|
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_20240913_151434 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
-0.012063 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4414.836 |
20240816 |
0 |
202 |
| CFFEX.IM2409 |
-0.012063 |
-0.007867 |
-0.004196 |
0.005473 |
0.001368 |
0.331138 |
-0.012593 |
4439.0 |
4474.2 |
6039.525 |
4414.836 |
20240920 |
4 |
202 |
| CFFEX.IM2410 |
-0.012063 |
-0.007879 |
-0.004184 |
-0.001775 |
-0.000093 |
-0.022607 |
-0.013009 |
4407.0 |
4442.0 |
5992.6 |
4414.836 |
20241018 |
19 |
202 |
| CFFEX.IM2412 |
-0.012063 |
-0.007243 |
-0.00482 |
-0.01899 |
-0.000297 |
-0.071804 |
- |
4331.0 |
4362.6 |
- |
4414.836 |
20241220 |
64 |
202 |
| CFFEX.IM2503 |
-0.012063 |
-0.00766 |
-0.004404 |
-0.037473 |
-0.000586 |
-0.141694 |
- |
4249.4 |
4282.2 |
- |
4414.836 |
20250321 |
129 |
202 |
| CFFEX.IC2408 |
-0.009615 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4453.355 |
20240816 |
0 |
202 |
| CFFEX.IC2409 |
-0.009615 |
-0.003383 |
-0.006232 |
0.005354 |
0.001339 |
0.323941 |
- |
4477.2 |
4492.4 |
- |
4453.355 |
20240920 |
4 |
202 |
| CFFEX.IC2410 |
-0.009615 |
-0.003219 |
-0.006396 |
0.001223 |
0.000064 |
0.015573 |
- |
4458.8 |
4473.2 |
- |
4453.355 |
20241018 |
19 |
202 |
| CFFEX.IC2412 |
-0.009615 |
-0.002711 |
-0.006904 |
-0.008792 |
-0.000137 |
-0.033246 |
- |
4414.2 |
4426.2 |
- |
4453.355 |
20241220 |
64 |
202 |
| CFFEX.IC2503 |
-0.009615 |
-0.003429 |
-0.006187 |
-0.020963 |
-0.000328 |
-0.079266 |
- |
4360.0 |
4375.0 |
- |
4453.355 |
20250321 |
129 |
202 |
| CFFEX.IF2408 |
-0.003958 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3159.917 |
20240816 |
0 |
202 |
| CFFEX.IF2409 |
-0.003958 |
-0.00063 |
-0.003328 |
0.004204 |
0.001051 |
0.254317 |
- |
3173.2 |
3175.2 |
- |
3159.917 |
20240920 |
4 |
202 |
| CFFEX.IF2410 |
-0.003958 |
-0.002706 |
-0.001252 |
0.003001 |
0.000158 |
0.038224 |
- |
3169.4 |
3178.0 |
- |
3159.917 |
20241018 |
19 |
202 |
| CFFEX.IF2412 |
-0.003958 |
-0.001517 |
-0.002441 |
-0.000227 |
-0.000004 |
-0.000858 |
- |
3159.2 |
3164.0 |
- |
3159.917 |
20241220 |
64 |
202 |
| CFFEX.IF2503 |
-0.003958 |
-0.003226 |
-0.000733 |
-0.002505 |
-0.000039 |
-0.009474 |
- |
3152.0 |
3162.2 |
- |
3159.917 |
20250321 |
129 |
202 |
| CFFEX.IH2408 |
-0.001256 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2206.784 |
20240816 |
0 |
202 |
| CFFEX.IH2409 |
-0.001256 |
0.000362 |
-0.001618 |
0.002545 |
0.000636 |
0.153965 |
- |
2212.4 |
2211.6 |
- |
2206.784 |
20240920 |
4 |
202 |
| CFFEX.IH2410 |
-0.001256 |
-0.000362 |
-0.000894 |
0.000551 |
0.000029 |
0.007018 |
- |
2208.0 |
2208.8 |
- |
2206.784 |
20241018 |
19 |
202 |
| CFFEX.IH2412 |
-0.001256 |
-0.000994 |
-0.000263 |
0.002182 |
0.000034 |
0.008252 |
- |
2211.6 |
2213.8 |
- |
2206.784 |
20241220 |
64 |
202 |
| CFFEX.IH2503 |
-0.001256 |
-0.000905 |
-0.000352 |
0.000642 |
0.00001 |
0.002426 |
- |
2208.2 |
2210.2 |
- |
2206.784 |
20250321 |
129 |
202 |