|
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_20240930_151407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2408 |
0.110868 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5705.906 |
20240816 |
0 |
211 |
| CFFEX.IM2409 |
0.110868 |
0.0 |
0.110868 |
-0.220492 |
-inf |
-inf |
0.197207 |
4447.8 |
4447.8 |
6039.525 |
5705.906 |
20240920 |
0 |
211 |
| CFFEX.IM2410 |
0.110868 |
0.084145 |
0.026723 |
0.018839 |
0.001884 |
0.455906 |
-0.036441 |
5813.4 |
5362.2 |
5992.6 |
5705.906 |
20241018 |
10 |
211 |
| CFFEX.IM2412 |
0.110868 |
0.089179 |
0.021688 |
0.011163 |
0.000203 |
0.049116 |
- |
5769.6 |
5297.2 |
- |
5705.906 |
20241220 |
55 |
211 |
| CFFEX.IM2503 |
0.110868 |
0.091538 |
0.01933 |
-0.003979 |
-0.000072 |
-0.017509 |
- |
5683.2 |
5206.6 |
- |
5705.906 |
20250321 |
120 |
211 |
| CFFEX.IC2408 |
0.103626 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5740.694 |
20240816 |
0 |
211 |
| CFFEX.IC2409 |
0.103626 |
0.0 |
0.103626 |
-0.218945 |
-inf |
-inf |
- |
4483.8 |
4483.8 |
- |
5740.694 |
20240920 |
0 |
211 |
| CFFEX.IC2410 |
0.103626 |
0.087032 |
0.016594 |
0.028238 |
0.002824 |
0.683361 |
- |
5902.8 |
5430.2 |
- |
5740.694 |
20241018 |
10 |
211 |
| CFFEX.IC2412 |
0.103626 |
0.090273 |
0.013353 |
0.025834 |
0.00047 |
0.11367 |
- |
5889.0 |
5401.4 |
- |
5740.694 |
20241220 |
55 |
211 |
| CFFEX.IC2503 |
0.103626 |
0.092786 |
0.01084 |
0.019633 |
0.000357 |
0.086384 |
- |
5853.4 |
5356.4 |
- |
5740.694 |
20250321 |
120 |
211 |
| CFFEX.IF2408 |
0.084895 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4018.111 |
20240816 |
0 |
211 |
| CFFEX.IF2409 |
0.084895 |
- |
- |
- |
- |
- |
- |
- |
3185.0 |
- |
4018.111 |
20240920 |
0 |
211 |
| CFFEX.IF2410 |
0.084895 |
0.086943 |
-0.002047 |
0.035462 |
0.003546 |
0.858173 |
- |
4160.6 |
3827.8 |
- |
4018.111 |
20241018 |
10 |
211 |
| CFFEX.IF2412 |
0.084895 |
0.085426 |
-0.00053 |
0.037204 |
0.000676 |
0.163697 |
- |
4167.6 |
3839.6 |
- |
4018.111 |
20241220 |
55 |
211 |
| CFFEX.IF2503 |
0.084895 |
0.087093 |
-0.002197 |
0.035063 |
0.000638 |
0.154279 |
- |
4159.0 |
3825.8 |
- |
4018.111 |
20250321 |
120 |
211 |
| CFFEX.IH2408 |
0.071898 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2755.941 |
20240816 |
0 |
211 |
| CFFEX.IH2409 |
0.071898 |
0.0 |
0.071898 |
-0.19396 |
-inf |
-inf |
- |
2221.4 |
2221.4 |
- |
2755.941 |
20240920 |
0 |
211 |
| CFFEX.IH2410 |
0.071898 |
0.077178 |
-0.00528 |
0.037178 |
0.003718 |
0.899696 |
- |
2858.4 |
2653.6 |
- |
2755.941 |
20241018 |
10 |
211 |
| CFFEX.IH2412 |
0.071898 |
0.084586 |
-0.012688 |
0.046829 |
0.000851 |
0.206049 |
- |
2885.0 |
2660.0 |
- |
2755.941 |
20241220 |
55 |
211 |
| CFFEX.IH2503 |
0.071898 |
0.086353 |
-0.014455 |
0.050821 |
0.000924 |
0.223611 |
- |
2896.0 |
2665.8 |
- |
2755.941 |
20250321 |
120 |
211 |