|
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_20240906_151401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
-0.017018 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4508.725 |
20240816 |
0 |
197 |
| CFFEX.IM2409 |
-0.017018 |
-0.00857 |
-0.008447 |
0.005783 |
0.000643 |
0.155505 |
-0.013092 |
4534.8 |
4574.0 |
6039.525 |
4508.725 |
20240920 |
9 |
197 |
| CFFEX.IM2410 |
-0.017018 |
-0.012793 |
-0.004224 |
-0.007347 |
-0.000306 |
-0.074081 |
-0.009093 |
4475.6 |
4533.6 |
5992.6 |
4508.725 |
20241018 |
24 |
197 |
| CFFEX.IM2412 |
-0.017018 |
-0.010108 |
-0.00691 |
-0.018215 |
-0.000264 |
-0.063883 |
- |
4426.6 |
4471.8 |
- |
4508.725 |
20241220 |
69 |
197 |
| CFFEX.IM2503 |
-0.017018 |
-0.012196 |
-0.004821 |
-0.040749 |
-0.000591 |
-0.142916 |
- |
4325.0 |
4378.4 |
- |
4508.725 |
20250321 |
134 |
197 |
| CFFEX.IC2408 |
-0.013863 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4537.305 |
20240816 |
0 |
197 |
| CFFEX.IC2409 |
-0.013863 |
-0.004831 |
-0.009032 |
0.007911 |
0.000879 |
0.21272 |
- |
4573.2 |
4595.4 |
- |
4537.305 |
20240920 |
9 |
197 |
| CFFEX.IC2410 |
-0.013863 |
-0.010211 |
-0.003652 |
-0.004475 |
-0.000186 |
-0.045124 |
- |
4517.0 |
4563.6 |
- |
4537.305 |
20241018 |
24 |
197 |
| CFFEX.IC2412 |
-0.013863 |
-0.007029 |
-0.006834 |
-0.009985 |
-0.000145 |
-0.03502 |
- |
4492.0 |
4523.8 |
- |
4537.305 |
20241220 |
69 |
197 |
| CFFEX.IC2503 |
-0.013863 |
-0.011272 |
-0.002592 |
-0.025633 |
-0.000371 |
-0.089901 |
- |
4421.0 |
4471.4 |
- |
4537.305 |
20250321 |
134 |
197 |
| CFFEX.IF2408 |
-0.008044 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3231.551 |
20240816 |
0 |
197 |
| CFFEX.IF2409 |
-0.008044 |
0.001107 |
-0.009152 |
0.007256 |
0.000806 |
0.195113 |
- |
3255.0 |
3251.4 |
- |
3231.551 |
20240920 |
9 |
197 |
| CFFEX.IF2410 |
-0.008044 |
-0.002281 |
-0.005763 |
0.001562 |
0.000065 |
0.015754 |
- |
3236.6 |
3244.0 |
- |
3231.551 |
20241018 |
24 |
197 |
| CFFEX.IF2412 |
-0.008044 |
-0.003638 |
-0.004406 |
0.000015 |
0.0 |
0.000053 |
- |
3231.6 |
3243.4 |
- |
3231.551 |
20241220 |
69 |
197 |
| CFFEX.IF2503 |
-0.008044 |
-0.004392 |
-0.003652 |
-0.003884 |
-0.000056 |
-0.013622 |
- |
3219.0 |
3233.2 |
- |
3231.551 |
20250321 |
134 |
197 |
| CFFEX.IH2408 |
-0.004811 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2264.173 |
20240816 |
0 |
197 |
| CFFEX.IH2409 |
-0.004811 |
0.002468 |
-0.007279 |
0.004605 |
0.000512 |
0.123829 |
- |
2274.6 |
2269.0 |
- |
2264.173 |
20240920 |
9 |
197 |
| CFFEX.IH2410 |
-0.004811 |
-0.005725 |
0.000914 |
-0.002815 |
-0.000117 |
-0.028382 |
- |
2257.8 |
2270.8 |
- |
2264.173 |
20241018 |
24 |
197 |
| CFFEX.IH2412 |
-0.004811 |
0.000353 |
-0.005164 |
0.001514 |
0.000022 |
0.005308 |
- |
2267.6 |
2266.8 |
- |
2264.173 |
20241220 |
69 |
197 |
| CFFEX.IH2503 |
-0.004811 |
-0.003172 |
-0.001639 |
-0.000518 |
-0.000008 |
-0.001817 |
- |
2263.0 |
2270.2 |
- |
2264.173 |
20250321 |
134 |
197 |