|
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_20240918_151503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
-0.003035 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4399.791 |
20240816 |
0 |
203 |
| CFFEX.IM2409 |
-0.003035 |
-0.015544 |
0.012509 |
-0.006771 |
-0.002257 |
-0.546194 |
-0.00363 |
4370.0 |
4439.0 |
6039.525 |
4399.791 |
20240920 |
3 |
203 |
| CFFEX.IM2410 |
-0.003035 |
-0.017109 |
0.014074 |
-0.015499 |
-0.000861 |
-0.208371 |
-0.002888 |
4331.6 |
4407.0 |
5992.6 |
4399.791 |
20241018 |
18 |
203 |
| CFFEX.IM2412 |
-0.003035 |
-0.016855 |
0.01382 |
-0.032227 |
-0.000512 |
-0.123792 |
- |
4258.0 |
4331.0 |
- |
4399.791 |
20241220 |
63 |
203 |
| CFFEX.IM2503 |
-0.003035 |
-0.020568 |
0.017532 |
-0.054046 |
-0.000858 |
-0.207605 |
- |
4162.0 |
4249.4 |
- |
4399.791 |
20250321 |
128 |
203 |
| CFFEX.IC2408 |
0.002635 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4462.686 |
20240816 |
0 |
203 |
| CFFEX.IC2409 |
0.002635 |
-0.014205 |
0.01684 |
-0.010999 |
-0.003666 |
-0.887269 |
- |
4413.6 |
4477.2 |
- |
4462.686 |
20240920 |
3 |
203 |
| CFFEX.IC2410 |
0.002635 |
-0.017538 |
0.020173 |
-0.018394 |
-0.001022 |
-0.247295 |
- |
4380.6 |
4458.8 |
- |
4462.686 |
20241018 |
18 |
203 |
| CFFEX.IC2412 |
0.002635 |
-0.018302 |
0.020937 |
-0.028836 |
-0.000458 |
-0.110767 |
- |
4334.0 |
4414.8 |
- |
4462.686 |
20241220 |
63 |
203 |
| CFFEX.IC2503 |
0.002635 |
-0.019404 |
0.022038 |
-0.041967 |
-0.000666 |
-0.161207 |
- |
4275.4 |
4360.0 |
- |
4462.686 |
20250321 |
128 |
203 |
| CFFEX.IF2408 |
0.003600 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3170.620 |
20240816 |
0 |
203 |
| CFFEX.IF2409 |
0.003600 |
-0.003529 |
0.007129 |
-0.002656 |
-0.000885 |
-0.214221 |
- |
3162.2 |
3173.4 |
- |
3170.620 |
20240920 |
3 |
203 |
| CFFEX.IF2410 |
0.003600 |
-0.004417 |
0.008017 |
-0.0048 |
-0.000267 |
-0.064538 |
- |
3155.4 |
3169.4 |
- |
3170.620 |
20241018 |
18 |
203 |
| CFFEX.IF2412 |
0.003600 |
-0.005888 |
0.009487 |
-0.009468 |
-0.00015 |
-0.03637 |
- |
3140.6 |
3159.2 |
- |
3170.620 |
20241220 |
63 |
203 |
| CFFEX.IF2503 |
0.003600 |
-0.011615 |
0.015215 |
-0.017732 |
-0.000281 |
-0.068112 |
- |
3114.4 |
3151.0 |
- |
3170.620 |
20250321 |
128 |
203 |
| CFFEX.IH2408 |
0.005828 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2218.666 |
20240816 |
0 |
203 |
| CFFEX.IH2409 |
0.005828 |
0.002079 |
0.003749 |
-0.000661 |
-0.00022 |
-0.053301 |
- |
2217.2 |
2212.6 |
- |
2218.666 |
20240920 |
3 |
203 |
| CFFEX.IH2410 |
0.005828 |
-0.00163 |
0.007458 |
-0.00643 |
-0.000357 |
-0.086448 |
- |
2204.4 |
2208.0 |
- |
2218.666 |
20241018 |
18 |
203 |
| CFFEX.IH2412 |
0.005828 |
-0.003437 |
0.009265 |
-0.006791 |
-0.000108 |
-0.026084 |
- |
2203.6 |
2211.2 |
- |
2218.666 |
20241220 |
63 |
203 |
| CFFEX.IH2503 |
0.005828 |
0.004891 |
0.000937 |
0.000151 |
0.000002 |
0.000578 |
- |
2219.0 |
2208.2 |
- |
2218.666 |
20250321 |
128 |
203 |