|
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_20241024_151441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
-0.007171 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5861.241 |
20240920 |
0 |
224 |
| CFFEX.IM2410 |
-0.007171 |
0.0 |
-0.007171 |
-0.018808 |
-inf |
-inf |
0.006846 |
5751.0 |
5751.0 |
6039.525 |
5861.241 |
20241018 |
0 |
224 |
| CFFEX.IM2411 |
-0.007171 |
-0.006111 |
-0.001061 |
-0.001031 |
-0.000061 |
-0.014672 |
-0.017999 |
5855.2 |
5891.2 |
5992.6 |
5861.241 |
20241115 |
17 |
224 |
| CFFEX.IM2503 |
-0.007171 |
-0.005865 |
-0.001306 |
-0.016761 |
-0.000157 |
-0.037908 |
- |
5763.0 |
5797.0 |
- |
5861.241 |
20250321 |
107 |
224 |
| CFFEX.IM2506 |
-0.007171 |
-0.005929 |
-0.001242 |
-0.033174 |
-0.00031 |
-0.075029 |
- |
5666.8 |
5700.6 |
- |
5861.241 |
20250620 |
172 |
224 |
| CFFEX.IC2409 |
-0.008354 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5728.127 |
20240920 |
0 |
224 |
| CFFEX.IC2410 |
-0.008354 |
0.0 |
-0.008354 |
-0.014337 |
-inf |
-inf |
- |
5646.0 |
5646.0 |
- |
5728.127 |
20241018 |
0 |
224 |
| CFFEX.IC2411 |
-0.008354 |
-0.007976 |
-0.000378 |
-0.001139 |
-0.000067 |
-0.016221 |
- |
5721.6 |
5767.6 |
- |
5728.127 |
20241115 |
17 |
224 |
| CFFEX.IC2503 |
-0.008354 |
-0.008595 |
0.000241 |
-0.00924 |
-0.000086 |
-0.020898 |
- |
5675.2 |
5724.4 |
- |
5728.127 |
20250321 |
107 |
224 |
| CFFEX.IC2506 |
-0.008354 |
-0.009603 |
0.001249 |
-0.020552 |
-0.000192 |
-0.046483 |
- |
5610.4 |
5664.8 |
- |
5728.127 |
20250620 |
172 |
224 |
| CFFEX.IF2409 |
-0.011140 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3928.949 |
20240920 |
0 |
224 |
| CFFEX.IF2410 |
-0.011140 |
0.0 |
-0.01114 |
-0.004059 |
-inf |
-inf |
- |
3913.0 |
3913.0 |
- |
3928.949 |
20241018 |
0 |
224 |
| CFFEX.IF2411 |
-0.011140 |
-0.011412 |
0.000272 |
0.001031 |
0.000061 |
0.014678 |
- |
3933.0 |
3978.4 |
- |
3928.949 |
20241115 |
17 |
224 |
| CFFEX.IF2503 |
-0.011140 |
-0.012101 |
0.000961 |
0.00154 |
0.000014 |
0.003483 |
- |
3935.0 |
3983.2 |
- |
3928.949 |
20250321 |
107 |
224 |
| CFFEX.IF2506 |
-0.011140 |
-0.011753 |
0.000614 |
-0.002736 |
-0.000026 |
-0.006188 |
- |
3918.2 |
3964.8 |
- |
3928.949 |
20250620 |
172 |
224 |
| CFFEX.IH2409 |
-0.009951 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2681.097 |
20240920 |
0 |
224 |
| CFFEX.IH2410 |
-0.009951 |
0.0 |
-0.009951 |
-0.004885 |
-inf |
-inf |
- |
2668.0 |
2668.0 |
- |
2681.097 |
20241018 |
0 |
224 |
| CFFEX.IH2411 |
-0.009951 |
-0.010614 |
0.000663 |
0.001307 |
0.000077 |
0.018599 |
- |
2684.6 |
2713.4 |
- |
2681.097 |
20241115 |
17 |
224 |
| CFFEX.IH2503 |
-0.009951 |
-0.010057 |
0.000105 |
0.006006 |
0.000056 |
0.013584 |
- |
2697.2 |
2724.6 |
- |
2681.097 |
20250321 |
107 |
224 |
| CFFEX.IH2506 |
-0.009951 |
-0.009183 |
-0.000768 |
0.006081 |
0.000057 |
0.013753 |
- |
2697.4 |
2722.4 |
- |
2681.097 |
20250620 |
172 |
224 |