|
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_20241112_151412 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
-0.013336 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6491.269 |
20241018 |
0 |
237 |
| CFFEX.IM2411 |
-0.013336 |
-0.010666 |
-0.00267 |
-0.005433 |
-0.001358 |
-0.328715 |
-0.006794 |
6456.0 |
6525.6 |
6039.525 |
6491.269 |
20241115 |
4 |
237 |
| CFFEX.IM2412 |
-0.013336 |
-0.012696 |
-0.00064 |
-0.012828 |
-0.000442 |
-0.107046 |
-0.007154 |
6408.0 |
6490.4 |
5992.6 |
6491.269 |
20241220 |
29 |
237 |
| CFFEX.IM2503 |
-0.013336 |
-0.013615 |
0.000279 |
-0.029003 |
-0.000309 |
-0.074668 |
- |
6303.0 |
6390.0 |
- |
6491.269 |
20250321 |
94 |
237 |
| CFFEX.IM2506 |
-0.013336 |
-0.012898 |
-0.000438 |
-0.045025 |
-0.000479 |
-0.115915 |
- |
6199.0 |
6280.0 |
- |
6491.269 |
20250620 |
159 |
237 |
| CFFEX.IC2410 |
-0.010486 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6264.235 |
20241018 |
0 |
237 |
| CFFEX.IC2411 |
-0.010486 |
-0.007961 |
-0.002525 |
-0.005337 |
-0.001334 |
-0.322915 |
- |
6230.8 |
6280.8 |
- |
6264.235 |
20241115 |
4 |
237 |
| CFFEX.IC2412 |
-0.010486 |
-0.008942 |
-0.001543 |
-0.012777 |
-0.000441 |
-0.106618 |
- |
6184.2 |
6240.0 |
- |
6264.235 |
20241220 |
29 |
237 |
| CFFEX.IC2503 |
-0.010486 |
-0.009566 |
-0.00092 |
-0.024813 |
-0.000264 |
-0.06388 |
- |
6108.8 |
6167.8 |
- |
6264.235 |
20250321 |
94 |
237 |
| CFFEX.IC2506 |
-0.010486 |
-0.0085 |
-0.001985 |
-0.03918 |
-0.000417 |
-0.100869 |
- |
6018.8 |
6070.4 |
- |
6264.235 |
20250620 |
159 |
237 |
| CFFEX.IF2410 |
-0.010263 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4088.735 |
20241018 |
0 |
237 |
| CFFEX.IF2411 |
-0.010263 |
-0.011096 |
0.000833 |
-0.001696 |
-0.000424 |
-0.102615 |
- |
4081.8 |
4127.6 |
- |
4088.735 |
20241115 |
4 |
237 |
| CFFEX.IF2412 |
-0.010263 |
-0.011952 |
0.001689 |
-0.001207 |
-0.000042 |
-0.010072 |
- |
4083.8 |
4133.2 |
- |
4088.735 |
20241220 |
29 |
237 |
| CFFEX.IF2503 |
-0.010263 |
-0.013075 |
0.002813 |
0.000554 |
0.000006 |
0.001426 |
- |
4091.0 |
4145.2 |
- |
4088.735 |
20250321 |
94 |
237 |
| CFFEX.IF2506 |
-0.010263 |
-0.014512 |
0.004249 |
-0.003457 |
-0.000037 |
-0.0089 |
- |
4074.6 |
4134.6 |
- |
4088.735 |
20250620 |
159 |
237 |
| CFFEX.IH2410 |
-0.014120 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2714.861 |
20241018 |
0 |
237 |
| CFFEX.IH2411 |
-0.014120 |
-0.015819 |
0.001699 |
-0.000833 |
-0.000208 |
-0.050386 |
- |
2712.6 |
2756.2 |
- |
2714.861 |
20241115 |
4 |
237 |
| CFFEX.IH2412 |
-0.014120 |
-0.016298 |
0.002178 |
0.00042 |
0.000014 |
0.003501 |
- |
2716.0 |
2761.0 |
- |
2714.861 |
20241220 |
29 |
237 |
| CFFEX.IH2503 |
-0.014120 |
-0.016445 |
0.002325 |
0.004545 |
0.000048 |
0.011701 |
- |
2727.2 |
2772.8 |
- |
2714.861 |
20250321 |
94 |
237 |
| CFFEX.IH2506 |
-0.014120 |
-0.016389 |
0.002268 |
0.003661 |
0.000039 |
0.009425 |
- |
2724.8 |
2770.2 |
- |
2714.861 |
20250620 |
159 |
237 |