|
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_20240905_151432 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
0.007774 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4586.146 |
20240816 |
0 |
196 |
| CFFEX.IM2409 |
0.007774 |
0.003731 |
0.004043 |
-0.002648 |
-0.000265 |
-0.064092 |
-0.006915 |
4574.0 |
4557.0 |
6039.525 |
4586.146 |
20240920 |
10 |
196 |
| CFFEX.IM2410 |
0.007774 |
-0.003473 |
0.011247 |
-0.011458 |
-0.000458 |
-0.110909 |
-0.006103 |
4533.6 |
4549.4 |
5992.6 |
4586.146 |
20241018 |
25 |
196 |
| CFFEX.IM2412 |
0.007774 |
0.002556 |
0.005218 |
-0.025064 |
-0.000358 |
-0.086649 |
- |
4471.2 |
4459.8 |
- |
4586.146 |
20241220 |
70 |
196 |
| CFFEX.IM2503 |
0.007774 |
-0.002461 |
0.010234 |
-0.045299 |
-0.000647 |
-0.156604 |
- |
4378.4 |
4389.2 |
- |
4586.146 |
20250321 |
135 |
196 |
| CFFEX.IC2408 |
0.004127 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4600.992 |
20240816 |
0 |
196 |
| CFFEX.IC2409 |
0.004127 |
0.000261 |
0.003865 |
-0.001259 |
-0.000126 |
-0.030464 |
- |
4595.2 |
4594.0 |
- |
4600.992 |
20240920 |
10 |
196 |
| CFFEX.IC2410 |
0.004127 |
-0.001182 |
0.005308 |
-0.008127 |
-0.000325 |
-0.078669 |
- |
4563.6 |
4569.0 |
- |
4600.992 |
20241018 |
25 |
196 |
| CFFEX.IC2412 |
0.004127 |
-0.006282 |
0.010409 |
-0.016777 |
-0.00024 |
-0.058001 |
- |
4523.8 |
4552.4 |
- |
4600.992 |
20241220 |
70 |
196 |
| CFFEX.IC2503 |
0.004127 |
-0.001117 |
0.005243 |
-0.028166 |
-0.000402 |
-0.097374 |
- |
4471.4 |
4476.4 |
- |
4600.992 |
20250321 |
135 |
196 |
| CFFEX.IF2408 |
0.001773 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3257.931 |
20240816 |
0 |
196 |
| CFFEX.IF2409 |
0.001773 |
-0.003066 |
0.004839 |
-0.002005 |
-0.0002 |
-0.048512 |
- |
3251.4 |
3261.4 |
- |
3257.931 |
20240920 |
10 |
196 |
| CFFEX.IF2410 |
0.001773 |
-0.000739 |
0.002512 |
-0.004276 |
-0.000171 |
-0.041392 |
- |
3244.0 |
3246.4 |
- |
3257.931 |
20241018 |
25 |
196 |
| CFFEX.IF2412 |
0.001773 |
-0.003441 |
0.005214 |
-0.00446 |
-0.000064 |
-0.01542 |
- |
3243.4 |
3254.6 |
- |
3257.931 |
20241220 |
70 |
196 |
| CFFEX.IF2503 |
0.001773 |
-0.000433 |
0.002206 |
-0.007652 |
-0.000109 |
-0.026455 |
- |
3233.0 |
3234.4 |
- |
3257.931 |
20250321 |
135 |
196 |
| CFFEX.IH2408 |
0.001477 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2275.162 |
20240816 |
0 |
196 |
| CFFEX.IH2409 |
0.001477 |
-0.003688 |
0.005165 |
-0.002708 |
-0.000271 |
-0.065543 |
- |
2269.0 |
2277.4 |
- |
2275.162 |
20240920 |
10 |
196 |
| CFFEX.IH2410 |
0.001477 |
0.001235 |
0.000242 |
-0.001917 |
-0.000077 |
-0.018559 |
- |
2270.8 |
2268.0 |
- |
2275.162 |
20241018 |
25 |
196 |
| CFFEX.IH2412 |
0.001477 |
-0.00097 |
0.002446 |
-0.003675 |
-0.000053 |
-0.012706 |
- |
2266.8 |
2269.0 |
- |
2275.162 |
20241220 |
70 |
196 |
| CFFEX.IH2503 |
0.001477 |
-0.000792 |
0.002269 |
-0.002181 |
-0.000031 |
-0.00754 |
- |
2270.2 |
2272.0 |
- |
2275.162 |
20250321 |
135 |
196 |