|
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_20240920_151422 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
-0.003839 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4465.065 |
20240816 |
0 |
205 |
| CFFEX.IM2409 |
-0.003839 |
-0.009374 |
0.005535 |
-0.001224 |
-0.001224 |
-0.296195 |
-0.007785 |
4459.6 |
4501.8 |
6039.525 |
4465.065 |
20240920 |
1 |
205 |
| CFFEX.IM2410 |
-0.003839 |
-0.00843 |
0.00459 |
-0.009466 |
-0.000592 |
-0.143169 |
-0.007426 |
4422.8 |
4460.4 |
5992.6 |
4465.065 |
20241018 |
16 |
205 |
| CFFEX.IM2412 |
-0.003839 |
-0.008216 |
0.004376 |
-0.026711 |
-0.000438 |
-0.105967 |
- |
4345.8 |
4381.8 |
- |
4465.065 |
20241220 |
61 |
205 |
| CFFEX.IM2503 |
-0.003839 |
-0.006877 |
0.003038 |
-0.049152 |
-0.000806 |
-0.194995 |
- |
4245.6 |
4275.0 |
- |
4465.065 |
20250321 |
126 |
205 |
| CFFEX.IC2408 |
-0.004821 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4498.601 |
20240816 |
0 |
205 |
| CFFEX.IC2409 |
-0.004821 |
-0.007423 |
0.002602 |
-0.00129 |
-0.00129 |
-0.312062 |
- |
4492.8 |
4526.4 |
- |
4498.601 |
20240920 |
1 |
205 |
| CFFEX.IC2410 |
-0.004821 |
-0.007415 |
0.002594 |
-0.006135 |
-0.000383 |
-0.092799 |
- |
4471.0 |
4504.4 |
- |
4498.601 |
20241018 |
16 |
205 |
| CFFEX.IC2412 |
-0.004821 |
-0.005702 |
0.000881 |
-0.015427 |
-0.000253 |
-0.061203 |
- |
4429.2 |
4454.6 |
- |
4498.601 |
20241220 |
61 |
205 |
| CFFEX.IC2503 |
-0.004821 |
0.001738 |
-0.006559 |
-0.026008 |
-0.000426 |
-0.103181 |
- |
4381.6 |
4374.0 |
- |
4498.601 |
20250321 |
126 |
205 |
| CFFEX.IF2408 |
0.003359 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3206.771 |
20240816 |
0 |
205 |
| CFFEX.IF2409 |
0.003359 |
-0.00462 |
0.007979 |
-0.005666 |
-0.005666 |
-1.37128 |
- |
3188.6 |
3203.4 |
- |
3206.771 |
20240920 |
1 |
205 |
| CFFEX.IF2410 |
0.003359 |
-0.005502 |
0.008861 |
-0.007912 |
-0.000494 |
-0.119664 |
- |
3181.4 |
3199.0 |
- |
3206.771 |
20241018 |
16 |
205 |
| CFFEX.IF2412 |
0.003359 |
-0.004584 |
0.007943 |
-0.01128 |
-0.000185 |
-0.044748 |
- |
3170.6 |
3185.2 |
- |
3206.771 |
20241220 |
61 |
205 |
| CFFEX.IF2503 |
0.003359 |
-0.004428 |
0.007787 |
-0.018452 |
-0.000302 |
-0.073203 |
- |
3147.6 |
3161.6 |
- |
3206.771 |
20250321 |
126 |
205 |
| CFFEX.IH2408 |
0.003598 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2237.829 |
20240816 |
0 |
205 |
| CFFEX.IH2409 |
0.003598 |
-0.007429 |
0.011028 |
-0.00895 |
-0.00895 |
-2.165947 |
- |
2217.8 |
2234.4 |
- |
2237.829 |
20240920 |
1 |
205 |
| CFFEX.IH2410 |
0.003598 |
-0.000989 |
0.004588 |
-0.007431 |
-0.000464 |
-0.112392 |
- |
2221.2 |
2223.4 |
- |
2237.829 |
20241018 |
16 |
205 |
| CFFEX.IH2412 |
0.003598 |
-0.005026 |
0.008624 |
-0.009129 |
-0.00015 |
-0.036216 |
- |
2217.4 |
2228.6 |
- |
2237.829 |
20241220 |
61 |
205 |
| CFFEX.IH2503 |
0.003598 |
-0.005113 |
0.008711 |
-0.008682 |
-0.000142 |
-0.034444 |
- |
2218.4 |
2229.8 |
- |
2237.829 |
20250321 |
126 |
205 |