|
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_20241025_151409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
0.019154 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5973.907 |
20240920 |
0 |
225 |
| CFFEX.IM2410 |
0.019154 |
0.0 |
0.019154 |
-0.037313 |
-inf |
-inf |
0.025281 |
5751.0 |
5751.0 |
6039.525 |
5973.907 |
20241018 |
0 |
225 |
| CFFEX.IM2411 |
0.019154 |
0.023383 |
-0.004229 |
0.003698 |
0.000231 |
0.055936 |
-0.023059 |
5996.0 |
5859.0 |
5992.6 |
5973.907 |
20241115 |
16 |
225 |
| CFFEX.IM2503 |
0.019154 |
0.025681 |
-0.006527 |
-0.01053 |
-0.000099 |
-0.024041 |
- |
5911.0 |
5763.0 |
- |
5973.907 |
20250321 |
106 |
225 |
| CFFEX.IM2506 |
0.019154 |
0.025764 |
-0.00661 |
-0.026968 |
-0.000254 |
-0.061569 |
- |
5812.8 |
5666.8 |
- |
5973.907 |
20250620 |
171 |
225 |
| CFFEX.IC2409 |
0.014294 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5808.563 |
20240920 |
0 |
225 |
| CFFEX.IC2410 |
0.014294 |
0.0 |
0.014294 |
-0.027987 |
-inf |
-inf |
- |
5646.0 |
5646.0 |
- |
5808.563 |
20241018 |
0 |
225 |
| CFFEX.IC2411 |
0.014294 |
0.014751 |
-0.000457 |
-0.000441 |
-0.000028 |
-0.006674 |
- |
5806.0 |
5721.6 |
- |
5808.563 |
20241115 |
16 |
225 |
| CFFEX.IC2503 |
0.014294 |
0.014942 |
-0.000648 |
-0.008361 |
-0.000079 |
-0.019087 |
- |
5760.0 |
5675.2 |
- |
5808.563 |
20250321 |
106 |
225 |
| CFFEX.IC2506 |
0.014294 |
0.014402 |
-0.000108 |
-0.020205 |
-0.000191 |
-0.046129 |
- |
5691.2 |
5610.4 |
- |
5808.563 |
20250620 |
171 |
225 |
| CFFEX.IF2409 |
0.007588 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3958.646 |
20240920 |
0 |
225 |
| CFFEX.IF2410 |
0.007588 |
0.0 |
0.007588 |
-0.011531 |
-inf |
-inf |
- |
3913.0 |
3913.0 |
- |
3958.646 |
20241018 |
0 |
225 |
| CFFEX.IF2411 |
0.007588 |
0.006458 |
0.00113 |
-0.000062 |
-0.000004 |
-0.00094 |
- |
3958.4 |
3933.0 |
- |
3958.646 |
20241115 |
16 |
225 |
| CFFEX.IF2503 |
0.007588 |
0.006811 |
0.000777 |
0.000797 |
0.000008 |
0.001819 |
- |
3961.8 |
3935.0 |
- |
3958.646 |
20250321 |
106 |
225 |
| CFFEX.IF2506 |
0.007588 |
0.007095 |
0.000493 |
-0.003195 |
-0.00003 |
-0.007293 |
- |
3946.0 |
3918.2 |
- |
3958.646 |
20250620 |
171 |
225 |
| CFFEX.IH2409 |
0.001834 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2685.620 |
20240920 |
0 |
225 |
| CFFEX.IH2410 |
0.001834 |
0.0 |
0.001834 |
-0.006561 |
-inf |
-inf |
- |
2668.0 |
2668.0 |
- |
2685.620 |
20241018 |
0 |
225 |
| CFFEX.IH2411 |
0.001834 |
0.00067 |
0.001163 |
0.00029 |
0.000018 |
0.004393 |
- |
2686.4 |
2684.6 |
- |
2685.620 |
20241115 |
16 |
225 |
| CFFEX.IH2503 |
0.001834 |
0.000593 |
0.00124 |
0.004908 |
0.000046 |
0.011204 |
- |
2698.8 |
2697.2 |
- |
2685.620 |
20250321 |
106 |
225 |
| CFFEX.IH2506 |
0.001834 |
-0.001631 |
0.003465 |
0.002748 |
0.000026 |
0.006274 |
- |
2693.0 |
2697.4 |
- |
2685.620 |
20250620 |
171 |
225 |