|
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_20241017_151347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
-0.002650 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5509.614 |
20240920 |
0 |
219 |
| CFFEX.IM2410 |
-0.002650 |
-0.00673 |
0.00408 |
-0.00356 |
-0.00178 |
-0.430755 |
-0.007475 |
5490.0 |
5527.2 |
6039.525 |
5509.614 |
20241018 |
2 |
219 |
| CFFEX.IM2411 |
-0.002650 |
-0.005853 |
0.003203 |
-0.007335 |
-0.000333 |
-0.080687 |
-0.011122 |
5469.2 |
5501.4 |
5992.6 |
5509.614 |
20241115 |
22 |
219 |
| CFFEX.IM2503 |
-0.002650 |
-0.008614 |
0.005964 |
-0.030749 |
-0.000275 |
-0.066439 |
- |
5340.2 |
5386.6 |
- |
5509.614 |
20250321 |
112 |
219 |
| CFFEX.IM2506 |
-0.002650 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5509.614 |
20250620 |
177 |
219 |
| CFFEX.IC2409 |
-0.007317 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5421.129 |
20240920 |
0 |
219 |
| CFFEX.IC2410 |
-0.007317 |
-0.010396 |
0.003079 |
-0.002606 |
-0.001303 |
-0.31536 |
- |
5407.0 |
5463.8 |
- |
5421.129 |
20241018 |
2 |
219 |
| CFFEX.IC2411 |
-0.007317 |
-0.01037 |
0.003053 |
-0.003676 |
-0.000167 |
-0.040438 |
- |
5401.2 |
5457.8 |
- |
5421.129 |
20241115 |
22 |
219 |
| CFFEX.IC2503 |
-0.007317 |
-0.009111 |
0.001794 |
-0.01301 |
-0.000116 |
-0.028111 |
- |
5350.6 |
5399.8 |
- |
5421.129 |
20250321 |
112 |
219 |
| CFFEX.IC2506 |
-0.007317 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5421.129 |
20250620 |
177 |
219 |
| CFFEX.IF2409 |
-0.010869 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3789.944 |
20240920 |
0 |
219 |
| CFFEX.IF2410 |
-0.010869 |
-0.012422 |
0.001553 |
-0.001463 |
-0.000731 |
-0.177001 |
- |
3784.4 |
3832.0 |
- |
3789.944 |
20241018 |
2 |
219 |
| CFFEX.IF2411 |
-0.010869 |
-0.013204 |
0.002335 |
-0.002202 |
-0.0001 |
-0.024218 |
- |
3781.6 |
3832.2 |
- |
3789.944 |
20241115 |
22 |
219 |
| CFFEX.IF2503 |
-0.010869 |
-0.014257 |
0.003389 |
-0.003943 |
-0.000035 |
-0.00852 |
- |
3775.0 |
3829.6 |
- |
3789.944 |
20250321 |
112 |
219 |
| CFFEX.IF2506 |
-0.010869 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3789.944 |
20250620 |
177 |
219 |
| CFFEX.IH2409 |
-0.014358 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2612.124 |
20240920 |
0 |
219 |
| CFFEX.IH2410 |
-0.014358 |
-0.016523 |
0.002165 |
-0.001962 |
-0.000981 |
-0.237356 |
- |
2607.0 |
2650.8 |
- |
2612.124 |
20241018 |
2 |
219 |
| CFFEX.IH2411 |
-0.014358 |
-0.017108 |
0.002749 |
-0.001426 |
-0.000065 |
-0.015682 |
- |
2608.4 |
2653.8 |
- |
2612.124 |
20241115 |
22 |
219 |
| CFFEX.IH2503 |
-0.014358 |
-0.016634 |
0.002276 |
0.000335 |
0.000003 |
0.000725 |
- |
2613.0 |
2657.2 |
- |
2612.124 |
20250321 |
112 |
219 |
| CFFEX.IH2506 |
-0.014358 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2612.124 |
20250620 |
177 |
219 |