|
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_20241106_151358 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
0.003843 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6290.622 |
20241018 |
0 |
233 |
| CFFEX.IM2411 |
0.003843 |
0.001655 |
0.002187 |
0.000505 |
0.000063 |
0.015282 |
-0.012769 |
6293.8 |
6283.4 |
6039.525 |
6290.622 |
20241115 |
8 |
233 |
| CFFEX.IM2412 |
0.003843 |
0.00115 |
0.002693 |
-0.003501 |
-0.000106 |
-0.025672 |
-0.016724 |
6268.6 |
6261.4 |
5992.6 |
6290.622 |
20241220 |
33 |
233 |
| CFFEX.IM2503 |
0.003843 |
0.001004 |
0.002838 |
-0.017617 |
-0.00018 |
-0.043503 |
- |
6179.8 |
6173.6 |
- |
6290.622 |
20250321 |
98 |
233 |
| CFFEX.IM2506 |
0.003843 |
-0.000132 |
0.003974 |
-0.034722 |
-0.000354 |
-0.085742 |
- |
6072.2 |
6073.0 |
- |
6290.622 |
20250620 |
163 |
233 |
| CFFEX.IC2410 |
0.001846 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6123.254 |
20241018 |
0 |
233 |
| CFFEX.IC2411 |
0.001846 |
0.001572 |
0.000274 |
-0.000923 |
-0.000115 |
-0.027932 |
- |
6117.6 |
6108.0 |
- |
6123.254 |
20241115 |
8 |
233 |
| CFFEX.IC2412 |
0.001846 |
0.000361 |
0.001485 |
-0.004451 |
-0.000135 |
-0.03264 |
- |
6096.0 |
6093.8 |
- |
6123.254 |
20241220 |
33 |
233 |
| CFFEX.IC2503 |
0.001846 |
0.001127 |
0.000719 |
-0.013466 |
-0.000137 |
-0.033252 |
- |
6040.8 |
6034.0 |
- |
6123.254 |
20250321 |
98 |
233 |
| CFFEX.IC2506 |
0.001846 |
0.00121 |
0.000636 |
-0.026825 |
-0.000274 |
-0.06624 |
- |
5959.0 |
5951.8 |
- |
6123.254 |
20250620 |
163 |
233 |
| CFFEX.IF2410 |
-0.004619 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4025.890 |
20241018 |
0 |
233 |
| CFFEX.IF2411 |
-0.004619 |
-0.006306 |
0.001687 |
0.002014 |
0.000252 |
0.060937 |
- |
4034.0 |
4059.6 |
- |
4025.890 |
20241115 |
8 |
233 |
| CFFEX.IF2412 |
-0.004619 |
-0.006686 |
0.002067 |
0.003704 |
0.000112 |
0.027159 |
- |
4040.8 |
4068.0 |
- |
4025.890 |
20241220 |
33 |
233 |
| CFFEX.IF2503 |
-0.004619 |
-0.006134 |
0.001515 |
0.006088 |
0.000062 |
0.015034 |
- |
4050.4 |
4075.4 |
- |
4025.890 |
20250321 |
98 |
233 |
| CFFEX.IF2506 |
-0.004619 |
-0.007185 |
0.002566 |
0.002163 |
0.000022 |
0.005343 |
- |
4034.6 |
4063.8 |
- |
4025.890 |
20250620 |
163 |
233 |
| CFFEX.IH2410 |
-0.006898 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2708.852 |
20241018 |
0 |
233 |
| CFFEX.IH2411 |
-0.006898 |
-0.009708 |
0.00281 |
0.001679 |
0.00021 |
0.050788 |
- |
2713.4 |
2740.0 |
- |
2708.852 |
20241115 |
8 |
233 |
| CFFEX.IH2412 |
-0.006898 |
-0.008961 |
0.002063 |
0.004337 |
0.000131 |
0.031804 |
- |
2720.6 |
2745.2 |
- |
2708.852 |
20241220 |
33 |
233 |
| CFFEX.IH2503 |
-0.006898 |
-0.008787 |
0.001889 |
0.007807 |
0.00008 |
0.019279 |
- |
2730.0 |
2754.2 |
- |
2708.852 |
20250321 |
98 |
233 |
| CFFEX.IH2506 |
-0.006898 |
-0.009238 |
0.00234 |
0.005666 |
0.000058 |
0.013991 |
- |
2724.2 |
2749.6 |
- |
2708.852 |
20250620 |
163 |
233 |