|
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_20240912_151458 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
-0.003603 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4469.844 |
20240816 |
0 |
201 |
| CFFEX.IM2409 |
-0.003603 |
0.0044 |
-0.008002 |
0.001064 |
0.000213 |
0.051499 |
-0.009487 |
4474.6 |
4455.0 |
6039.525 |
4469.844 |
20240920 |
5 |
201 |
| CFFEX.IM2410 |
-0.003603 |
0.004477 |
-0.00808 |
-0.006095 |
-0.000305 |
-0.07375 |
-0.009948 |
4442.6 |
4422.8 |
5992.6 |
4469.844 |
20241018 |
20 |
201 |
| CFFEX.IM2412 |
-0.003603 |
0.003496 |
-0.007099 |
-0.023814 |
-0.000366 |
-0.088661 |
- |
4363.4 |
4348.2 |
- |
4469.844 |
20241220 |
65 |
201 |
| CFFEX.IM2503 |
-0.003603 |
0.00375 |
-0.007353 |
-0.04198 |
-0.000646 |
-0.156295 |
- |
4282.2 |
4266.2 |
- |
4469.844 |
20250321 |
130 |
201 |
| CFFEX.IC2408 |
-0.003868 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4497.454 |
20240816 |
0 |
201 |
| CFFEX.IC2409 |
-0.003868 |
-0.001156 |
-0.002711 |
-0.001124 |
-0.000225 |
-0.054389 |
- |
4492.4 |
4497.6 |
- |
4497.454 |
20240920 |
5 |
201 |
| CFFEX.IC2410 |
-0.003868 |
0.001657 |
-0.005525 |
-0.005393 |
-0.00027 |
-0.065253 |
- |
4473.2 |
4465.8 |
- |
4497.454 |
20241018 |
20 |
201 |
| CFFEX.IC2412 |
-0.003868 |
-0.001444 |
-0.002424 |
-0.015843 |
-0.000244 |
-0.058985 |
- |
4426.2 |
4432.6 |
- |
4497.454 |
20241220 |
65 |
201 |
| CFFEX.IC2503 |
-0.003868 |
0.001236 |
-0.005103 |
-0.027227 |
-0.000419 |
-0.10137 |
- |
4375.0 |
4369.6 |
- |
4497.454 |
20250321 |
130 |
201 |
| CFFEX.IF2408 |
-0.004157 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3172.886 |
20240816 |
0 |
201 |
| CFFEX.IF2409 |
-0.004157 |
-0.002764 |
-0.001393 |
0.000729 |
0.000146 |
0.035298 |
- |
3175.2 |
3184.0 |
- |
3172.886 |
20240920 |
5 |
201 |
| CFFEX.IF2410 |
-0.004157 |
0.000126 |
-0.004283 |
0.001612 |
0.000081 |
0.019503 |
- |
3178.0 |
3177.6 |
- |
3172.886 |
20241018 |
20 |
201 |
| CFFEX.IF2412 |
-0.004157 |
-0.000063 |
-0.004094 |
-0.002801 |
-0.000043 |
-0.010427 |
- |
3164.0 |
3164.2 |
- |
3172.886 |
20241220 |
65 |
201 |
| CFFEX.IF2503 |
-0.004157 |
0.000633 |
-0.00479 |
-0.003305 |
-0.000051 |
-0.012304 |
- |
3162.4 |
3160.4 |
- |
3172.886 |
20250321 |
130 |
201 |
| CFFEX.IH2408 |
-0.005259 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2209.118 |
20240816 |
0 |
201 |
| CFFEX.IH2409 |
-0.005259 |
-0.002346 |
-0.002914 |
0.001124 |
0.000225 |
0.054379 |
- |
2211.6 |
2216.8 |
- |
2209.118 |
20240920 |
5 |
201 |
| CFFEX.IH2410 |
-0.005259 |
-0.001266 |
-0.003993 |
-0.000144 |
-0.000007 |
-0.001742 |
- |
2208.8 |
2211.6 |
- |
2209.118 |
20241018 |
20 |
201 |
| CFFEX.IH2412 |
-0.005259 |
-0.001173 |
-0.004086 |
0.002119 |
0.000033 |
0.007891 |
- |
2213.8 |
2216.4 |
- |
2209.118 |
20241220 |
65 |
201 |
| CFFEX.IH2503 |
-0.005259 |
-0.002797 |
-0.002462 |
0.00049 |
0.000008 |
0.001824 |
- |
2210.2 |
2216.4 |
- |
2209.118 |
20250321 |
130 |
201 |