|
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_20240910_151416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
0.002480 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4486.629 |
20240816 |
0 |
199 |
| CFFEX.IM2409 |
0.002480 |
-0.014749 |
0.017228 |
-0.017302 |
-0.002472 |
-0.598165 |
0.004121 |
4409.0 |
4475.0 |
6039.525 |
4486.629 |
20240920 |
7 |
199 |
| CFFEX.IM2410 |
0.002480 |
-0.018866 |
0.021346 |
-0.028669 |
-0.001303 |
-0.315363 |
0.006916 |
4358.0 |
4441.8 |
5992.6 |
4486.629 |
20241018 |
22 |
199 |
| CFFEX.IM2412 |
0.002480 |
-0.017631 |
0.020111 |
-0.041285 |
-0.000616 |
-0.149118 |
- |
4301.4 |
4378.6 |
- |
4486.629 |
20241220 |
67 |
199 |
| CFFEX.IM2503 |
0.002480 |
-0.021748 |
0.024228 |
-0.063618 |
-0.00095 |
-0.229783 |
- |
4201.2 |
4294.6 |
- |
4486.629 |
20250321 |
132 |
199 |
| CFFEX.IC2408 |
0.000212 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4508.140 |
20240816 |
0 |
199 |
| CFFEX.IC2409 |
0.000212 |
-0.017113 |
0.017324 |
-0.016446 |
-0.002349 |
-0.568555 |
- |
4434.0 |
4511.2 |
- |
4508.140 |
20240920 |
7 |
199 |
| CFFEX.IC2410 |
0.000212 |
-0.018498 |
0.018709 |
-0.0231 |
-0.00105 |
-0.254105 |
- |
4404.0 |
4487.0 |
- |
4508.140 |
20241018 |
22 |
199 |
| CFFEX.IC2412 |
0.000212 |
-0.01984 |
0.020051 |
-0.033437 |
-0.000499 |
-0.120774 |
- |
4357.4 |
4445.6 |
- |
4508.140 |
20241220 |
67 |
199 |
| CFFEX.IC2503 |
0.000212 |
-0.017569 |
0.01778 |
-0.042399 |
-0.000633 |
-0.153142 |
- |
4317.0 |
4394.2 |
- |
4508.140 |
20250321 |
132 |
199 |
| CFFEX.IF2408 |
0.000999 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3196.142 |
20240816 |
0 |
199 |
| CFFEX.IF2409 |
0.000999 |
-0.004325 |
0.005324 |
-0.005989 |
-0.000856 |
-0.207052 |
- |
3177.0 |
3190.8 |
- |
3196.142 |
20240920 |
7 |
199 |
| CFFEX.IF2410 |
0.000999 |
-0.003829 |
0.004828 |
-0.00699 |
-0.000318 |
-0.076893 |
- |
3173.8 |
3186.0 |
- |
3196.142 |
20241018 |
22 |
199 |
| CFFEX.IF2412 |
0.000999 |
-0.009675 |
0.010674 |
-0.013623 |
-0.000203 |
-0.049207 |
- |
3152.6 |
3183.4 |
- |
3196.142 |
20241220 |
67 |
199 |
| CFFEX.IF2503 |
0.000999 |
-0.005104 |
0.006103 |
-0.011934 |
-0.000178 |
-0.043104 |
- |
3158.0 |
3174.2 |
- |
3196.142 |
20250321 |
132 |
199 |
| CFFEX.IH2408 |
0.001231 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2235.708 |
20240816 |
0 |
199 |
| CFFEX.IH2409 |
0.001231 |
-0.002688 |
0.003919 |
-0.004342 |
-0.00062 |
-0.150118 |
- |
2226.0 |
2232.0 |
- |
2235.708 |
20240920 |
7 |
199 |
| CFFEX.IH2410 |
0.001231 |
-0.0018 |
0.003031 |
-0.007652 |
-0.000348 |
-0.084174 |
- |
2218.6 |
2222.6 |
- |
2235.708 |
20241018 |
22 |
199 |
| CFFEX.IH2412 |
0.001231 |
-0.003759 |
0.00499 |
-0.004253 |
-0.000063 |
-0.015361 |
- |
2226.2 |
2234.6 |
- |
2235.708 |
20241220 |
67 |
199 |
| CFFEX.IH2503 |
0.001231 |
0.003328 |
-0.002097 |
-0.002195 |
-0.000033 |
-0.007929 |
- |
2230.8 |
2223.4 |
- |
2235.708 |
20250321 |
132 |
199 |