|
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_20241031_151446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2409 |
0.016055 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6115.985 |
20240920 |
0 |
229 |
| CFFEX.IM2410 |
0.016055 |
0.0 |
0.016055 |
-0.059677 |
-inf |
-inf |
0.04853 |
5751.0 |
5751.0 |
6039.525 |
6115.985 |
20241018 |
0 |
229 |
| CFFEX.IM2411 |
0.016055 |
0.014918 |
0.001136 |
-0.003333 |
-0.000278 |
-0.067217 |
-0.016431 |
6095.6 |
6006.0 |
5992.6 |
6115.985 |
20241115 |
12 |
229 |
| CFFEX.IM2503 |
0.016055 |
0.014284 |
0.001771 |
-0.022398 |
-0.00022 |
-0.05314 |
- |
5979.0 |
5894.8 |
- |
6115.985 |
20250321 |
102 |
229 |
| CFFEX.IM2506 |
0.016055 |
0.013793 |
0.002261 |
-0.038585 |
-0.000378 |
-0.091545 |
- |
5880.0 |
5800.0 |
- |
6115.985 |
20250620 |
167 |
229 |
| CFFEX.IC2409 |
0.010853 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5901.295 |
20240920 |
0 |
229 |
| CFFEX.IC2410 |
0.010853 |
0.0 |
0.010853 |
-0.043261 |
-inf |
-inf |
- |
5646.0 |
5646.0 |
- |
5901.295 |
20241018 |
0 |
229 |
| CFFEX.IC2411 |
0.010853 |
0.009228 |
0.001625 |
-0.002998 |
-0.00025 |
-0.06047 |
- |
5883.6 |
5829.8 |
- |
5901.295 |
20241115 |
12 |
229 |
| CFFEX.IC2503 |
0.010853 |
0.00676 |
0.004093 |
-0.015809 |
-0.000155 |
-0.037508 |
- |
5808.0 |
5769.0 |
- |
5901.295 |
20250321 |
102 |
229 |
| CFFEX.IC2506 |
0.010853 |
0.005935 |
0.004918 |
-0.029264 |
-0.000287 |
-0.06943 |
- |
5728.6 |
5694.8 |
- |
5901.295 |
20250620 |
167 |
229 |
| CFFEX.IF2409 |
0.000560 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3891.628 |
20240920 |
0 |
229 |
| CFFEX.IF2410 |
0.000560 |
0.0 |
0.00056 |
0.005492 |
inf |
inf |
- |
3913.0 |
3913.0 |
- |
3891.628 |
20241018 |
0 |
229 |
| CFFEX.IF2411 |
0.000560 |
-0.001541 |
0.002102 |
-0.001241 |
-0.000103 |
-0.025019 |
- |
3886.8 |
3892.8 |
- |
3891.628 |
20241115 |
12 |
229 |
| CFFEX.IF2503 |
0.000560 |
-0.002462 |
0.003022 |
-0.000367 |
-0.000004 |
-0.000871 |
- |
3890.2 |
3899.8 |
- |
3891.628 |
20250321 |
102 |
229 |
| CFFEX.IF2506 |
0.000560 |
-0.002006 |
0.002567 |
-0.002988 |
-0.000029 |
-0.007089 |
- |
3880.0 |
3887.8 |
- |
3891.628 |
20250620 |
167 |
229 |
| CFFEX.IH2409 |
-0.000757 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2632.744 |
20240920 |
0 |
229 |
| CFFEX.IH2410 |
-0.000757 |
0.0 |
-0.000757 |
0.013391 |
inf |
inf |
- |
2668.0 |
2668.0 |
- |
2632.744 |
20241018 |
0 |
229 |
| CFFEX.IH2411 |
-0.000757 |
-0.000379 |
-0.000378 |
0.002376 |
0.000198 |
0.047921 |
- |
2639.0 |
2640.0 |
- |
2632.744 |
20241115 |
12 |
229 |
| CFFEX.IH2503 |
-0.000757 |
0.000528 |
-0.001285 |
0.00777 |
0.000076 |
0.018434 |
- |
2653.2 |
2651.8 |
- |
2632.744 |
20250321 |
102 |
229 |
| CFFEX.IH2506 |
-0.000757 |
-0.000603 |
-0.000153 |
0.006706 |
0.000066 |
0.015911 |
- |
2650.4 |
2652.0 |
- |
2632.744 |
20250620 |
167 |
229 |