|
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_20241104_151424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
0.020024 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6048.976 |
20241018 |
0 |
231 |
| CFFEX.IM2411 |
0.020024 |
0.024942 |
-0.004918 |
0.002715 |
0.000272 |
0.065707 |
-0.014492 |
6065.4 |
5917.8 |
6039.525 |
6048.976 |
20241115 |
10 |
231 |
| CFFEX.IM2412 |
0.020024 |
0.024754 |
-0.00473 |
-0.002178 |
-0.000062 |
-0.015061 |
-0.017417 |
6035.8 |
5890.0 |
5992.6 |
6048.976 |
20241220 |
35 |
231 |
| CFFEX.IM2503 |
0.020024 |
0.025306 |
-0.005282 |
-0.015371 |
-0.000154 |
-0.037197 |
- |
5956.0 |
5809.0 |
- |
6048.976 |
20250321 |
100 |
231 |
| CFFEX.IM2506 |
0.020024 |
0.024365 |
-0.004342 |
-0.03253 |
-0.000325 |
-0.078724 |
- |
5852.2 |
5713.0 |
- |
6048.976 |
20250620 |
165 |
231 |
| CFFEX.IC2410 |
0.016150 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5926.004 |
20241018 |
0 |
231 |
| CFFEX.IC2411 |
0.016150 |
0.015656 |
0.000494 |
0.000573 |
0.000057 |
0.013868 |
- |
5929.4 |
5838.0 |
- |
5926.004 |
20241115 |
10 |
231 |
| CFFEX.IC2412 |
0.016150 |
0.016561 |
-0.000411 |
-0.001452 |
-0.000041 |
-0.010039 |
- |
5917.4 |
5821.0 |
- |
5926.004 |
20241220 |
35 |
231 |
| CFFEX.IC2503 |
0.016150 |
0.016015 |
0.000135 |
-0.010801 |
-0.000108 |
-0.026137 |
- |
5862.0 |
5769.6 |
- |
5926.004 |
20250321 |
100 |
231 |
| CFFEX.IC2506 |
0.016150 |
0.015494 |
0.000655 |
-0.024537 |
-0.000245 |
-0.059379 |
- |
5780.6 |
5692.4 |
- |
5926.004 |
20250620 |
165 |
231 |
| CFFEX.IF2410 |
0.013706 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3943.336 |
20241018 |
0 |
231 |
| CFFEX.IF2411 |
0.013706 |
0.013022 |
0.000683 |
0.002146 |
0.000215 |
0.051943 |
- |
3951.8 |
3901.0 |
- |
3943.336 |
20241115 |
10 |
231 |
| CFFEX.IF2412 |
0.013706 |
0.013828 |
-0.000123 |
0.003972 |
0.000113 |
0.027465 |
- |
3959.0 |
3905.0 |
- |
3943.336 |
20241220 |
35 |
231 |
| CFFEX.IF2503 |
0.013706 |
0.011971 |
0.001735 |
0.003262 |
0.000033 |
0.007895 |
- |
3956.2 |
3909.4 |
- |
3943.336 |
20250321 |
100 |
231 |
| CFFEX.IF2506 |
0.013706 |
0.0151 |
-0.001394 |
0.0024 |
0.000024 |
0.005808 |
- |
3952.8 |
3894.0 |
- |
3943.336 |
20250620 |
165 |
231 |
| CFFEX.IH2410 |
0.008719 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2674.654 |
20241018 |
0 |
231 |
| CFFEX.IH2411 |
0.008719 |
0.008874 |
-0.000154 |
0.003195 |
0.00032 |
0.077323 |
- |
2683.2 |
2659.6 |
- |
2674.654 |
20241115 |
10 |
231 |
| CFFEX.IH2412 |
0.008719 |
0.009079 |
-0.00036 |
0.005588 |
0.00016 |
0.038637 |
- |
2689.6 |
2665.4 |
- |
2674.654 |
20241220 |
35 |
231 |
| CFFEX.IH2503 |
0.008719 |
0.009584 |
-0.000865 |
0.00828 |
0.000083 |
0.020037 |
- |
2696.8 |
2671.2 |
- |
2674.654 |
20250321 |
100 |
231 |
| CFFEX.IH2506 |
0.008719 |
0.009969 |
-0.001249 |
0.007607 |
0.000076 |
0.018409 |
- |
2695.0 |
2668.4 |
- |
2674.654 |
20250620 |
165 |
231 |