|
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_20241023_151409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
0.002197 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5901.755 |
20240920 |
0 |
223 |
| CFFEX.IM2410 |
0.002197 |
0.0 |
0.002197 |
-0.025544 |
-inf |
-inf |
0.013475 |
5751.0 |
5751.0 |
6039.525 |
5901.755 |
20241018 |
0 |
223 |
| CFFEX.IM2411 |
0.002197 |
0.002962 |
-0.000765 |
-0.001788 |
-0.000099 |
-0.024045 |
-0.017377 |
5891.2 |
5873.8 |
5992.6 |
5901.755 |
20241115 |
18 |
223 |
| CFFEX.IM2503 |
0.002197 |
0.003323 |
-0.001126 |
-0.01775 |
-0.000164 |
-0.039773 |
- |
5797.0 |
5777.8 |
- |
5901.755 |
20250321 |
108 |
223 |
| CFFEX.IM2506 |
0.002197 |
0.00345 |
-0.001253 |
-0.034084 |
-0.000316 |
-0.076373 |
- |
5700.6 |
5681.0 |
- |
5901.755 |
20250620 |
173 |
223 |
| CFFEX.IC2409 |
0.003687 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5775.066 |
20240920 |
0 |
223 |
| CFFEX.IC2410 |
0.003687 |
0.0 |
0.003687 |
-0.022349 |
-inf |
-inf |
- |
5646.0 |
5646.0 |
- |
5775.066 |
20241018 |
0 |
223 |
| CFFEX.IC2411 |
0.003687 |
0.003061 |
0.000626 |
-0.001293 |
-0.000072 |
-0.017381 |
- |
5767.6 |
5750.0 |
- |
5775.066 |
20241115 |
18 |
223 |
| CFFEX.IC2503 |
0.003687 |
0.003576 |
0.000111 |
-0.008773 |
-0.000081 |
-0.019659 |
- |
5724.4 |
5704.0 |
- |
5775.066 |
20250321 |
108 |
223 |
| CFFEX.IC2506 |
0.003687 |
0.004896 |
-0.001209 |
-0.019093 |
-0.000177 |
-0.042783 |
- |
5664.8 |
5637.2 |
- |
5775.066 |
20250620 |
173 |
223 |
| CFFEX.IF2409 |
0.003909 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3973.247 |
20240920 |
0 |
223 |
| CFFEX.IF2410 |
0.003909 |
0.0 |
0.003909 |
-0.015163 |
-inf |
-inf |
- |
3913.0 |
3913.0 |
- |
3973.247 |
20241018 |
0 |
223 |
| CFFEX.IF2411 |
0.003909 |
0.00338 |
0.00053 |
0.001297 |
0.000072 |
0.017436 |
- |
3978.4 |
3965.0 |
- |
3973.247 |
20241115 |
18 |
223 |
| CFFEX.IF2503 |
0.003909 |
0.003831 |
0.000078 |
0.002505 |
0.000023 |
0.005613 |
- |
3983.2 |
3968.0 |
- |
3973.247 |
20250321 |
108 |
223 |
| CFFEX.IF2506 |
0.003909 |
0.004815 |
-0.000906 |
-0.002126 |
-0.00002 |
-0.004764 |
- |
3964.8 |
3945.8 |
- |
3973.247 |
20250620 |
173 |
223 |
| CFFEX.IH2409 |
0.005723 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2708.072 |
20240920 |
0 |
223 |
| CFFEX.IH2410 |
0.005723 |
0.0 |
0.005723 |
-0.014797 |
-inf |
-inf |
- |
2668.0 |
2668.0 |
- |
2708.072 |
20241018 |
0 |
223 |
| CFFEX.IH2411 |
0.005723 |
0.005261 |
0.000462 |
0.001967 |
0.000109 |
0.026451 |
- |
2713.4 |
2699.2 |
- |
2708.072 |
20241115 |
18 |
223 |
| CFFEX.IH2503 |
0.005723 |
0.00435 |
0.001373 |
0.006103 |
0.000057 |
0.013676 |
- |
2724.6 |
2712.8 |
- |
2708.072 |
20250321 |
108 |
223 |
| CFFEX.IH2506 |
0.005723 |
0.004872 |
0.000851 |
0.005291 |
0.000049 |
0.011855 |
- |
2722.4 |
2709.2 |
- |
2708.072 |
20250620 |
173 |
223 |