|
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_20240926_151406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
0.037695 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4862.909 |
20240816 |
0 |
209 |
| CFFEX.IM2409 |
0.037695 |
0.0 |
0.037695 |
-0.085362 |
-inf |
-inf |
0.059268 |
4447.8 |
4447.8 |
6039.525 |
4862.909 |
20240920 |
0 |
209 |
| CFFEX.IM2410 |
0.037695 |
0.032626 |
0.005069 |
0.015318 |
0.001277 |
0.308917 |
-0.0282 |
4937.4 |
4781.4 |
5992.6 |
4862.909 |
20241018 |
12 |
209 |
| CFFEX.IM2412 |
0.037695 |
0.0341 |
0.003595 |
0.004008 |
0.00007 |
0.017017 |
- |
4882.4 |
4721.4 |
- |
4862.909 |
20241220 |
57 |
209 |
| CFFEX.IM2503 |
0.037695 |
0.037 |
0.000695 |
-0.012155 |
-0.000213 |
-0.051606 |
- |
4803.8 |
4632.4 |
- |
4862.909 |
20250321 |
122 |
209 |
| CFFEX.IC2408 |
0.041135 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4926.107 |
20240816 |
0 |
209 |
| CFFEX.IC2409 |
0.041135 |
0.0 |
0.041135 |
-0.089788 |
-inf |
-inf |
- |
4483.8 |
4483.8 |
- |
4926.107 |
20240920 |
0 |
209 |
| CFFEX.IC2410 |
0.041135 |
0.036779 |
0.004357 |
0.014026 |
0.001169 |
0.282855 |
- |
4995.2 |
4818.0 |
- |
4926.107 |
20241018 |
12 |
209 |
| CFFEX.IC2412 |
0.041135 |
0.038245 |
0.002891 |
0.0096 |
0.000168 |
0.04076 |
- |
4973.4 |
4790.2 |
- |
4926.107 |
20241220 |
57 |
209 |
| CFFEX.IC2503 |
0.041135 |
0.044031 |
-0.002896 |
0.000222 |
0.000004 |
0.000942 |
- |
4927.2 |
4719.4 |
- |
4926.107 |
20250321 |
122 |
209 |
| CFFEX.IF2408 |
0.039537 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3536.021 |
20240816 |
0 |
209 |
| CFFEX.IF2409 |
0.039537 |
0.0 |
0.039537 |
-0.09927 |
-inf |
-inf |
- |
3185.0 |
3185.0 |
- |
3536.021 |
20240920 |
0 |
209 |
| CFFEX.IF2410 |
0.039537 |
0.037417 |
0.002121 |
0.01306 |
0.001088 |
0.263368 |
- |
3582.2 |
3453.0 |
- |
3536.021 |
20241018 |
12 |
209 |
| CFFEX.IF2412 |
0.039537 |
0.036437 |
0.0031 |
0.013569 |
0.000238 |
0.057607 |
- |
3584.0 |
3458.0 |
- |
3536.021 |
20241220 |
57 |
209 |
| CFFEX.IF2503 |
0.039537 |
0.043283 |
-0.003746 |
0.011589 |
0.000203 |
0.049202 |
- |
3577.0 |
3428.6 |
- |
3536.021 |
20250321 |
122 |
209 |
| CFFEX.IH2408 |
0.043369 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2489.816 |
20240816 |
0 |
209 |
| CFFEX.IH2409 |
0.043369 |
0.0 |
0.043369 |
-0.107806 |
-inf |
-inf |
- |
2221.4 |
2221.4 |
- |
2489.816 |
20240920 |
0 |
209 |
| CFFEX.IH2410 |
0.043369 |
0.04724 |
-0.00387 |
0.013248 |
0.001104 |
0.267159 |
- |
2522.8 |
2409.0 |
- |
2489.816 |
20241018 |
12 |
209 |
| CFFEX.IH2412 |
0.043369 |
0.053667 |
-0.010297 |
0.015657 |
0.000275 |
0.066475 |
- |
2528.8 |
2400.0 |
- |
2489.816 |
20241220 |
57 |
209 |
| CFFEX.IH2503 |
0.043369 |
0.053789 |
-0.010419 |
0.016621 |
0.000292 |
0.070568 |
- |
2531.2 |
2402.0 |
- |
2489.816 |
20250321 |
122 |
209 |