|
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_20241029_151454 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
-0.016112 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5984.094 |
20240920 |
0 |
227 |
| CFFEX.IM2410 |
-0.016112 |
0.0 |
-0.016112 |
-0.038952 |
-inf |
-inf |
0.026948 |
5751.0 |
5751.0 |
6039.525 |
5984.094 |
20241018 |
0 |
227 |
| CFFEX.IM2411 |
-0.016112 |
-0.01506 |
-0.001052 |
-0.001052 |
-0.000075 |
-0.018181 |
-0.018355 |
5977.8 |
6069.2 |
5992.6 |
5984.094 |
20241115 |
14 |
227 |
| CFFEX.IM2503 |
-0.016112 |
-0.016732 |
0.00062 |
-0.017963 |
-0.000173 |
-0.041799 |
- |
5876.6 |
5976.6 |
- |
5984.094 |
20250321 |
104 |
227 |
| CFFEX.IM2506 |
-0.016112 |
-0.017207 |
0.001096 |
-0.034106 |
-0.000328 |
-0.079362 |
- |
5780.0 |
5881.2 |
- |
5984.094 |
20250620 |
169 |
227 |
| CFFEX.IC2409 |
-0.012366 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5810.963 |
20240920 |
0 |
227 |
| CFFEX.IC2410 |
-0.012366 |
0.0 |
-0.012366 |
-0.028388 |
-inf |
-inf |
- |
5646.0 |
5646.0 |
- |
5810.963 |
20241018 |
0 |
227 |
| CFFEX.IC2411 |
-0.012366 |
-0.009402 |
-0.002964 |
0.000867 |
0.000062 |
0.014983 |
- |
5816.0 |
5871.2 |
- |
5810.963 |
20241115 |
14 |
227 |
| CFFEX.IC2503 |
-0.012366 |
-0.01022 |
-0.002146 |
-0.009975 |
-0.000096 |
-0.023211 |
- |
5753.0 |
5812.4 |
- |
5810.963 |
20250321 |
104 |
227 |
| CFFEX.IC2506 |
-0.012366 |
-0.011656 |
-0.00071 |
-0.022331 |
-0.000215 |
-0.051962 |
- |
5681.2 |
5748.2 |
- |
5810.963 |
20250620 |
169 |
227 |
| CFFEX.IF2409 |
-0.010060 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3924.277 |
20240920 |
0 |
227 |
| CFFEX.IF2410 |
-0.010060 |
0.0 |
-0.01006 |
-0.002874 |
-inf |
-inf |
- |
3913.0 |
3913.0 |
- |
3924.277 |
20241018 |
0 |
227 |
| CFFEX.IF2411 |
-0.010060 |
-0.008468 |
-0.001592 |
0.00258 |
0.000184 |
0.04459 |
- |
3934.4 |
3968.0 |
- |
3924.277 |
20241115 |
14 |
227 |
| CFFEX.IF2503 |
-0.010060 |
-0.008558 |
-0.001502 |
0.003752 |
0.000036 |
0.00873 |
- |
3939.0 |
3973.0 |
- |
3924.277 |
20250321 |
104 |
227 |
| CFFEX.IF2506 |
-0.010060 |
-0.007533 |
-0.002527 |
0.00049 |
0.000005 |
0.00114 |
- |
3926.2 |
3956.0 |
- |
3924.277 |
20250620 |
169 |
227 |
| CFFEX.IH2409 |
-0.006879 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2667.811 |
20240920 |
0 |
227 |
| CFFEX.IH2410 |
-0.006879 |
0.0 |
-0.006879 |
0.000071 |
inf |
inf |
- |
2668.0 |
2668.0 |
- |
2667.811 |
20241018 |
0 |
227 |
| CFFEX.IH2411 |
-0.006879 |
-0.006094 |
-0.000784 |
0.002545 |
0.000182 |
0.043988 |
- |
2674.6 |
2691.0 |
- |
2667.811 |
20241115 |
14 |
227 |
| CFFEX.IH2503 |
-0.006879 |
-0.007024 |
0.000145 |
0.006818 |
0.000066 |
0.015865 |
- |
2686.0 |
2705.0 |
- |
2667.811 |
20250321 |
104 |
227 |
| CFFEX.IH2506 |
-0.006879 |
-0.007107 |
0.000228 |
0.005469 |
0.000053 |
0.012725 |
- |
2682.4 |
2701.6 |
- |
2667.811 |
20250620 |
169 |
227 |