|
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_20240924_151411 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
0.038586 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4641.580 |
20240816 |
0 |
207 |
| CFFEX.IM2409 |
0.038586 |
- |
- |
- |
- |
- |
- |
- |
4447.8 |
6039.525 |
4641.580 |
20240920 |
0 |
207 |
| CFFEX.IM2410 |
0.038586 |
0.017577 |
0.021009 |
-0.024642 |
-0.00176 |
-0.425963 |
0.004035 |
4527.2 |
4449.0 |
5992.6 |
4641.580 |
20241018 |
14 |
207 |
| CFFEX.IM2412 |
0.038586 |
0.012373 |
0.026213 |
-0.044593 |
-0.000756 |
-0.182905 |
- |
4434.6 |
4380.4 |
- |
4641.580 |
20241220 |
59 |
207 |
| CFFEX.IM2503 |
0.038586 |
0.018349 |
0.020237 |
-0.062604 |
-0.001061 |
-0.256781 |
- |
4351.0 |
4272.6 |
- |
4641.580 |
20250321 |
124 |
207 |
| CFFEX.IC2408 |
0.043486 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4690.143 |
20240816 |
0 |
207 |
| CFFEX.IC2409 |
0.043486 |
- |
- |
- |
- |
- |
- |
- |
4483.8 |
- |
4690.143 |
20240920 |
0 |
207 |
| CFFEX.IC2410 |
0.043486 |
0.010453 |
0.033033 |
-0.031288 |
-0.002235 |
-0.540827 |
- |
4543.4 |
4496.4 |
- |
4690.143 |
20241018 |
14 |
207 |
| CFFEX.IC2412 |
0.043486 |
0.016438 |
0.027048 |
-0.032311 |
-0.000548 |
-0.13253 |
- |
4538.6 |
4465.2 |
- |
4690.143 |
20241220 |
59 |
207 |
| CFFEX.IC2503 |
0.043486 |
0.017095 |
0.026391 |
-0.043526 |
-0.000738 |
-0.17853 |
- |
4486.0 |
4410.6 |
- |
4690.143 |
20250321 |
124 |
207 |
| CFFEX.IF2408 |
0.043087 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3351.193 |
20240816 |
0 |
207 |
| CFFEX.IF2409 |
0.043087 |
- |
- |
- |
- |
- |
- |
- |
3185.0 |
- |
3351.193 |
20240920 |
0 |
207 |
| CFFEX.IF2410 |
0.043087 |
0.009383 |
0.033704 |
-0.030554 |
-0.002182 |
-0.528151 |
- |
3248.8 |
3218.6 |
- |
3351.193 |
20241018 |
14 |
207 |
| CFFEX.IF2412 |
0.043087 |
0.012793 |
0.030295 |
-0.03139 |
-0.000532 |
-0.128751 |
- |
3246.0 |
3205.0 |
- |
3351.193 |
20241220 |
59 |
207 |
| CFFEX.IF2503 |
0.043087 |
0.017905 |
0.025182 |
-0.029659 |
-0.000503 |
-0.121652 |
- |
3251.8 |
3194.6 |
- |
3351.193 |
20250321 |
124 |
207 |
| CFFEX.IH2408 |
0.048326 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2351.422 |
20240816 |
0 |
207 |
| CFFEX.IH2409 |
0.048326 |
- |
- |
- |
- |
- |
- |
- |
2221.4 |
- |
2351.422 |
20240920 |
0 |
207 |
| CFFEX.IH2410 |
0.048326 |
0.013721 |
0.034606 |
-0.032245 |
-0.002303 |
-0.557381 |
- |
2275.6 |
2244.8 |
- |
2351.422 |
20241018 |
14 |
207 |
| CFFEX.IH2412 |
0.048326 |
0.015582 |
0.032744 |
-0.029864 |
-0.000506 |
-0.122492 |
- |
2281.2 |
2246.2 |
- |
2351.422 |
20241220 |
59 |
207 |
| CFFEX.IH2503 |
0.048326 |
0.036081 |
0.012245 |
-0.013278 |
-0.000225 |
-0.054462 |
- |
2320.2 |
2239.4 |
- |
2351.422 |
20250321 |
124 |
207 |