|
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_20241113_151423 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
-0.002624 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6474.936 |
20241018 |
0 |
238 |
| CFFEX.IM2411 |
-0.002624 |
-0.001642 |
-0.000982 |
-0.004562 |
-0.001521 |
-0.367968 |
-0.007711 |
6445.4 |
6456.0 |
6039.525 |
6474.936 |
20241115 |
3 |
238 |
| CFFEX.IM2412 |
-0.002624 |
-0.001654 |
-0.00097 |
-0.012006 |
-0.000429 |
-0.103763 |
-0.008025 |
6397.2 |
6407.8 |
5992.6 |
6474.936 |
20241220 |
28 |
238 |
| CFFEX.IM2503 |
-0.002624 |
-0.001396 |
-0.001228 |
-0.028068 |
-0.000302 |
-0.073036 |
- |
6293.2 |
6302.0 |
- |
6474.936 |
20250321 |
93 |
238 |
| CFFEX.IM2506 |
-0.002624 |
-0.001774 |
-0.00085 |
-0.044315 |
-0.000477 |
-0.115314 |
- |
6188.0 |
6199.0 |
- |
6474.936 |
20250620 |
158 |
238 |
| CFFEX.IC2410 |
-0.000734 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6259.288 |
20241018 |
0 |
238 |
| CFFEX.IC2411 |
-0.000734 |
0.000931 |
-0.001664 |
-0.003625 |
-0.001208 |
-0.292392 |
- |
6236.6 |
6230.8 |
- |
6259.288 |
20241115 |
3 |
238 |
| CFFEX.IC2412 |
-0.000734 |
0.000388 |
-0.001122 |
-0.011645 |
-0.000416 |
-0.100644 |
- |
6186.4 |
6184.0 |
- |
6259.288 |
20241220 |
28 |
238 |
| CFFEX.IC2503 |
-0.000734 |
0.000033 |
-0.000766 |
-0.02401 |
-0.000258 |
-0.062479 |
- |
6109.0 |
6108.8 |
- |
6259.288 |
20250321 |
93 |
238 |
| CFFEX.IC2506 |
-0.000734 |
-0.000332 |
-0.000401 |
-0.038741 |
-0.000417 |
-0.100809 |
- |
6016.8 |
6018.8 |
- |
6259.288 |
20250620 |
158 |
238 |
| CFFEX.IF2410 |
0.006543 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4112.475 |
20241018 |
0 |
238 |
| CFFEX.IF2411 |
0.006543 |
0.006419 |
0.000124 |
-0.001088 |
-0.000363 |
-0.087778 |
- |
4108.0 |
4081.8 |
- |
4112.475 |
20241115 |
3 |
238 |
| CFFEX.IF2412 |
0.006543 |
0.007101 |
-0.000558 |
0.000079 |
0.000003 |
0.000683 |
- |
4112.8 |
4083.8 |
- |
4112.475 |
20241220 |
28 |
238 |
| CFFEX.IF2503 |
0.006543 |
0.00704 |
-0.000497 |
0.001781 |
0.000019 |
0.004635 |
- |
4119.8 |
4091.0 |
- |
4112.475 |
20250321 |
93 |
238 |
| CFFEX.IF2506 |
0.006543 |
0.006774 |
-0.000231 |
-0.002498 |
-0.000027 |
-0.006501 |
- |
4102.2 |
4074.6 |
- |
4112.475 |
20250620 |
158 |
238 |
| CFFEX.IH2410 |
0.006429 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2729.703 |
20241018 |
0 |
238 |
| CFFEX.IH2411 |
0.006429 |
0.005456 |
0.000973 |
-0.000917 |
-0.000306 |
-0.073967 |
- |
2727.2 |
2712.4 |
- |
2729.703 |
20241115 |
3 |
238 |
| CFFEX.IH2412 |
0.006429 |
0.006996 |
-0.000566 |
0.001941 |
0.000069 |
0.016772 |
- |
2735.0 |
2716.0 |
- |
2729.703 |
20241220 |
28 |
238 |
| CFFEX.IH2503 |
0.006429 |
0.006747 |
-0.000318 |
0.005824 |
0.000063 |
0.015154 |
- |
2745.6 |
2727.2 |
- |
2729.703 |
20250321 |
93 |
238 |
| CFFEX.IH2506 |
0.006429 |
0.007048 |
-0.000619 |
0.005018 |
0.000054 |
0.013057 |
- |
2743.4 |
2724.2 |
- |
2729.703 |
20250620 |
158 |
238 |