|
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_20240909_151428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
-0.007232 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4475.624 |
20240816 |
0 |
198 |
| CFFEX.IM2409 |
-0.007232 |
-0.0131 |
0.005868 |
-0.000139 |
-0.000017 |
-0.004218 |
-0.008607 |
4475.0 |
4534.4 |
6039.525 |
4475.624 |
20240920 |
8 |
198 |
| CFFEX.IM2410 |
-0.007232 |
-0.007418 |
0.000186 |
-0.007423 |
-0.000323 |
-0.078106 |
-0.008969 |
4442.4 |
4475.6 |
5992.6 |
4475.624 |
20241018 |
23 |
198 |
| CFFEX.IM2412 |
-0.007232 |
-0.010844 |
0.003611 |
-0.021678 |
-0.000319 |
-0.077149 |
- |
4378.6 |
4426.6 |
- |
4475.624 |
20241220 |
68 |
198 |
| CFFEX.IM2503 |
-0.007232 |
-0.006937 |
-0.000295 |
-0.040447 |
-0.000595 |
-0.143942 |
- |
4294.6 |
4324.6 |
- |
4475.624 |
20250321 |
133 |
198 |
| CFFEX.IC2408 |
-0.006707 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4507.023 |
20240816 |
0 |
198 |
| CFFEX.IC2409 |
-0.006707 |
-0.013515 |
0.006808 |
0.000882 |
0.00011 |
0.026693 |
- |
4511.0 |
4572.8 |
- |
4507.023 |
20240920 |
8 |
198 |
| CFFEX.IC2410 |
-0.006707 |
-0.006774 |
0.000067 |
-0.004443 |
-0.000193 |
-0.046744 |
- |
4487.0 |
4517.6 |
- |
4507.023 |
20241018 |
23 |
198 |
| CFFEX.IC2412 |
-0.006707 |
-0.010285 |
0.003579 |
-0.013628 |
-0.0002 |
-0.048501 |
- |
4445.6 |
4491.8 |
- |
4507.023 |
20241220 |
68 |
198 |
| CFFEX.IC2503 |
-0.006707 |
-0.005837 |
-0.00087 |
-0.025033 |
-0.000368 |
-0.089087 |
- |
4394.2 |
4420.0 |
- |
4507.023 |
20250321 |
133 |
198 |
| CFFEX.IF2408 |
-0.011740 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3193.410 |
20240816 |
0 |
198 |
| CFFEX.IF2409 |
-0.011740 |
-0.019724 |
0.007984 |
-0.000817 |
-0.000102 |
-0.024724 |
- |
3190.8 |
3255.0 |
- |
3193.410 |
20240920 |
8 |
198 |
| CFFEX.IF2410 |
-0.011740 |
-0.015755 |
0.004015 |
-0.00232 |
-0.000101 |
-0.024415 |
- |
3186.0 |
3237.0 |
- |
3193.410 |
20241018 |
23 |
198 |
| CFFEX.IF2412 |
-0.011740 |
-0.014915 |
0.003175 |
-0.003135 |
-0.000046 |
-0.011155 |
- |
3183.4 |
3231.6 |
- |
3193.410 |
20241220 |
68 |
198 |
| CFFEX.IF2503 |
-0.011740 |
-0.013917 |
0.002177 |
-0.006016 |
-0.000088 |
-0.021408 |
- |
3174.2 |
3219.0 |
- |
3193.410 |
20250321 |
133 |
198 |
| CFFEX.IH2408 |
-0.013284 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2233.494 |
20240816 |
0 |
198 |
| CFFEX.IH2409 |
-0.013284 |
-0.018987 |
0.005703 |
-0.000669 |
-0.000084 |
-0.020234 |
- |
2232.0 |
2275.2 |
- |
2233.494 |
20240920 |
8 |
198 |
| CFFEX.IH2410 |
-0.013284 |
-0.01559 |
0.002307 |
-0.004878 |
-0.000212 |
-0.05132 |
- |
2222.6 |
2257.8 |
- |
2233.494 |
20241018 |
23 |
198 |
| CFFEX.IH2412 |
-0.013284 |
-0.014553 |
0.001269 |
0.000495 |
0.000007 |
0.001762 |
- |
2234.6 |
2267.6 |
- |
2233.494 |
20241220 |
68 |
198 |
| CFFEX.IH2503 |
-0.013284 |
-0.017322 |
0.004038 |
-0.00434 |
-0.000064 |
-0.015446 |
- |
2223.8 |
2263.0 |
- |
2233.494 |
20250321 |
133 |
198 |