|
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_20241107_151354 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
0.017187 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6401.352 |
20241018 |
0 |
234 |
| CFFEX.IM2411 |
0.017187 |
0.018145 |
-0.000958 |
0.001039 |
0.000148 |
0.035903 |
-0.013559 |
6408.0 |
6293.8 |
6039.525 |
6401.352 |
20241115 |
7 |
234 |
| CFFEX.IM2412 |
0.017187 |
0.019272 |
-0.002085 |
-0.00193 |
-0.00006 |
-0.014593 |
-0.018697 |
6389.0 |
6268.2 |
5992.6 |
6401.352 |
20241220 |
32 |
234 |
| CFFEX.IM2503 |
0.017187 |
0.018965 |
-0.001778 |
-0.016302 |
-0.000168 |
-0.04067 |
- |
6297.0 |
6179.8 |
- |
6401.352 |
20250321 |
97 |
234 |
| CFFEX.IM2506 |
0.017187 |
0.020157 |
-0.002971 |
-0.032298 |
-0.000333 |
-0.080579 |
- |
6194.6 |
6072.2 |
- |
6401.352 |
20250620 |
162 |
234 |
| CFFEX.IC2410 |
0.018275 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6237.733 |
20241018 |
0 |
234 |
| CFFEX.IC2411 |
0.018275 |
0.018308 |
-0.000033 |
-0.001304 |
-0.000186 |
-0.045076 |
- |
6229.6 |
6117.6 |
- |
6237.733 |
20241115 |
7 |
234 |
| CFFEX.IC2412 |
0.018275 |
0.01834 |
-0.000065 |
-0.004799 |
-0.00015 |
-0.03629 |
- |
6207.8 |
6096.0 |
- |
6237.733 |
20241220 |
32 |
234 |
| CFFEX.IC2503 |
0.018275 |
0.017746 |
0.000529 |
-0.014386 |
-0.000148 |
-0.03589 |
- |
6148.0 |
6040.8 |
- |
6237.733 |
20250321 |
97 |
234 |
| CFFEX.IC2506 |
0.018275 |
0.016882 |
0.001393 |
-0.028557 |
-0.000294 |
-0.071246 |
- |
6059.6 |
5959.0 |
- |
6237.733 |
20250620 |
162 |
234 |
| CFFEX.IF2410 |
0.029883 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4144.541 |
20241018 |
0 |
234 |
| CFFEX.IF2411 |
0.029883 |
0.033713 |
-0.00383 |
0.006143 |
0.000878 |
0.212365 |
- |
4170.0 |
4034.0 |
- |
4144.541 |
20241115 |
7 |
234 |
| CFFEX.IF2412 |
0.029883 |
0.035389 |
-0.005506 |
0.009472 |
0.000296 |
0.071635 |
- |
4183.8 |
4040.8 |
- |
4144.541 |
20241220 |
32 |
234 |
| CFFEX.IF2503 |
0.029883 |
0.0357 |
-0.005817 |
0.012175 |
0.000126 |
0.030374 |
- |
4195.0 |
4050.4 |
- |
4144.541 |
20250321 |
97 |
234 |
| CFFEX.IF2506 |
0.029883 |
0.038021 |
-0.008138 |
0.010486 |
0.000108 |
0.026161 |
- |
4188.0 |
4034.6 |
- |
4144.541 |
20250620 |
162 |
234 |
| CFFEX.IH2410 |
0.033595 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2797.544 |
20241018 |
0 |
234 |
| CFFEX.IH2411 |
0.033595 |
0.038033 |
-0.004438 |
0.006812 |
0.000973 |
0.23549 |
- |
2816.6 |
2713.4 |
- |
2797.544 |
20241115 |
7 |
234 |
| CFFEX.IH2412 |
0.033595 |
0.039036 |
-0.00544 |
0.010458 |
0.000327 |
0.079087 |
- |
2826.8 |
2720.6 |
- |
2797.544 |
20241220 |
32 |
234 |
| CFFEX.IH2503 |
0.033595 |
0.039853 |
-0.006258 |
0.014747 |
0.000152 |
0.036792 |
- |
2838.8 |
2730.0 |
- |
2797.544 |
20250321 |
97 |
234 |
| CFFEX.IH2506 |
0.033595 |
0.04104 |
-0.007444 |
0.013746 |
0.000142 |
0.034295 |
- |
2836.0 |
2724.2 |
- |
2797.544 |
20250620 |
162 |
234 |