 |
195 |