|
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_20241021_151424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
0.019752 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5862.997 |
20240920 |
0 |
221 |
| CFFEX.IM2410 |
0.019752 |
0.0 |
0.019752 |
-0.019102 |
-inf |
-inf |
0.007133 |
5751.0 |
5751.0 |
6039.525 |
5862.997 |
20241018 |
0 |
221 |
| CFFEX.IM2411 |
0.019752 |
0.018699 |
0.001053 |
-0.003922 |
-0.000196 |
-0.047461 |
-0.015175 |
5840.0 |
5732.8 |
5992.6 |
5862.997 |
20241115 |
20 |
221 |
| CFFEX.IM2503 |
0.019752 |
0.018758 |
0.000994 |
-0.019955 |
-0.000181 |
-0.043901 |
- |
5746.0 |
5640.2 |
- |
5862.997 |
20250321 |
110 |
221 |
| CFFEX.IM2506 |
0.019752 |
- |
- |
-0.034589 |
-0.000314 |
-0.076096 |
- |
5660.2 |
- |
- |
5862.997 |
20250620 |
175 |
221 |
| CFFEX.IC2409 |
0.011721 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5706.124 |
20240920 |
0 |
221 |
| CFFEX.IC2410 |
0.011721 |
0.0 |
0.011721 |
-0.010537 |
-inf |
-inf |
- |
5646.0 |
5646.0 |
- |
5706.124 |
20241018 |
0 |
221 |
| CFFEX.IC2411 |
0.011721 |
0.01304 |
-0.00132 |
-0.003422 |
-0.000171 |
-0.041401 |
- |
5686.6 |
5613.4 |
- |
5706.124 |
20241115 |
20 |
221 |
| CFFEX.IC2503 |
0.011721 |
0.012404 |
-0.000684 |
-0.010186 |
-0.000093 |
-0.02241 |
- |
5648.0 |
5578.8 |
- |
5706.124 |
20250321 |
110 |
221 |
| CFFEX.IC2506 |
0.011721 |
- |
- |
-0.022454 |
-0.000204 |
-0.049398 |
- |
5578.0 |
- |
- |
5706.124 |
20250620 |
175 |
221 |
| CFFEX.IF2409 |
0.002475 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3934.949 |
20240920 |
0 |
221 |
| CFFEX.IF2410 |
0.002475 |
0.0 |
0.002475 |
-0.005578 |
-inf |
-inf |
- |
3913.0 |
3913.0 |
- |
3934.949 |
20241018 |
0 |
221 |
| CFFEX.IF2411 |
0.002475 |
0.002292 |
0.000183 |
0.000318 |
0.000016 |
0.003847 |
- |
3936.2 |
3927.2 |
- |
3934.949 |
20241115 |
20 |
221 |
| CFFEX.IF2503 |
0.002475 |
0.002287 |
0.000188 |
0.0023 |
0.000021 |
0.00506 |
- |
3944.0 |
3935.0 |
- |
3934.949 |
20250321 |
110 |
221 |
| CFFEX.IF2506 |
0.002475 |
- |
- |
-0.000343 |
-0.000003 |
-0.000754 |
- |
3933.6 |
- |
- |
3934.949 |
20250620 |
175 |
221 |
| CFFEX.IH2409 |
-0.000065 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2681.736 |
20240920 |
0 |
221 |
| CFFEX.IH2410 |
-0.000065 |
- |
- |
- |
- |
- |
- |
- |
2668.0 |
- |
2681.736 |
20241018 |
0 |
221 |
| CFFEX.IH2411 |
-0.000065 |
-0.00223 |
0.002164 |
0.001217 |
0.000061 |
0.014727 |
- |
2685.0 |
2691.0 |
- |
2681.736 |
20241115 |
20 |
221 |
| CFFEX.IH2503 |
-0.000065 |
-0.003545 |
0.00348 |
0.006214 |
0.000056 |
0.013671 |
- |
2698.4 |
2708.0 |
- |
2681.736 |
20250321 |
110 |
221 |
| CFFEX.IH2506 |
-0.000065 |
- |
- |
0.006587 |
0.00006 |
0.014491 |
- |
2699.4 |
- |
- |
2681.736 |
20250620 |
175 |
221 |