|
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_20240927_151448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
0.052964 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5132.284 |
20240816 |
0 |
210 |
| CFFEX.IM2409 |
0.052964 |
0.0 |
0.052964 |
-0.133368 |
-inf |
-inf |
0.103345 |
4447.8 |
4447.8 |
6039.525 |
5132.284 |
20240920 |
0 |
210 |
| CFFEX.IM2410 |
0.052964 |
0.086037 |
-0.033074 |
0.044798 |
0.004073 |
0.985556 |
-0.05501 |
5362.2 |
4937.4 |
5992.6 |
5132.284 |
20241018 |
11 |
210 |
| CFFEX.IM2412 |
0.052964 |
0.084958 |
-0.031995 |
0.032133 |
0.000574 |
0.138861 |
- |
5297.2 |
4882.4 |
- |
5132.284 |
20241220 |
56 |
210 |
| CFFEX.IM2503 |
0.052964 |
0.08385 |
-0.030887 |
0.01448 |
0.000259 |
0.062575 |
- |
5206.6 |
4803.8 |
- |
5132.284 |
20250321 |
121 |
210 |
| CFFEX.IC2408 |
0.052447 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5197.176 |
20240816 |
0 |
210 |
| CFFEX.IC2409 |
0.052447 |
0.0 |
0.052447 |
-0.137262 |
-inf |
-inf |
- |
4483.8 |
4483.8 |
- |
5197.176 |
20240920 |
0 |
210 |
| CFFEX.IC2410 |
0.052447 |
0.087084 |
-0.034637 |
0.044837 |
0.004076 |
0.986406 |
- |
5430.2 |
4995.2 |
- |
5197.176 |
20241018 |
11 |
210 |
| CFFEX.IC2412 |
0.052447 |
0.08667 |
-0.034223 |
0.039295 |
0.000702 |
0.169811 |
- |
5401.4 |
4970.6 |
- |
5197.176 |
20241220 |
56 |
210 |
| CFFEX.IC2503 |
0.052447 |
0.087108 |
-0.034661 |
0.030637 |
0.000547 |
0.132394 |
- |
5356.4 |
4927.2 |
- |
5197.176 |
20250321 |
121 |
210 |
| CFFEX.IF2408 |
0.043327 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3698.930 |
20240816 |
0 |
210 |
| CFFEX.IF2409 |
0.043327 |
0.0 |
0.043327 |
-0.13894 |
-inf |
-inf |
- |
3185.0 |
3185.0 |
- |
3698.930 |
20240920 |
0 |
210 |
| CFFEX.IF2410 |
0.043327 |
0.066834 |
-0.023506 |
0.03484 |
0.003167 |
0.766476 |
- |
3827.8 |
3588.0 |
- |
3698.930 |
20241018 |
11 |
210 |
| CFFEX.IF2412 |
0.043327 |
0.071317 |
-0.02799 |
0.03803 |
0.000679 |
0.164344 |
- |
3839.6 |
3584.0 |
- |
3698.930 |
20241220 |
56 |
210 |
| CFFEX.IF2503 |
0.043327 |
0.069555 |
-0.026228 |
0.034299 |
0.000612 |
0.148221 |
- |
3825.8 |
3577.0 |
- |
3698.930 |
20250321 |
121 |
210 |
| CFFEX.IH2408 |
0.028114 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2568.414 |
20240816 |
0 |
210 |
| CFFEX.IH2409 |
0.028114 |
0.0 |
0.028114 |
-0.135108 |
-inf |
-inf |
- |
2221.4 |
2221.4 |
- |
2568.414 |
20240920 |
0 |
210 |
| CFFEX.IH2410 |
0.028114 |
0.051847 |
-0.023733 |
0.033167 |
0.003015 |
0.729669 |
- |
2653.6 |
2522.8 |
- |
2568.414 |
20241018 |
11 |
210 |
| CFFEX.IH2412 |
0.028114 |
0.051882 |
-0.023768 |
0.035659 |
0.000637 |
0.154096 |
- |
2660.0 |
2528.8 |
- |
2568.414 |
20241220 |
56 |
210 |
| CFFEX.IH2503 |
0.028114 |
0.052013 |
-0.023898 |
0.037917 |
0.000677 |
0.163855 |
- |
2665.8 |
2534.0 |
- |
2568.414 |
20250321 |
121 |
210 |