|
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_20241108_151332 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
0.003044 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6423.413 |
20241018 |
0 |
235 |
| CFFEX.IM2411 |
0.003044 |
0.000437 |
0.002607 |
-0.001964 |
-0.000327 |
-0.079198 |
-0.010413 |
6410.8 |
6408.0 |
6039.525 |
6423.413 |
20241115 |
6 |
235 |
| CFFEX.IM2412 |
0.003044 |
-0.001127 |
0.004171 |
-0.006478 |
-0.000209 |
-0.050573 |
-0.013886 |
6381.8 |
6389.0 |
5992.6 |
6423.413 |
20241220 |
31 |
235 |
| CFFEX.IM2503 |
0.003044 |
-0.001175 |
0.004219 |
-0.020832 |
-0.000217 |
-0.052514 |
- |
6289.6 |
6297.0 |
- |
6423.413 |
20250321 |
96 |
235 |
| CFFEX.IM2506 |
0.003044 |
-0.001711 |
0.004755 |
-0.037272 |
-0.000388 |
-0.093956 |
- |
6184.0 |
6194.6 |
- |
6423.413 |
20250620 |
161 |
235 |
| CFFEX.IC2410 |
-0.002563 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6223.566 |
20241018 |
0 |
235 |
| CFFEX.IC2411 |
-0.002563 |
-0.004687 |
0.002124 |
-0.003722 |
-0.00062 |
-0.150133 |
- |
6200.4 |
6229.6 |
- |
6223.566 |
20241115 |
6 |
235 |
| CFFEX.IC2412 |
-0.002563 |
-0.005445 |
0.002881 |
-0.007964 |
-0.000257 |
-0.062172 |
- |
6174.0 |
6207.8 |
- |
6223.566 |
20241220 |
31 |
235 |
| CFFEX.IC2503 |
-0.002563 |
-0.00553 |
0.002967 |
-0.017605 |
-0.000183 |
-0.044379 |
- |
6114.0 |
6148.0 |
- |
6223.566 |
20250321 |
96 |
235 |
| CFFEX.IC2506 |
-0.002563 |
-0.004885 |
0.002322 |
-0.031102 |
-0.000324 |
-0.078403 |
- |
6030.0 |
6059.6 |
- |
6223.566 |
20250620 |
161 |
235 |
| CFFEX.IF2410 |
-0.009239 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4107.392 |
20241018 |
0 |
235 |
| CFFEX.IF2411 |
-0.009239 |
-0.014772 |
0.005533 |
0.000245 |
0.000041 |
0.009898 |
- |
4108.4 |
4170.0 |
- |
4107.392 |
20241115 |
6 |
235 |
| CFFEX.IF2412 |
-0.009239 |
-0.017114 |
0.007874 |
0.001171 |
0.000038 |
0.009138 |
- |
4112.2 |
4183.8 |
- |
4107.392 |
20241220 |
31 |
235 |
| CFFEX.IF2503 |
-0.009239 |
-0.01621 |
0.006971 |
0.004774 |
0.00005 |
0.012034 |
- |
4127.0 |
4195.0 |
- |
4107.392 |
20250321 |
96 |
235 |
| CFFEX.IF2506 |
-0.009239 |
-0.017574 |
0.008335 |
0.001706 |
0.000018 |
0.004301 |
- |
4114.4 |
4188.0 |
- |
4107.392 |
20250620 |
161 |
235 |
| CFFEX.IH2410 |
-0.010577 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2768.266 |
20241018 |
0 |
235 |
| CFFEX.IH2411 |
-0.010577 |
-0.015695 |
0.005117 |
0.001349 |
0.000225 |
0.054404 |
- |
2772.0 |
2816.2 |
- |
2768.266 |
20241115 |
6 |
235 |
| CFFEX.IH2412 |
-0.010577 |
-0.016414 |
0.005837 |
0.004383 |
0.000141 |
0.034218 |
- |
2780.4 |
2826.8 |
- |
2768.266 |
20241220 |
31 |
235 |
| CFFEX.IH2503 |
-0.010577 |
-0.017824 |
0.007247 |
0.007201 |
0.000075 |
0.018152 |
- |
2788.2 |
2838.8 |
- |
2768.266 |
20250321 |
96 |
235 |
| CFFEX.IH2506 |
-0.010577 |
-0.015726 |
0.005149 |
0.008357 |
0.000087 |
0.021066 |
- |
2791.4 |
2836.0 |
- |
2768.266 |
20250620 |
161 |
235 |