|
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_20241114_151402 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
-0.030986 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6273.780 |
20241018 |
0 |
239 |
| CFFEX.IM2411 |
-0.030986 |
-0.025817 |
-0.005169 |
0.000832 |
0.000416 |
0.100676 |
-0.013075 |
6279.0 |
6445.4 |
6039.525 |
6273.780 |
20241115 |
2 |
239 |
| CFFEX.IM2412 |
-0.030986 |
-0.024666 |
-0.00632 |
-0.005448 |
-0.000202 |
-0.048831 |
-0.014641 |
6239.6 |
6397.4 |
5992.6 |
6273.780 |
20241220 |
27 |
239 |
| CFFEX.IM2503 |
-0.030986 |
-0.024852 |
-0.006134 |
-0.021834 |
-0.000237 |
-0.057432 |
- |
6136.8 |
6293.2 |
- |
6273.780 |
20250321 |
92 |
239 |
| CFFEX.IM2506 |
-0.030986 |
-0.026826 |
-0.00416 |
-0.040132 |
-0.000436 |
-0.105565 |
- |
6022.0 |
6188.0 |
- |
6273.780 |
20250620 |
157 |
239 |
| CFFEX.IC2410 |
-0.029017 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6078.199 |
20241018 |
0 |
239 |
| CFFEX.IC2411 |
-0.029017 |
-0.023795 |
-0.005222 |
0.001645 |
0.000823 |
0.199092 |
- |
6088.2 |
6236.6 |
- |
6078.199 |
20241115 |
2 |
239 |
| CFFEX.IC2412 |
-0.029017 |
-0.020852 |
-0.008165 |
-0.003422 |
-0.000127 |
-0.03067 |
- |
6057.4 |
6186.4 |
- |
6078.199 |
20241220 |
27 |
239 |
| CFFEX.IC2503 |
-0.029017 |
-0.020625 |
-0.008392 |
-0.015662 |
-0.00017 |
-0.041199 |
- |
5983.0 |
6109.0 |
- |
6078.199 |
20250321 |
92 |
239 |
| CFFEX.IC2506 |
-0.029017 |
-0.021573 |
-0.007444 |
-0.031457 |
-0.000342 |
-0.082744 |
- |
5887.0 |
6016.8 |
- |
6078.199 |
20250620 |
157 |
239 |
| CFFEX.IF2410 |
-0.017347 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4039.580 |
20241018 |
0 |
239 |
| CFFEX.IF2411 |
-0.017347 |
-0.017478 |
0.000131 |
-0.000837 |
-0.000418 |
-0.101243 |
- |
4036.2 |
4108.0 |
- |
4039.580 |
20241115 |
2 |
239 |
| CFFEX.IF2412 |
-0.017347 |
-0.017263 |
-0.000083 |
0.00055 |
0.00002 |
0.004926 |
- |
4041.8 |
4112.8 |
- |
4039.580 |
20241220 |
27 |
239 |
| CFFEX.IF2503 |
-0.017347 |
-0.016943 |
-0.000404 |
0.002579 |
0.000028 |
0.006785 |
- |
4050.0 |
4119.8 |
- |
4039.580 |
20250321 |
92 |
239 |
| CFFEX.IF2506 |
-0.017347 |
-0.016186 |
-0.00116 |
-0.000936 |
-0.00001 |
-0.002461 |
- |
4035.8 |
4102.2 |
- |
4039.580 |
20250620 |
157 |
239 |
| CFFEX.IH2410 |
-0.009017 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2703.628 |
20241018 |
0 |
239 |
| CFFEX.IH2411 |
-0.009017 |
-0.007407 |
-0.00161 |
0.001247 |
0.000624 |
0.150913 |
- |
2707.0 |
2727.2 |
- |
2703.628 |
20241115 |
2 |
239 |
| CFFEX.IH2412 |
-0.009017 |
-0.00819 |
-0.000827 |
0.003319 |
0.000123 |
0.029744 |
- |
2712.6 |
2735.0 |
- |
2703.628 |
20241220 |
27 |
239 |
| CFFEX.IH2503 |
-0.009017 |
-0.009688 |
0.000671 |
0.005686 |
0.000062 |
0.014956 |
- |
2719.0 |
2745.6 |
- |
2703.628 |
20250321 |
92 |
239 |
| CFFEX.IH2506 |
-0.009017 |
-0.008602 |
-0.000415 |
0.005982 |
0.000065 |
0.015734 |
- |
2719.8 |
2743.4 |
- |
2703.628 |
20250620 |
157 |
239 |