|
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_20241101_151504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
-0.030453 |
- |
- |
- |
- |
- |
- |
- |
5751.0 |
- |
5930.393 |
20241018 |
0 |
230 |
| CFFEX.IM2411 |
-0.030453 |
-0.029137 |
-0.001316 |
-0.002123 |
-0.000193 |
-0.046716 |
-0.009457 |
5917.8 |
6095.4 |
6039.525 |
5930.393 |
20241115 |
11 |
230 |
| CFFEX.IM2412 |
-0.030453 |
-0.02863 |
-0.001823 |
-0.006811 |
-0.000189 |
-0.045786 |
-0.01249 |
5890.0 |
6063.6 |
5992.6 |
5930.393 |
20241220 |
36 |
230 |
| CFFEX.IM2503 |
-0.030453 |
-0.028433 |
-0.00202 |
-0.02047 |
-0.000203 |
-0.049046 |
- |
5809.0 |
5979.0 |
- |
5930.393 |
20250321 |
101 |
230 |
| CFFEX.IM2506 |
-0.030453 |
-0.028401 |
-0.002052 |
-0.036657 |
-0.000363 |
-0.087833 |
- |
5713.0 |
5880.0 |
- |
5930.393 |
20250620 |
166 |
230 |
| CFFEX.IC2410 |
-0.011830 |
- |
- |
- |
- |
- |
- |
- |
5646.0 |
- |
5831.479 |
20241018 |
0 |
230 |
| CFFEX.IC2411 |
-0.011830 |
-0.00775 |
-0.004079 |
0.001118 |
0.000102 |
0.024601 |
- |
5838.0 |
5883.6 |
- |
5831.479 |
20241115 |
11 |
230 |
| CFFEX.IC2412 |
-0.011830 |
-0.006587 |
-0.005242 |
-0.001797 |
-0.00005 |
-0.01208 |
- |
5821.0 |
5859.6 |
- |
5831.479 |
20241220 |
36 |
230 |
| CFFEX.IC2503 |
-0.011830 |
-0.006612 |
-0.005218 |
-0.010611 |
-0.000105 |
-0.025425 |
- |
5769.6 |
5808.0 |
- |
5831.479 |
20250321 |
101 |
230 |
| CFFEX.IC2506 |
-0.011830 |
-0.006319 |
-0.005511 |
-0.02385 |
-0.000236 |
-0.057145 |
- |
5692.4 |
5728.6 |
- |
5831.479 |
20250620 |
166 |
230 |
| CFFEX.IF2410 |
-0.000037 |
- |
- |
- |
- |
- |
- |
- |
3913.0 |
- |
3890.897 |
20241018 |
0 |
230 |
| CFFEX.IF2411 |
-0.000037 |
0.003653 |
-0.00369 |
0.002597 |
0.000236 |
0.057125 |
- |
3901.0 |
3886.8 |
- |
3890.897 |
20241115 |
11 |
230 |
| CFFEX.IF2412 |
-0.000037 |
0.003082 |
-0.003119 |
0.003625 |
0.000101 |
0.024365 |
- |
3905.0 |
3893.0 |
- |
3890.897 |
20241220 |
36 |
230 |
| CFFEX.IF2503 |
-0.000037 |
0.004935 |
-0.004972 |
0.004755 |
0.000047 |
0.011394 |
- |
3909.4 |
3890.2 |
- |
3890.897 |
20250321 |
101 |
230 |
| CFFEX.IF2506 |
-0.000037 |
0.003608 |
-0.003645 |
0.000798 |
0.000008 |
0.001911 |
- |
3894.0 |
3880.0 |
- |
3890.897 |
20250620 |
166 |
230 |
| CFFEX.IH2410 |
0.007280 |
- |
- |
- |
- |
- |
- |
- |
2668.0 |
- |
2652.285 |
20241018 |
0 |
230 |
| CFFEX.IH2411 |
0.007280 |
0.007806 |
-0.000526 |
0.002758 |
0.000251 |
0.060676 |
- |
2659.6 |
2639.0 |
- |
2652.285 |
20241115 |
11 |
230 |
| CFFEX.IH2412 |
0.007280 |
0.007713 |
-0.000433 |
0.004945 |
0.000137 |
0.03324 |
- |
2665.4 |
2645.0 |
- |
2652.285 |
20241220 |
36 |
230 |
| CFFEX.IH2503 |
0.007280 |
0.006784 |
0.000495 |
0.007132 |
0.000071 |
0.017088 |
- |
2671.2 |
2653.2 |
- |
2652.285 |
20250321 |
101 |
230 |
| CFFEX.IH2506 |
0.007280 |
0.006791 |
0.000488 |
0.006076 |
0.00006 |
0.014558 |
- |
2668.4 |
2650.4 |
- |
2652.285 |
20250620 |
166 |
230 |