|
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_20241014_151458 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
0.036571 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5614.855 |
20240920 |
0 |
216 |
| CFFEX.IM2410 |
0.036571 |
0.035036 |
0.001535 |
-0.00033 |
-0.000066 |
-0.01599 |
-0.010621 |
5613.0 |
5423.0 |
6039.525 |
5614.855 |
20241018 |
5 |
216 |
| CFFEX.IM2411 |
0.036571 |
0.036933 |
-0.000362 |
-0.002931 |
-0.000117 |
-0.028368 |
-0.015462 |
5598.4 |
5399.0 |
5992.6 |
5614.855 |
20241115 |
25 |
216 |
| CFFEX.IM2503 |
0.036571 |
0.033495 |
0.003076 |
-0.022949 |
-0.0002 |
-0.048293 |
- |
5486.0 |
5308.2 |
- |
5614.855 |
20250321 |
115 |
216 |
| CFFEX.IM2506 |
0.036571 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5614.855 |
20250620 |
180 |
216 |
| CFFEX.IC2409 |
0.025007 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5607.624 |
20240920 |
0 |
216 |
| CFFEX.IC2410 |
0.025007 |
0.021951 |
0.003057 |
-0.000397 |
-0.000079 |
-0.019196 |
- |
5605.4 |
5485.0 |
- |
5607.624 |
20241018 |
5 |
216 |
| CFFEX.IC2411 |
0.025007 |
0.022883 |
0.002125 |
-0.001966 |
-0.000079 |
-0.01903 |
- |
5596.6 |
5471.4 |
- |
5607.624 |
20241115 |
25 |
216 |
| CFFEX.IC2503 |
0.025007 |
0.021152 |
0.003856 |
-0.013379 |
-0.000116 |
-0.028154 |
- |
5532.6 |
5418.0 |
- |
5607.624 |
20250321 |
115 |
216 |
| CFFEX.IC2506 |
0.025007 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5607.624 |
20250620 |
180 |
216 |
| CFFEX.IF2409 |
0.019306 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3962.213 |
20240920 |
0 |
216 |
| CFFEX.IF2410 |
0.019306 |
0.014394 |
0.004912 |
-0.000407 |
-0.000081 |
-0.019703 |
- |
3960.6 |
3904.4 |
- |
3962.213 |
20241018 |
5 |
216 |
| CFFEX.IF2411 |
0.019306 |
0.013669 |
0.005637 |
-0.000559 |
-0.000022 |
-0.005407 |
- |
3960.0 |
3906.6 |
- |
3962.213 |
20241115 |
25 |
216 |
| CFFEX.IF2503 |
0.019306 |
0.01523 |
0.004076 |
-0.000659 |
-0.000006 |
-0.001388 |
- |
3959.6 |
3900.2 |
- |
3962.213 |
20250321 |
115 |
216 |
| CFFEX.IF2506 |
0.019306 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3962.213 |
20250620 |
180 |
216 |
| CFFEX.IH2409 |
0.016389 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2724.316 |
20240920 |
0 |
216 |
| CFFEX.IH2410 |
0.016389 |
0.010859 |
0.00553 |
-0.002245 |
-0.000449 |
-0.108656 |
- |
2718.2 |
2689.0 |
- |
2724.316 |
20241018 |
5 |
216 |
| CFFEX.IH2411 |
0.016389 |
0.011516 |
0.004873 |
-0.000483 |
-0.000019 |
-0.004676 |
- |
2723.0 |
2692.0 |
- |
2724.316 |
20241115 |
25 |
216 |
| CFFEX.IH2503 |
0.016389 |
0.008219 |
0.008169 |
-0.00041 |
-0.000004 |
-0.000862 |
- |
2723.2 |
2701.0 |
- |
2724.316 |
20250321 |
115 |
216 |
| CFFEX.IH2506 |
0.016389 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2724.316 |
20250620 |
180 |
216 |