|
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_20241022_151351 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
0.004445 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5886.624 |
20240920 |
0 |
222 |
| CFFEX.IM2410 |
0.004445 |
0.0 |
0.004445 |
-0.023039 |
-inf |
-inf |
0.010999 |
5751.0 |
5751.0 |
6039.525 |
5886.624 |
20241018 |
0 |
222 |
| CFFEX.IM2411 |
0.004445 |
0.005788 |
-0.001342 |
-0.002178 |
-0.000115 |
-0.027747 |
-0.016949 |
5873.8 |
5840.0 |
5992.6 |
5886.624 |
20241115 |
19 |
222 |
| CFFEX.IM2503 |
0.004445 |
0.005534 |
-0.001089 |
-0.018487 |
-0.00017 |
-0.041044 |
- |
5777.8 |
5746.0 |
- |
5886.624 |
20250321 |
109 |
222 |
| CFFEX.IM2506 |
0.004445 |
0.003675 |
0.000771 |
-0.034931 |
-0.00032 |
-0.077553 |
- |
5681.0 |
5660.2 |
- |
5886.624 |
20250620 |
174 |
222 |
| CFFEX.IC2409 |
0.008463 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5752.500 |
20240920 |
0 |
222 |
| CFFEX.IC2410 |
0.008463 |
0.0 |
0.008463 |
-0.018514 |
-inf |
-inf |
- |
5646.0 |
5646.0 |
- |
5752.500 |
20241018 |
0 |
222 |
| CFFEX.IC2411 |
0.008463 |
0.011149 |
-0.002686 |
-0.000435 |
-0.000023 |
-0.005535 |
- |
5750.0 |
5686.6 |
- |
5752.500 |
20241115 |
19 |
222 |
| CFFEX.IC2503 |
0.008463 |
0.009915 |
-0.001452 |
-0.008431 |
-0.000077 |
-0.018719 |
- |
5704.0 |
5648.0 |
- |
5752.500 |
20250321 |
109 |
222 |
| CFFEX.IC2506 |
0.008463 |
0.010613 |
-0.00215 |
-0.020043 |
-0.000184 |
-0.0445 |
- |
5637.2 |
5578.0 |
- |
5752.500 |
20250620 |
174 |
222 |
| CFFEX.IF2409 |
0.005521 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3956.924 |
20240920 |
0 |
222 |
| CFFEX.IF2410 |
0.005521 |
0.0 |
0.005521 |
-0.011101 |
-inf |
-inf |
- |
3913.0 |
3913.0 |
- |
3956.924 |
20241018 |
0 |
222 |
| CFFEX.IF2411 |
0.005521 |
0.007317 |
-0.001796 |
0.002041 |
0.000107 |
0.025996 |
- |
3965.0 |
3936.2 |
- |
3956.924 |
20241115 |
19 |
222 |
| CFFEX.IF2503 |
0.005521 |
0.006085 |
-0.000564 |
0.002799 |
0.000026 |
0.006215 |
- |
3968.0 |
3944.0 |
- |
3956.924 |
20250321 |
109 |
222 |
| CFFEX.IF2506 |
0.005521 |
0.00422 |
0.001301 |
-0.001699 |
-0.000016 |
-0.003773 |
- |
3950.2 |
3933.6 |
- |
3956.924 |
20250620 |
174 |
222 |
| CFFEX.IH2409 |
0.003756 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2691.128 |
20240920 |
0 |
222 |
| CFFEX.IH2410 |
0.003756 |
0.0 |
0.003756 |
-0.008594 |
-inf |
-inf |
- |
2668.0 |
2668.0 |
- |
2691.128 |
20241018 |
0 |
222 |
| CFFEX.IH2411 |
0.003756 |
0.005289 |
-0.001532 |
0.002999 |
0.000158 |
0.038204 |
- |
2699.2 |
2685.0 |
- |
2691.128 |
20241115 |
19 |
222 |
| CFFEX.IH2503 |
0.003756 |
0.005336 |
-0.00158 |
0.008053 |
0.000074 |
0.017879 |
- |
2712.8 |
2698.4 |
- |
2691.128 |
20250321 |
109 |
222 |
| CFFEX.IH2506 |
0.003756 |
0.00363 |
0.000126 |
0.006715 |
0.000062 |
0.014909 |
- |
2709.2 |
2699.4 |
- |
2691.128 |
20250620 |
174 |
222 |