|
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_20241011_151428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
-0.042009 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5416.988 |
20240920 |
0 |
215 |
| CFFEX.IM2410 |
-0.042009 |
-0.042549 |
0.00054 |
0.00111 |
0.000185 |
0.044764 |
-0.011538 |
5423.0 |
5664.0 |
6039.525 |
5416.988 |
20241018 |
6 |
215 |
| CFFEX.IM2411 |
-0.042009 |
-0.044086 |
0.002077 |
-0.003321 |
-0.000128 |
-0.030908 |
-0.014564 |
5399.0 |
5648.0 |
5992.6 |
5416.988 |
20241115 |
26 |
215 |
| CFFEX.IM2503 |
-0.042009 |
-0.045116 |
0.003107 |
-0.020083 |
-0.000173 |
-0.041897 |
- |
5308.2 |
5559.0 |
- |
5416.988 |
20250321 |
116 |
215 |
| CFFEX.IM2506 |
-0.042009 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5416.988 |
20250620 |
181 |
215 |
| CFFEX.IC2409 |
-0.038779 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5470.196 |
20240920 |
0 |
215 |
| CFFEX.IC2410 |
-0.038779 |
-0.039842 |
0.001063 |
0.002706 |
0.000451 |
0.109154 |
- |
5485.0 |
5712.6 |
- |
5470.196 |
20241018 |
6 |
215 |
| CFFEX.IC2411 |
-0.038779 |
-0.040274 |
0.001495 |
0.00022 |
0.000008 |
0.002049 |
- |
5471.4 |
5701.0 |
- |
5470.196 |
20241115 |
26 |
215 |
| CFFEX.IC2503 |
-0.038779 |
-0.04191 |
0.003131 |
-0.009542 |
-0.000082 |
-0.019906 |
- |
5418.0 |
5655.0 |
- |
5470.196 |
20250321 |
116 |
215 |
| CFFEX.IC2506 |
-0.038779 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5470.196 |
20250620 |
181 |
215 |
| CFFEX.IF2409 |
-0.028012 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3885.803 |
20240920 |
0 |
215 |
| CFFEX.IF2410 |
-0.028012 |
-0.026429 |
-0.001583 |
0.004889 |
0.000815 |
0.197182 |
- |
3904.8 |
4010.8 |
- |
3885.803 |
20241018 |
6 |
215 |
| CFFEX.IF2411 |
-0.028012 |
-0.025299 |
-0.002712 |
0.005352 |
0.000206 |
0.049815 |
- |
3906.6 |
4008.0 |
- |
3885.803 |
20241115 |
26 |
215 |
| CFFEX.IF2503 |
-0.028012 |
-0.026556 |
-0.001456 |
0.003705 |
0.000032 |
0.007729 |
- |
3900.2 |
4006.6 |
- |
3885.803 |
20250321 |
116 |
215 |
| CFFEX.IF2506 |
-0.028012 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3885.803 |
20250620 |
181 |
215 |
| CFFEX.IH2409 |
-0.022171 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2678.322 |
20240920 |
0 |
215 |
| CFFEX.IH2410 |
-0.022171 |
-0.022253 |
0.000081 |
0.003987 |
0.000664 |
0.160802 |
- |
2689.0 |
2750.2 |
- |
2678.322 |
20241018 |
6 |
215 |
| CFFEX.IH2411 |
-0.022171 |
-0.021447 |
-0.000725 |
0.005107 |
0.000196 |
0.047534 |
- |
2692.0 |
2751.0 |
- |
2678.322 |
20241115 |
26 |
215 |
| CFFEX.IH2503 |
-0.022171 |
-0.017175 |
-0.004997 |
0.008467 |
0.000073 |
0.017664 |
- |
2701.0 |
2748.2 |
- |
2678.322 |
20250321 |
116 |
215 |
| CFFEX.IH2506 |
-0.022171 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2678.322 |
20250620 |
181 |
215 |