|
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_20240923_151450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
0.001407 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4469.638 |
20240816 |
0 |
206 |
| CFFEX.IM2409 |
0.001407 |
- |
- |
- |
- |
- |
- |
- |
4460.2 |
6039.525 |
4469.638 |
20240920 |
0 |
206 |
| CFFEX.IM2410 |
0.001407 |
0.005742 |
-0.004335 |
-0.004707 |
-0.000314 |
-0.075937 |
-0.010983 |
4448.6 |
4423.2 |
5992.6 |
4469.638 |
20241018 |
15 |
206 |
| CFFEX.IM2412 |
0.001407 |
0.00833 |
-0.006922 |
-0.019607 |
-0.000327 |
-0.079083 |
- |
4382.0 |
4345.8 |
- |
4469.638 |
20241220 |
60 |
206 |
| CFFEX.IM2503 |
0.001407 |
0.006548 |
-0.005141 |
-0.043905 |
-0.000732 |
-0.177082 |
- |
4273.4 |
4245.6 |
- |
4469.638 |
20250321 |
125 |
206 |
| CFFEX.IC2408 |
-0.000692 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4495.279 |
20240816 |
0 |
206 |
| CFFEX.IC2409 |
-0.000692 |
- |
- |
- |
- |
- |
- |
- |
4493.4 |
- |
4495.279 |
20240920 |
0 |
206 |
| CFFEX.IC2410 |
-0.000692 |
0.005681 |
-0.006373 |
0.000249 |
0.000017 |
0.004023 |
- |
4496.4 |
4471.0 |
- |
4495.279 |
20241018 |
15 |
206 |
| CFFEX.IC2412 |
-0.000692 |
0.0079 |
-0.008592 |
-0.006691 |
-0.000112 |
-0.026988 |
- |
4465.2 |
4430.2 |
- |
4495.279 |
20241220 |
60 |
206 |
| CFFEX.IC2503 |
-0.000692 |
0.00639 |
-0.007082 |
-0.01906 |
-0.000318 |
-0.076874 |
- |
4409.6 |
4381.6 |
- |
4495.279 |
20250321 |
125 |
206 |
| CFFEX.IF2408 |
0.003619 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3212.635 |
20240816 |
0 |
206 |
| CFFEX.IF2409 |
0.003619 |
- |
- |
- |
- |
- |
- |
- |
3188.8 |
- |
3212.635 |
20240920 |
0 |
206 |
| CFFEX.IF2410 |
0.003619 |
0.011377 |
-0.007758 |
0.00167 |
0.000111 |
0.026942 |
- |
3218.0 |
3181.8 |
- |
3212.635 |
20241018 |
15 |
206 |
| CFFEX.IF2412 |
0.003619 |
0.010976 |
-0.007357 |
-0.002252 |
-0.000038 |
-0.009083 |
- |
3205.4 |
3170.6 |
- |
3212.635 |
20241220 |
60 |
206 |
| CFFEX.IF2503 |
0.003619 |
0.014932 |
-0.011313 |
-0.005614 |
-0.000094 |
-0.022642 |
- |
3194.6 |
3147.6 |
- |
3212.635 |
20250321 |
125 |
206 |
| CFFEX.IH2408 |
0.004298 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2242.856 |
20240816 |
0 |
206 |
| CFFEX.IH2409 |
0.004298 |
0.001623 |
0.002675 |
-0.009566 |
-inf |
-inf |
- |
2221.4 |
2217.8 |
- |
2242.856 |
20240920 |
0 |
206 |
| CFFEX.IH2410 |
0.004298 |
0.010534 |
-0.006235 |
0.000867 |
0.000058 |
0.013984 |
- |
2244.8 |
2221.4 |
- |
2242.856 |
20241018 |
15 |
206 |
| CFFEX.IH2412 |
0.004298 |
0.013078 |
-0.00878 |
0.00158 |
0.000026 |
0.006373 |
- |
2246.4 |
2217.4 |
- |
2242.856 |
20241220 |
60 |
206 |
| CFFEX.IH2503 |
0.004298 |
0.009466 |
-0.005168 |
-0.001541 |
-0.000026 |
-0.006215 |
- |
2239.4 |
2218.4 |
- |
2242.856 |
20250321 |
125 |
206 |