|
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_20241028_151451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
0.017874 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6081.705 |
20240920 |
0 |
226 |
| CFFEX.IM2410 |
0.017874 |
0.0 |
0.017874 |
-0.054377 |
-inf |
-inf |
0.04292 |
5751.0 |
5751.0 |
6039.525 |
6081.705 |
20241018 |
0 |
226 |
| CFFEX.IM2411 |
0.017874 |
0.012208 |
0.005666 |
-0.002056 |
-0.000137 |
-0.033173 |
-0.017635 |
6069.2 |
5996.0 |
5992.6 |
6081.705 |
20241115 |
15 |
226 |
| CFFEX.IM2503 |
0.017874 |
0.011132 |
0.006742 |
-0.017282 |
-0.000165 |
-0.039831 |
- |
5976.6 |
5910.8 |
- |
6081.705 |
20250321 |
105 |
226 |
| CFFEX.IM2506 |
0.017874 |
0.011767 |
0.006107 |
-0.032969 |
-0.000314 |
-0.075985 |
- |
5881.2 |
5812.8 |
- |
6081.705 |
20250620 |
170 |
226 |
| CFFEX.IC2409 |
0.012714 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5883.552 |
20240920 |
0 |
226 |
| CFFEX.IC2410 |
0.012714 |
0.0 |
0.012714 |
-0.040376 |
-inf |
-inf |
- |
5646.0 |
5646.0 |
- |
5883.552 |
20241018 |
0 |
226 |
| CFFEX.IC2411 |
0.012714 |
0.01123 |
0.001484 |
-0.002099 |
-0.00014 |
-0.033871 |
- |
5871.2 |
5806.0 |
- |
5883.552 |
20241115 |
15 |
226 |
| CFFEX.IC2503 |
0.012714 |
0.009097 |
0.003617 |
-0.012093 |
-0.000115 |
-0.027872 |
- |
5812.4 |
5760.0 |
- |
5883.552 |
20250321 |
105 |
226 |
| CFFEX.IC2506 |
0.012714 |
0.010015 |
0.002698 |
-0.023005 |
-0.000219 |
-0.053021 |
- |
5748.2 |
5691.2 |
- |
5883.552 |
20250620 |
170 |
226 |
| CFFEX.IF2409 |
0.001623 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3962.842 |
20240920 |
0 |
226 |
| CFFEX.IF2410 |
0.001623 |
- |
- |
- |
- |
- |
- |
- |
3913.0 |
- |
3962.842 |
20241018 |
0 |
226 |
| CFFEX.IF2411 |
0.001623 |
0.002425 |
-0.000802 |
0.001302 |
0.000087 |
0.020999 |
- |
3968.0 |
3958.4 |
- |
3962.842 |
20241115 |
15 |
226 |
| CFFEX.IF2503 |
0.001623 |
0.002827 |
-0.001204 |
0.002563 |
0.000024 |
0.005908 |
- |
3973.0 |
3961.8 |
- |
3962.842 |
20250321 |
105 |
226 |
| CFFEX.IF2506 |
0.001623 |
0.002534 |
-0.000911 |
-0.001727 |
-0.000016 |
-0.003979 |
- |
3956.0 |
3946.0 |
- |
3962.842 |
20250620 |
170 |
226 |
| CFFEX.IH2409 |
0.000640 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2685.041 |
20240920 |
0 |
226 |
| CFFEX.IH2410 |
0.000640 |
0.0 |
0.00064 |
-0.006347 |
-inf |
-inf |
- |
2668.0 |
2668.0 |
- |
2685.041 |
20241018 |
0 |
226 |
| CFFEX.IH2411 |
0.000640 |
0.001712 |
-0.001073 |
0.002219 |
0.000148 |
0.035805 |
- |
2691.0 |
2686.4 |
- |
2685.041 |
20241115 |
15 |
226 |
| CFFEX.IH2503 |
0.000640 |
0.002297 |
-0.001658 |
0.007433 |
0.000071 |
0.017132 |
- |
2705.0 |
2698.8 |
- |
2685.041 |
20250321 |
105 |
226 |
| CFFEX.IH2506 |
0.000640 |
0.003193 |
-0.002554 |
0.006167 |
0.000059 |
0.014214 |
- |
2701.6 |
2693.0 |
- |
2685.041 |
20250620 |
170 |
226 |