|
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_20241009_151437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
-0.076059 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5730.271 |
20240920 |
0 |
213 |
| CFFEX.IM2410 |
-0.076059 |
-0.075501 |
-0.000558 |
0.003478 |
0.000435 |
0.105205 |
-0.014452 |
5750.2 |
6219.8 |
6039.525 |
5730.271 |
20241018 |
8 |
213 |
| CFFEX.IM2411 |
-0.076059 |
-0.074489 |
-0.001569 |
0.002605 |
0.000093 |
0.022517 |
-0.021073 |
5745.2 |
6207.6 |
5992.6 |
5730.271 |
20241115 |
28 |
213 |
| CFFEX.IM2503 |
-0.076059 |
-0.078562 |
0.002503 |
-0.015893 |
-0.000135 |
-0.032594 |
- |
5639.2 |
6120.0 |
- |
5730.271 |
20250321 |
118 |
213 |
| CFFEX.IM2506 |
-0.076059 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5730.271 |
20250620 |
183 |
213 |
| CFFEX.IC2409 |
-0.067093 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5742.585 |
20240920 |
0 |
213 |
| CFFEX.IC2410 |
-0.067093 |
-0.050408 |
-0.016685 |
0.008396 |
0.00105 |
0.25398 |
- |
5790.8 |
6098.2 |
- |
5742.585 |
20241018 |
8 |
213 |
| CFFEX.IC2411 |
-0.067093 |
-0.047264 |
-0.01983 |
0.008849 |
0.000316 |
0.076479 |
- |
5793.4 |
6080.8 |
- |
5742.585 |
20241115 |
28 |
213 |
| CFFEX.IC2503 |
-0.067093 |
-0.046179 |
-0.020914 |
-0.000102 |
-0.000001 |
-0.000209 |
- |
5742.0 |
6020.0 |
- |
5742.585 |
20250321 |
118 |
213 |
| CFFEX.IC2506 |
-0.067093 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5742.585 |
20250620 |
183 |
213 |
| CFFEX.IF2409 |
-0.069584 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3959.941 |
20240920 |
0 |
213 |
| CFFEX.IF2410 |
-0.069584 |
-0.076786 |
0.007202 |
-0.006551 |
-0.000819 |
-0.198163 |
- |
3934.0 |
4261.2 |
- |
3959.941 |
20241018 |
8 |
213 |
| CFFEX.IF2411 |
-0.069584 |
-0.077143 |
0.00756 |
-0.007308 |
-0.000261 |
-0.063166 |
- |
3931.0 |
4259.6 |
- |
3959.941 |
20241115 |
28 |
213 |
| CFFEX.IF2503 |
-0.069584 |
-0.078395 |
0.008811 |
-0.007258 |
-0.000062 |
-0.014885 |
- |
3931.2 |
4265.6 |
- |
3959.941 |
20250321 |
118 |
213 |
| CFFEX.IF2506 |
-0.069584 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3959.941 |
20250620 |
183 |
213 |
| CFFEX.IH2409 |
-0.059248 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2684.095 |
20240920 |
0 |
213 |
| CFFEX.IH2410 |
-0.059248 |
-0.068029 |
0.008781 |
-0.01084 |
-0.001355 |
-0.327903 |
- |
2655.0 |
2848.8 |
- |
2684.095 |
20241018 |
8 |
213 |
| CFFEX.IH2411 |
-0.059248 |
-0.066845 |
0.007597 |
-0.009722 |
-0.000347 |
-0.084027 |
- |
2658.0 |
2848.4 |
- |
2684.095 |
20241115 |
28 |
213 |
| CFFEX.IH2503 |
-0.059248 |
-0.068356 |
0.009108 |
-0.01084 |
-0.000092 |
-0.022231 |
- |
2655.0 |
2849.8 |
- |
2684.095 |
20250321 |
118 |
213 |
| CFFEX.IH2506 |
-0.059248 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2684.095 |
20250620 |
183 |
213 |