|
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_20240919_151434 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
0.018616 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4481.026 |
20240816 |
0 |
204 |
| CFFEX.IM2409 |
0.018616 |
0.03016 |
-0.011545 |
0.004636 |
0.002318 |
0.560955 |
-0.012161 |
4501.8 |
4370.0 |
6039.525 |
4481.026 |
20240920 |
2 |
204 |
| CFFEX.IM2410 |
0.018616 |
0.030016 |
-0.0114 |
-0.004469 |
-0.000263 |
-0.063618 |
-0.011189 |
4461.0 |
4331.0 |
5992.6 |
4481.026 |
20241018 |
17 |
204 |
| CFFEX.IM2412 |
0.018616 |
0.029028 |
-0.010412 |
-0.022188 |
-0.000358 |
-0.086606 |
- |
4381.6 |
4258.0 |
- |
4481.026 |
20241220 |
62 |
204 |
| CFFEX.IM2503 |
0.018616 |
0.02715 |
-0.008535 |
-0.045977 |
-0.000742 |
-0.17946 |
- |
4275.0 |
4162.0 |
- |
4481.026 |
20250321 |
127 |
204 |
| CFFEX.IC2408 |
0.012863 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4520.274 |
20240816 |
0 |
204 |
| CFFEX.IC2409 |
0.012863 |
0.025555 |
-0.012692 |
0.001444 |
0.000722 |
0.17469 |
- |
4526.8 |
4414.0 |
- |
4520.274 |
20240920 |
2 |
204 |
| CFFEX.IC2410 |
0.012863 |
0.028266 |
-0.015404 |
-0.003689 |
-0.000217 |
-0.05251 |
- |
4503.6 |
4379.8 |
- |
4520.274 |
20241018 |
17 |
204 |
| CFFEX.IC2412 |
0.012863 |
0.027826 |
-0.014964 |
-0.014529 |
-0.000234 |
-0.056709 |
- |
4454.6 |
4334.0 |
- |
4520.274 |
20241220 |
62 |
204 |
| CFFEX.IC2503 |
0.012863 |
0.023062 |
-0.0102 |
-0.03236 |
-0.000522 |
-0.126307 |
- |
4374.0 |
4275.4 |
- |
4520.274 |
20250321 |
127 |
204 |
| CFFEX.IF2408 |
0.007994 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3196.359 |
20240816 |
0 |
204 |
| CFFEX.IF2409 |
0.007994 |
0.01271 |
-0.004716 |
0.002078 |
0.001039 |
0.251399 |
- |
3203.0 |
3162.8 |
- |
3196.359 |
20240920 |
2 |
204 |
| CFFEX.IF2410 |
0.007994 |
0.013564 |
-0.00557 |
0.000576 |
0.000034 |
0.008199 |
- |
3198.2 |
3155.4 |
- |
3196.359 |
20241018 |
17 |
204 |
| CFFEX.IF2412 |
0.007994 |
0.014266 |
-0.006272 |
-0.003491 |
-0.000056 |
-0.013627 |
- |
3185.2 |
3140.4 |
- |
3196.359 |
20241220 |
62 |
204 |
| CFFEX.IF2503 |
0.007994 |
0.015155 |
-0.007161 |
-0.010875 |
-0.000175 |
-0.042446 |
- |
3161.6 |
3114.4 |
- |
3196.359 |
20250321 |
127 |
204 |
| CFFEX.IH2408 |
0.005334 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2230.491 |
20240816 |
0 |
204 |
| CFFEX.IH2409 |
0.005334 |
0.007848 |
-0.002514 |
0.001842 |
0.000921 |
0.222906 |
- |
2234.6 |
2217.2 |
- |
2230.491 |
20240920 |
2 |
204 |
| CFFEX.IH2410 |
0.005334 |
0.008803 |
-0.003469 |
-0.003269 |
-0.000192 |
-0.046532 |
- |
2223.2 |
2203.8 |
- |
2230.491 |
20241018 |
17 |
204 |
| CFFEX.IH2412 |
0.005334 |
0.011345 |
-0.006011 |
-0.000848 |
-0.000014 |
-0.003309 |
- |
2228.6 |
2203.6 |
- |
2230.491 |
20241220 |
62 |
204 |
| CFFEX.IH2503 |
0.005334 |
0.004867 |
0.000467 |
-0.00031 |
-0.000005 |
-0.001209 |
- |
2229.8 |
2219.0 |
- |
2230.491 |
20250321 |
127 |
204 |