|
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_20241008_151448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
0.086133 |
- |
- |
- |
- |
- |
- |
- |
4447.8 |
- |
6200.544 |
20240920 |
0 |
212 |
| CFFEX.IM2410 |
0.086133 |
0.069907 |
0.016226 |
0.003106 |
0.000345 |
0.083504 |
-0.015256 |
6219.8 |
5813.4 |
6039.525 |
6200.544 |
20241018 |
9 |
212 |
| CFFEX.IM2411 |
0.086133 |
0.071088 |
0.015045 |
0.001138 |
0.000039 |
0.009496 |
-0.021284 |
6207.6 |
5795.6 |
5992.6 |
6200.544 |
20241115 |
29 |
212 |
| CFFEX.IM2503 |
0.086133 |
0.076858 |
0.009275 |
-0.01299 |
-0.000109 |
-0.026416 |
- |
6120.0 |
5683.2 |
- |
6200.544 |
20250321 |
119 |
212 |
| CFFEX.IM2506 |
0.086133 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6200.544 |
20250620 |
184 |
212 |
| CFFEX.IC2409 |
0.071641 |
- |
- |
- |
- |
- |
- |
- |
4483.8 |
- |
6154.669 |
20240920 |
0 |
212 |
| CFFEX.IC2410 |
0.071641 |
0.033103 |
0.038538 |
-0.009175 |
-0.001019 |
-0.246705 |
- |
6098.2 |
5902.8 |
- |
6154.669 |
20241018 |
9 |
212 |
| CFFEX.IC2411 |
0.071641 |
0.03285 |
0.038792 |
-0.012002 |
-0.000414 |
-0.100156 |
- |
6080.8 |
5887.4 |
- |
6154.669 |
20241115 |
29 |
212 |
| CFFEX.IC2503 |
0.071641 |
0.028462 |
0.043179 |
-0.021881 |
-0.000184 |
-0.044497 |
- |
6020.0 |
5853.4 |
- |
6154.669 |
20250321 |
119 |
212 |
| CFFEX.IC2506 |
0.071641 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6154.669 |
20250620 |
184 |
212 |
| CFFEX.IF2409 |
0.059814 |
- |
- |
- |
- |
- |
- |
- |
3185.0 |
- |
4258.177 |
20240920 |
0 |
212 |
| CFFEX.IF2410 |
0.059814 |
0.024179 |
0.035634 |
0.00071 |
0.000079 |
0.019089 |
- |
4261.2 |
4160.6 |
- |
4258.177 |
20241018 |
9 |
212 |
| CFFEX.IF2411 |
0.059814 |
0.021193 |
0.038621 |
0.000334 |
0.000012 |
0.002789 |
- |
4259.6 |
4171.2 |
- |
4258.177 |
20241115 |
29 |
212 |
| CFFEX.IF2503 |
0.059814 |
0.025631 |
0.034182 |
0.001743 |
0.000015 |
0.003545 |
- |
4265.6 |
4159.0 |
- |
4258.177 |
20250321 |
119 |
212 |
| CFFEX.IF2506 |
0.059814 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4258.177 |
20250620 |
184 |
212 |
| CFFEX.IH2409 |
0.035964 |
- |
- |
- |
- |
- |
- |
- |
2221.4 |
- |
2854.500 |
20240920 |
0 |
212 |
| CFFEX.IH2410 |
0.035964 |
-0.003359 |
0.039323 |
-0.001997 |
-0.000222 |
-0.053693 |
- |
2848.8 |
2858.4 |
- |
2854.500 |
20241018 |
9 |
212 |
| CFFEX.IH2411 |
0.035964 |
-0.010972 |
0.046936 |
-0.002137 |
-0.000074 |
-0.017833 |
- |
2848.4 |
2880.0 |
- |
2854.500 |
20241115 |
29 |
212 |
| CFFEX.IH2503 |
0.035964 |
-0.015953 |
0.051917 |
-0.001647 |
-0.000014 |
-0.003348 |
- |
2849.8 |
2896.0 |
- |
2854.500 |
20250321 |
119 |
212 |
| CFFEX.IH2506 |
0.035964 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2854.500 |
20250620 |
184 |
212 |