|
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_20241030_151437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
0.005694 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6017.906 |
20240920 |
0 |
228 |
| CFFEX.IM2410 |
0.005694 |
0.0 |
0.005694 |
-0.044352 |
-inf |
-inf |
0.032481 |
5751.0 |
5751.0 |
6039.525 |
6017.906 |
20241018 |
0 |
228 |
| CFFEX.IM2411 |
0.005694 |
0.004717 |
0.000976 |
-0.001978 |
-0.000152 |
-0.036829 |
-0.017528 |
6006.0 |
5977.8 |
5992.6 |
6017.906 |
20241115 |
13 |
228 |
| CFFEX.IM2503 |
0.005694 |
0.003097 |
0.002597 |
-0.020457 |
-0.000199 |
-0.048063 |
- |
5894.8 |
5876.6 |
- |
6017.906 |
20250321 |
103 |
228 |
| CFFEX.IM2506 |
0.005694 |
0.00346 |
0.002233 |
-0.03621 |
-0.000352 |
-0.085075 |
- |
5800.0 |
5780.0 |
- |
6017.906 |
20250620 |
168 |
228 |
| CFFEX.IC2409 |
0.004074 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5836.207 |
20240920 |
0 |
228 |
| CFFEX.IC2410 |
0.004074 |
0.0 |
0.004074 |
-0.032591 |
-inf |
-inf |
- |
5646.0 |
5646.0 |
- |
5836.207 |
20241018 |
0 |
228 |
| CFFEX.IC2411 |
0.004074 |
0.002373 |
0.001701 |
-0.001098 |
-0.000084 |
-0.020436 |
- |
5829.8 |
5816.0 |
- |
5836.207 |
20241115 |
13 |
228 |
| CFFEX.IC2503 |
0.004074 |
0.002781 |
0.001293 |
-0.011516 |
-0.000112 |
-0.027056 |
- |
5769.0 |
5753.0 |
- |
5836.207 |
20250321 |
103 |
228 |
| CFFEX.IC2506 |
0.004074 |
0.002394 |
0.00168 |
-0.024229 |
-0.000235 |
-0.056927 |
- |
5694.8 |
5681.2 |
- |
5836.207 |
20250620 |
168 |
228 |
| CFFEX.IF2409 |
-0.008696 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3890.521 |
20240920 |
0 |
228 |
| CFFEX.IF2410 |
-0.008696 |
0.0 |
-0.008696 |
0.005778 |
inf |
inf |
- |
3913.0 |
3913.0 |
- |
3890.521 |
20241018 |
0 |
228 |
| CFFEX.IF2411 |
-0.008696 |
-0.010573 |
0.001878 |
0.000586 |
0.000045 |
0.010905 |
- |
3892.8 |
3934.4 |
- |
3890.521 |
20241115 |
13 |
228 |
| CFFEX.IF2503 |
-0.008696 |
-0.009952 |
0.001256 |
0.002385 |
0.000023 |
0.005604 |
- |
3899.8 |
3939.0 |
- |
3890.521 |
20250321 |
103 |
228 |
| CFFEX.IF2506 |
-0.008696 |
-0.00978 |
0.001085 |
-0.000699 |
-0.000007 |
-0.001643 |
- |
3887.8 |
3926.2 |
- |
3890.521 |
20250620 |
168 |
228 |
| CFFEX.IH2409 |
-0.011772 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2636.531 |
20240920 |
0 |
228 |
| CFFEX.IH2410 |
-0.011772 |
0.0 |
-0.011772 |
0.011936 |
inf |
inf |
- |
2668.0 |
2668.0 |
- |
2636.531 |
20241018 |
0 |
228 |
| CFFEX.IH2411 |
-0.011772 |
-0.012937 |
0.001164 |
0.001316 |
0.000101 |
0.024493 |
- |
2640.0 |
2674.6 |
- |
2636.531 |
20241115 |
13 |
228 |
| CFFEX.IH2503 |
-0.011772 |
-0.012733 |
0.00096 |
0.005791 |
0.000056 |
0.013607 |
- |
2651.8 |
2686.0 |
- |
2636.531 |
20250321 |
103 |
228 |
| CFFEX.IH2506 |
-0.011772 |
-0.011333 |
-0.000439 |
0.005867 |
0.000057 |
0.013785 |
- |
2652.0 |
2682.4 |
- |
2636.531 |
20250620 |
168 |
228 |