|
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_20241015_151400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
-0.018586 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5511.383 |
20240920 |
0 |
217 |
| CFFEX.IM2410 |
-0.018586 |
-0.023446 |
0.00486 |
-0.00544 |
-0.00136 |
-0.329132 |
-0.005762 |
5481.4 |
5613.0 |
6039.525 |
5511.383 |
20241018 |
4 |
217 |
| CFFEX.IM2411 |
-0.018586 |
-0.026046 |
0.00746 |
-0.010775 |
-0.000449 |
-0.108644 |
-0.007963 |
5452.0 |
5597.8 |
5992.6 |
5511.383 |
20241115 |
24 |
217 |
| CFFEX.IM2503 |
-0.018586 |
-0.027616 |
0.00903 |
-0.032729 |
-0.000287 |
-0.069478 |
- |
5331.0 |
5482.4 |
- |
5511.383 |
20250321 |
114 |
217 |
| CFFEX.IM2506 |
-0.018586 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5511.383 |
20250620 |
179 |
217 |
| CFFEX.IC2409 |
-0.023644 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5475.553 |
20240920 |
0 |
217 |
| CFFEX.IC2410 |
-0.023644 |
-0.026582 |
0.002937 |
-0.003498 |
-0.000874 |
-0.211624 |
- |
5456.4 |
5605.4 |
- |
5475.553 |
20241018 |
4 |
217 |
| CFFEX.IC2411 |
-0.023644 |
-0.027517 |
0.003873 |
-0.006018 |
-0.000251 |
-0.060684 |
- |
5442.6 |
5596.6 |
- |
5475.553 |
20241115 |
24 |
217 |
| CFFEX.IC2503 |
-0.023644 |
-0.027582 |
0.003938 |
-0.017451 |
-0.000153 |
-0.037045 |
- |
5380.0 |
5532.6 |
- |
5475.553 |
20250321 |
114 |
217 |
| CFFEX.IC2506 |
-0.023644 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5475.553 |
20250620 |
179 |
217 |
| CFFEX.IF2409 |
-0.025858 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3858.911 |
20240920 |
0 |
217 |
| CFFEX.IF2410 |
-0.025858 |
-0.028008 |
0.00215 |
-0.001739 |
-0.000435 |
-0.105215 |
- |
3852.2 |
3963.2 |
- |
3858.911 |
20241018 |
4 |
217 |
| CFFEX.IF2411 |
-0.025858 |
-0.027273 |
0.001415 |
-0.001791 |
-0.000075 |
-0.018058 |
- |
3852.0 |
3960.0 |
- |
3858.911 |
20241115 |
24 |
217 |
| CFFEX.IF2503 |
-0.025858 |
-0.028942 |
0.003085 |
-0.003605 |
-0.000032 |
-0.007653 |
- |
3845.0 |
3959.6 |
- |
3858.911 |
20250321 |
114 |
217 |
| CFFEX.IF2506 |
-0.025858 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3858.911 |
20250620 |
179 |
217 |
| CFFEX.IH2409 |
-0.024082 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2657.603 |
20240920 |
0 |
217 |
| CFFEX.IH2410 |
-0.024082 |
-0.02413 |
0.000048 |
-0.001732 |
-0.000433 |
-0.104787 |
- |
2653.0 |
2718.6 |
- |
2657.603 |
20241018 |
4 |
217 |
| CFFEX.IH2411 |
-0.024082 |
-0.024826 |
0.000743 |
-0.000829 |
-0.000035 |
-0.008359 |
- |
2655.4 |
2723.0 |
- |
2657.603 |
20241115 |
24 |
217 |
| CFFEX.IH2503 |
-0.024082 |
-0.023575 |
-0.000507 |
0.000526 |
0.000005 |
0.001116 |
- |
2659.0 |
2723.2 |
- |
2657.603 |
20250321 |
114 |
217 |
| CFFEX.IH2506 |
-0.024082 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2657.603 |
20250620 |
179 |
217 |