|
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_20241016_151432 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
0.002943 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5523.385 |
20240920 |
0 |
218 |
| CFFEX.IM2410 |
0.002943 |
0.008356 |
-0.005412 |
0.000691 |
0.00023 |
0.055716 |
-0.011381 |
5527.2 |
5481.4 |
6039.525 |
5523.385 |
20241018 |
3 |
218 |
| CFFEX.IM2411 |
0.002943 |
0.009061 |
-0.006118 |
-0.00398 |
-0.000173 |
-0.04188 |
-0.014242 |
5501.4 |
5452.0 |
5992.6 |
5523.385 |
20241115 |
23 |
218 |
| CFFEX.IM2503 |
0.002943 |
0.01043 |
-0.007486 |
-0.024765 |
-0.000219 |
-0.053036 |
- |
5386.6 |
5331.0 |
- |
5523.385 |
20250321 |
113 |
218 |
| CFFEX.IM2506 |
0.002943 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5523.385 |
20250620 |
178 |
218 |
| CFFEX.IC2409 |
-0.001924 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5462.031 |
20240920 |
0 |
218 |
| CFFEX.IC2410 |
-0.001924 |
0.001356 |
-0.00328 |
0.000324 |
0.000108 |
0.026126 |
- |
5463.8 |
5456.4 |
- |
5462.031 |
20241018 |
3 |
218 |
| CFFEX.IC2411 |
-0.001924 |
0.002793 |
-0.004717 |
-0.000775 |
-0.000034 |
-0.00815 |
- |
5457.8 |
5442.6 |
- |
5462.031 |
20241115 |
23 |
218 |
| CFFEX.IC2503 |
-0.001924 |
0.00368 |
-0.005604 |
-0.011393 |
-0.000101 |
-0.0244 |
- |
5399.8 |
5380.0 |
- |
5462.031 |
20250321 |
113 |
218 |
| CFFEX.IC2506 |
-0.001924 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5462.031 |
20250620 |
178 |
218 |
| CFFEX.IF2409 |
-0.006448 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3831.131 |
20240920 |
0 |
218 |
| CFFEX.IF2410 |
-0.006448 |
-0.005244 |
-0.001204 |
0.000227 |
0.000076 |
0.018297 |
- |
3832.0 |
3852.2 |
- |
3831.131 |
20241018 |
3 |
218 |
| CFFEX.IF2411 |
-0.006448 |
-0.00514 |
-0.001308 |
0.000279 |
0.000012 |
0.002936 |
- |
3832.2 |
3852.0 |
- |
3831.131 |
20241115 |
23 |
218 |
| CFFEX.IF2503 |
-0.006448 |
-0.004005 |
-0.002443 |
-0.0004 |
-0.000004 |
-0.000856 |
- |
3829.6 |
3845.0 |
- |
3831.131 |
20250321 |
113 |
218 |
| CFFEX.IF2506 |
-0.006448 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3831.131 |
20250620 |
178 |
218 |
| CFFEX.IH2409 |
-0.002030 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2649.726 |
20240920 |
0 |
218 |
| CFFEX.IH2410 |
-0.002030 |
-0.000829 |
-0.001201 |
0.000405 |
0.000135 |
0.032696 |
- |
2650.8 |
2653.0 |
- |
2649.726 |
20241018 |
3 |
218 |
| CFFEX.IH2411 |
-0.002030 |
-0.000603 |
-0.001427 |
0.001538 |
0.000067 |
0.016177 |
- |
2653.8 |
2655.4 |
- |
2649.726 |
20241115 |
23 |
218 |
| CFFEX.IH2503 |
-0.002030 |
-0.000677 |
-0.001353 |
0.002821 |
0.000025 |
0.006041 |
- |
2657.2 |
2659.0 |
- |
2649.726 |
20250321 |
113 |
218 |
| CFFEX.IH2506 |
-0.002030 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2649.726 |
20250620 |
178 |
218 |