|
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_20241111_151423 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
0.024511 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6580.559 |
20241018 |
0 |
236 |
| CFFEX.IM2411 |
0.024511 |
0.018257 |
0.006254 |
-0.008352 |
-0.00167 |
-0.404223 |
-0.003707 |
6525.6 |
6408.6 |
6039.525 |
6580.559 |
20241115 |
5 |
236 |
| CFFEX.IM2412 |
0.024511 |
0.017017 |
0.007494 |
-0.013701 |
-0.000457 |
-0.11052 |
-0.006294 |
6490.4 |
6381.8 |
5992.6 |
6580.559 |
20241220 |
30 |
236 |
| CFFEX.IM2503 |
0.024511 |
0.015963 |
0.008548 |
-0.028958 |
-0.000305 |
-0.073766 |
- |
6390.0 |
6289.6 |
- |
6580.559 |
20250321 |
95 |
236 |
| CFFEX.IM2506 |
0.024511 |
0.015524 |
0.008987 |
-0.045674 |
-0.000481 |
-0.116348 |
- |
6280.0 |
6184.0 |
- |
6580.559 |
20250620 |
160 |
236 |
| CFFEX.IC2410 |
0.017342 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6330.354 |
20241018 |
0 |
236 |
| CFFEX.IC2411 |
0.017342 |
0.012869 |
0.004473 |
-0.007828 |
-0.001566 |
-0.378875 |
- |
6280.8 |
6201.0 |
- |
6330.354 |
20241115 |
5 |
236 |
| CFFEX.IC2412 |
0.017342 |
0.011079 |
0.006263 |
-0.013894 |
-0.000463 |
-0.112078 |
- |
6242.4 |
6174.0 |
- |
6330.354 |
20241220 |
30 |
236 |
| CFFEX.IC2503 |
0.017342 |
0.008799 |
0.008542 |
-0.025679 |
-0.00027 |
-0.065413 |
- |
6167.8 |
6114.0 |
- |
6330.354 |
20250321 |
95 |
236 |
| CFFEX.IC2506 |
0.017342 |
0.0067 |
0.010642 |
-0.041065 |
-0.000432 |
-0.104607 |
- |
6070.4 |
6030.0 |
- |
6330.354 |
20250620 |
160 |
236 |
| CFFEX.IF2410 |
0.006921 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4132.450 |
20241018 |
0 |
236 |
| CFFEX.IF2411 |
0.006921 |
0.004673 |
0.002247 |
-0.001174 |
-0.000235 |
-0.056804 |
- |
4127.6 |
4108.4 |
- |
4132.450 |
20241115 |
5 |
236 |
| CFFEX.IF2412 |
0.006921 |
0.005253 |
0.001668 |
0.000327 |
0.000011 |
0.002635 |
- |
4133.8 |
4112.2 |
- |
4132.450 |
20241220 |
30 |
236 |
| CFFEX.IF2503 |
0.006921 |
0.00441 |
0.002511 |
0.003085 |
0.000032 |
0.007859 |
- |
4145.2 |
4127.0 |
- |
4132.450 |
20250321 |
95 |
236 |
| CFFEX.IF2506 |
0.006921 |
0.00491 |
0.002011 |
0.00052 |
0.000005 |
0.001325 |
- |
4134.6 |
4114.4 |
- |
4132.450 |
20250620 |
160 |
236 |
| CFFEX.IH2410 |
-0.003820 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2754.974 |
20241018 |
0 |
236 |
| CFFEX.IH2411 |
-0.003820 |
-0.006133 |
0.002313 |
0.000009 |
0.000002 |
0.000457 |
- |
2755.0 |
2772.0 |
- |
2754.974 |
20241115 |
5 |
236 |
| CFFEX.IH2412 |
-0.003820 |
-0.006977 |
0.003157 |
0.002187 |
0.000073 |
0.017644 |
- |
2761.0 |
2780.4 |
- |
2754.974 |
20241220 |
30 |
236 |
| CFFEX.IH2503 |
-0.003820 |
-0.005523 |
0.001703 |
0.00647 |
0.000068 |
0.016483 |
- |
2772.8 |
2788.2 |
- |
2754.974 |
20250321 |
95 |
236 |
| CFFEX.IH2506 |
-0.003820 |
-0.007595 |
0.003775 |
0.005527 |
0.000058 |
0.014079 |
- |
2770.2 |
2791.4 |
- |
2754.974 |
20250620 |
160 |
236 |