|
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_20241105_151423 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
0.021511 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6183.323 |
20241018 |
0 |
232 |
| CFFEX.IM2411 |
0.021511 |
0.035942 |
-0.01443 |
0.016185 |
0.001798 |
0.435196 |
-0.028605 |
6283.4 |
6065.4 |
6039.525 |
6183.323 |
20241115 |
9 |
232 |
| CFFEX.IM2412 |
0.021511 |
0.037377 |
-0.015866 |
0.012627 |
0.000371 |
0.089875 |
-0.03308 |
6261.4 |
6035.8 |
5992.6 |
6183.323 |
20241220 |
34 |
232 |
| CFFEX.IM2503 |
0.021511 |
0.036535 |
-0.015023 |
-0.001572 |
-0.000016 |
-0.003844 |
- |
6173.6 |
5956.0 |
- |
6183.323 |
20250321 |
99 |
232 |
| CFFEX.IM2506 |
0.021511 |
0.037729 |
-0.016218 |
-0.017842 |
-0.00018 |
-0.043614 |
- |
6073.0 |
5852.2 |
- |
6183.323 |
20250620 |
164 |
232 |
| CFFEX.IC2410 |
0.019130 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6042.327 |
20241018 |
0 |
232 |
| CFFEX.IC2411 |
0.019130 |
0.030121 |
-0.010991 |
0.010869 |
0.001208 |
0.292251 |
- |
6108.0 |
5929.4 |
- |
6042.327 |
20241115 |
9 |
232 |
| CFFEX.IC2412 |
0.019130 |
0.02981 |
-0.010681 |
0.008519 |
0.000251 |
0.060633 |
- |
6093.8 |
5917.4 |
- |
6042.327 |
20241220 |
34 |
232 |
| CFFEX.IC2503 |
0.019130 |
0.029342 |
-0.010212 |
-0.001378 |
-0.000014 |
-0.003369 |
- |
6034.0 |
5862.0 |
- |
6042.327 |
20250321 |
99 |
232 |
| CFFEX.IC2506 |
0.019130 |
0.029616 |
-0.010487 |
-0.014982 |
-0.000151 |
-0.036623 |
- |
5951.8 |
5780.6 |
- |
6042.327 |
20250620 |
164 |
232 |
| CFFEX.IF2410 |
0.012478 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3993.984 |
20241018 |
0 |
232 |
| CFFEX.IF2411 |
0.012478 |
0.027279 |
-0.014801 |
0.016429 |
0.001825 |
0.44175 |
- |
4059.6 |
3951.8 |
- |
3993.984 |
20241115 |
9 |
232 |
| CFFEX.IF2412 |
0.012478 |
0.027532 |
-0.015054 |
0.018532 |
0.000545 |
0.131903 |
- |
4068.0 |
3959.0 |
- |
3993.984 |
20241220 |
34 |
232 |
| CFFEX.IF2503 |
0.012478 |
0.03013 |
-0.017652 |
0.020385 |
0.000206 |
0.049829 |
- |
4075.4 |
3956.2 |
- |
3993.984 |
20250321 |
99 |
232 |
| CFFEX.IF2506 |
0.012478 |
0.028081 |
-0.015604 |
0.01748 |
0.000177 |
0.04273 |
- |
4063.8 |
3952.8 |
- |
3993.984 |
20250620 |
164 |
232 |
| CFFEX.IH2410 |
0.007224 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2695.101 |
20241018 |
0 |
232 |
| CFFEX.IH2411 |
0.007224 |
0.021169 |
-0.013945 |
0.016659 |
0.001851 |
0.447955 |
- |
2740.0 |
2683.2 |
- |
2695.101 |
20241115 |
9 |
232 |
| CFFEX.IH2412 |
0.007224 |
0.020445 |
-0.01322 |
0.018589 |
0.000547 |
0.132309 |
- |
2745.2 |
2690.2 |
- |
2695.101 |
20241220 |
34 |
232 |
| CFFEX.IH2503 |
0.007224 |
0.021284 |
-0.01406 |
0.021928 |
0.000221 |
0.053603 |
- |
2754.2 |
2696.8 |
- |
2695.101 |
20250321 |
99 |
232 |
| CFFEX.IH2506 |
0.007224 |
0.02026 |
-0.013036 |
0.020222 |
0.000204 |
0.04943 |
- |
2749.6 |
2695.0 |
- |
2695.101 |
20250620 |
164 |
232 |