|
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_20241010_151448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
-0.012175 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5657.651 |
20240920 |
0 |
214 |
| CFFEX.IM2410 |
-0.012175 |
-0.014922 |
0.002748 |
0.001122 |
0.00016 |
0.038796 |
-0.012062 |
5664.0 |
5749.8 |
6039.525 |
5657.651 |
20241018 |
7 |
214 |
| CFFEX.IM2411 |
-0.012175 |
-0.016918 |
0.004744 |
-0.001706 |
-0.000063 |
-0.015289 |
-0.016736 |
5648.0 |
5745.2 |
5992.6 |
5657.651 |
20241115 |
27 |
214 |
| CFFEX.IM2503 |
-0.012175 |
-0.014222 |
0.002047 |
-0.017437 |
-0.000149 |
-0.036066 |
- |
5559.0 |
5639.2 |
- |
5657.651 |
20250321 |
117 |
214 |
| CFFEX.IM2506 |
-0.012175 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5657.651 |
20250620 |
182 |
214 |
| CFFEX.IC2409 |
-0.007815 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5690.817 |
20240920 |
0 |
214 |
| CFFEX.IC2410 |
-0.007815 |
-0.013504 |
0.005689 |
0.003828 |
0.000547 |
0.132331 |
- |
5712.6 |
5790.8 |
- |
5690.817 |
20241018 |
7 |
214 |
| CFFEX.IC2411 |
-0.007815 |
-0.015949 |
0.008134 |
0.001789 |
0.000066 |
0.016038 |
- |
5701.0 |
5793.4 |
- |
5690.817 |
20241115 |
27 |
214 |
| CFFEX.IC2503 |
-0.007815 |
-0.015152 |
0.007337 |
-0.006294 |
-0.000054 |
-0.013018 |
- |
5655.0 |
5742.0 |
- |
5690.817 |
20250321 |
117 |
214 |
| CFFEX.IC2506 |
-0.007815 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5690.817 |
20250620 |
182 |
214 |
| CFFEX.IF2409 |
0.010333 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3996.862 |
20240920 |
0 |
214 |
| CFFEX.IF2410 |
0.010333 |
0.019522 |
-0.009189 |
0.003487 |
0.000498 |
0.120559 |
- |
4010.8 |
3934.0 |
- |
3996.862 |
20241018 |
7 |
214 |
| CFFEX.IF2411 |
0.010333 |
0.019588 |
-0.009255 |
0.002787 |
0.000103 |
0.024977 |
- |
4008.0 |
3931.0 |
- |
3996.862 |
20241115 |
27 |
214 |
| CFFEX.IF2503 |
0.010333 |
0.01918 |
-0.008847 |
0.002436 |
0.000021 |
0.005039 |
- |
4006.6 |
3931.2 |
- |
3996.862 |
20250321 |
117 |
214 |
| CFFEX.IF2506 |
0.010333 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3996.862 |
20250620 |
182 |
214 |
| CFFEX.IH2409 |
0.021210 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2737.572 |
20240920 |
0 |
214 |
| CFFEX.IH2410 |
0.021210 |
0.035857 |
-0.014647 |
0.004613 |
0.000659 |
0.159473 |
- |
2750.2 |
2655.0 |
- |
2737.572 |
20241018 |
7 |
214 |
| CFFEX.IH2411 |
0.021210 |
0.034989 |
-0.013779 |
0.004905 |
0.000182 |
0.043964 |
- |
2751.0 |
2658.0 |
- |
2737.572 |
20241115 |
27 |
214 |
| CFFEX.IH2503 |
0.021210 |
0.035104 |
-0.013894 |
0.003882 |
0.000033 |
0.00803 |
- |
2748.2 |
2655.0 |
- |
2737.572 |
20250321 |
117 |
214 |
| CFFEX.IH2506 |
0.021210 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2737.572 |
20250620 |
182 |
214 |