|
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_20240925_151433 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
0.009637 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4687.298 |
20240816 |
0 |
208 |
| CFFEX.IM2409 |
0.009637 |
- |
- |
- |
- |
- |
- |
- |
4447.8 |
6039.525 |
4687.298 |
20240920 |
0 |
208 |
| CFFEX.IM2410 |
0.009637 |
0.056103 |
-0.046466 |
0.020076 |
0.001544 |
0.373722 |
-0.030903 |
4781.4 |
4527.4 |
5992.6 |
4687.298 |
20241018 |
13 |
208 |
| CFFEX.IM2412 |
0.009637 |
0.064574 |
-0.054937 |
0.007318 |
0.000126 |
0.030534 |
- |
4721.6 |
4435.2 |
- |
4687.298 |
20241220 |
58 |
208 |
| CFFEX.IM2503 |
0.009637 |
0.064445 |
-0.054808 |
-0.011925 |
-0.000206 |
-0.049758 |
- |
4631.4 |
4351.0 |
- |
4687.298 |
20250321 |
123 |
208 |
| CFFEX.IC2408 |
0.008824 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4730.977 |
20240816 |
0 |
208 |
| CFFEX.IC2409 |
0.008824 |
- |
- |
- |
- |
- |
- |
- |
4483.8 |
- |
4730.977 |
20240920 |
0 |
208 |
| CFFEX.IC2410 |
0.008824 |
0.060846 |
-0.052022 |
0.018606 |
0.001431 |
0.346352 |
- |
4819.0 |
4542.6 |
- |
4730.977 |
20241018 |
13 |
208 |
| CFFEX.IC2412 |
0.008824 |
0.055575 |
-0.046751 |
0.012518 |
0.000216 |
0.052231 |
- |
4790.2 |
4538.0 |
- |
4730.977 |
20241220 |
58 |
208 |
| CFFEX.IC2503 |
0.008824 |
0.052029 |
-0.043205 |
-0.002447 |
-0.000042 |
-0.01021 |
- |
4719.4 |
4486.0 |
- |
4730.977 |
20250321 |
123 |
208 |
| CFFEX.IF2408 |
0.014344 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3399.989 |
20240816 |
0 |
208 |
| CFFEX.IF2409 |
0.014344 |
- |
- |
- |
- |
- |
- |
- |
3185.0 |
- |
3399.989 |
20240920 |
0 |
208 |
| CFFEX.IF2410 |
0.014344 |
0.062977 |
-0.048633 |
0.015709 |
0.001208 |
0.292432 |
- |
3453.4 |
3248.8 |
- |
3399.989 |
20241018 |
13 |
208 |
| CFFEX.IF2412 |
0.014344 |
0.064983 |
-0.050639 |
0.017062 |
0.000294 |
0.07119 |
- |
3458.0 |
3247.0 |
- |
3399.989 |
20241220 |
58 |
208 |
| CFFEX.IF2503 |
0.014344 |
0.05437 |
-0.040026 |
0.008415 |
0.000145 |
0.035111 |
- |
3428.6 |
3251.8 |
- |
3399.989 |
20250321 |
123 |
208 |
| CFFEX.IH2408 |
0.013931 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2384.912 |
20240816 |
0 |
208 |
| CFFEX.IH2409 |
0.013931 |
- |
- |
- |
- |
- |
- |
- |
2221.4 |
- |
2384.912 |
20240920 |
0 |
208 |
| CFFEX.IH2410 |
0.013931 |
0.058622 |
-0.044691 |
0.0101 |
0.000777 |
0.188018 |
- |
2409.0 |
2275.6 |
- |
2384.912 |
20241018 |
13 |
208 |
| CFFEX.IH2412 |
0.013931 |
0.05217 |
-0.038239 |
0.006326 |
0.000109 |
0.026397 |
- |
2400.0 |
2281.0 |
- |
2384.912 |
20241220 |
58 |
208 |
| CFFEX.IH2503 |
0.013931 |
0.035256 |
-0.021325 |
0.007165 |
0.000124 |
0.029896 |
- |
2402.0 |
2320.2 |
- |
2384.912 |
20250321 |
123 |
208 |