|
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_20240911_151405 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
0.000230 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4488.606 |
20240816 |
0 |
200 |
| CFFEX.IM2409 |
0.000230 |
0.01016 |
-0.00993 |
-0.007665 |
-0.001278 |
-0.309163 |
-0.003039 |
4454.2 |
4409.4 |
6039.525 |
4488.606 |
20240920 |
6 |
200 |
| CFFEX.IM2410 |
0.000230 |
0.014683 |
-0.014453 |
-0.014661 |
-0.000698 |
-0.168947 |
-0.003574 |
4422.8 |
4358.8 |
5992.6 |
4488.606 |
20241018 |
21 |
200 |
| CFFEX.IM2412 |
0.000230 |
0.011066 |
-0.010837 |
-0.031102 |
-0.000471 |
-0.114042 |
- |
4349.0 |
4301.4 |
- |
4488.606 |
20241220 |
66 |
200 |
| CFFEX.IM2503 |
0.000230 |
0.015281 |
-0.015052 |
-0.049727 |
-0.000753 |
-0.182333 |
- |
4265.4 |
4201.2 |
- |
4488.606 |
20250321 |
131 |
200 |
| CFFEX.IC2408 |
0.001706 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4515.399 |
20240816 |
0 |
200 |
| CFFEX.IC2409 |
0.001706 |
0.014435 |
-0.012729 |
-0.003942 |
-0.000657 |
-0.158988 |
- |
4497.6 |
4433.6 |
- |
4515.399 |
20240920 |
6 |
200 |
| CFFEX.IC2410 |
0.001706 |
0.014124 |
-0.012417 |
-0.010896 |
-0.000519 |
-0.125561 |
- |
4466.2 |
4404.0 |
- |
4515.399 |
20241018 |
21 |
200 |
| CFFEX.IC2412 |
0.001706 |
0.017583 |
-0.015877 |
-0.018248 |
-0.000276 |
-0.066911 |
- |
4433.0 |
4356.4 |
- |
4515.399 |
20241220 |
66 |
200 |
| CFFEX.IC2503 |
0.001706 |
0.012419 |
-0.010713 |
-0.032289 |
-0.000489 |
-0.118394 |
- |
4369.6 |
4316.0 |
- |
4515.399 |
20250321 |
131 |
200 |
| CFFEX.IF2408 |
-0.002677 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3187.201 |
20240816 |
0 |
200 |
| CFFEX.IF2409 |
-0.002677 |
0.002077 |
-0.004754 |
-0.00113 |
-0.000188 |
-0.04557 |
- |
3183.6 |
3177.0 |
- |
3187.201 |
20240920 |
6 |
200 |
| CFFEX.IF2410 |
-0.002677 |
0.00126 |
-0.003937 |
-0.003012 |
-0.000143 |
-0.034714 |
- |
3177.6 |
3173.6 |
- |
3187.201 |
20241018 |
21 |
200 |
| CFFEX.IF2412 |
-0.002677 |
0.003806 |
-0.006483 |
-0.007091 |
-0.000107 |
-0.026001 |
- |
3164.6 |
3152.6 |
- |
3187.201 |
20241220 |
66 |
200 |
| CFFEX.IF2503 |
-0.002677 |
0.001267 |
-0.003944 |
-0.008095 |
-0.000123 |
-0.029682 |
- |
3161.4 |
3157.4 |
- |
3187.201 |
20250321 |
131 |
200 |
| CFFEX.IH2408 |
-0.006320 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2221.556 |
20240816 |
0 |
200 |
| CFFEX.IH2409 |
-0.006320 |
-0.004222 |
-0.002098 |
-0.002141 |
-0.000357 |
-0.086347 |
- |
2216.8 |
2226.2 |
- |
2221.556 |
20240920 |
6 |
200 |
| CFFEX.IH2410 |
-0.006320 |
-0.003155 |
-0.003165 |
-0.004482 |
-0.000213 |
-0.051644 |
- |
2211.6 |
2218.6 |
- |
2221.556 |
20241018 |
21 |
200 |
| CFFEX.IH2412 |
-0.006320 |
-0.004402 |
-0.001918 |
-0.002321 |
-0.000035 |
-0.00851 |
- |
2216.4 |
2226.2 |
- |
2221.556 |
20241220 |
66 |
200 |
| CFFEX.IH2503 |
-0.006320 |
-0.006455 |
0.000135 |
-0.002321 |
-0.000035 |
-0.00851 |
- |
2216.4 |
2230.8 |
- |
2221.556 |
20250321 |
131 |
200 |