|
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_20241115_151434 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
-0.023178 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6126.817 |
20241018 |
0 |
240 |
| CFFEX.IM2411 |
-0.023178 |
-0.010097 |
-0.01308 |
0.014491 |
0.014491 |
3.506794 |
-0.026625 |
6215.6 |
6279.0 |
6039.525 |
6126.817 |
20241115 |
1 |
240 |
| CFFEX.IM2412 |
-0.023178 |
-0.021892 |
-0.001285 |
-0.003887 |
-0.00015 |
-0.036182 |
-0.015893 |
6103.0 |
6239.6 |
5992.6 |
6126.817 |
20241220 |
26 |
240 |
| CFFEX.IM2503 |
-0.023178 |
-0.021868 |
-0.001309 |
-0.020274 |
-0.000223 |
-0.053916 |
- |
6002.6 |
6136.8 |
- |
6126.817 |
20250321 |
91 |
240 |
| CFFEX.IM2506 |
-0.023178 |
-0.020956 |
-0.002221 |
-0.037706 |
-0.000414 |
-0.100273 |
- |
5895.8 |
6022.0 |
- |
6126.817 |
20250620 |
156 |
240 |
| CFFEX.IC2410 |
-0.024942 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5926.703 |
20241018 |
0 |
240 |
| CFFEX.IC2411 |
-0.024942 |
-0.015451 |
-0.009491 |
0.012806 |
0.012806 |
3.099037 |
- |
6002.6 |
6096.8 |
- |
5926.703 |
20241115 |
1 |
240 |
| CFFEX.IC2412 |
-0.024942 |
-0.023806 |
-0.001136 |
-0.002278 |
-0.000088 |
-0.021206 |
- |
5913.2 |
6057.4 |
- |
5926.703 |
20241220 |
26 |
240 |
| CFFEX.IC2503 |
-0.024942 |
-0.021661 |
-0.00328 |
-0.012368 |
-0.000136 |
-0.032891 |
- |
5853.4 |
5983.0 |
- |
5926.703 |
20250321 |
91 |
240 |
| CFFEX.IC2506 |
-0.024942 |
-0.020961 |
-0.00398 |
-0.02752 |
-0.000302 |
-0.073185 |
- |
5763.6 |
5887.0 |
- |
5926.703 |
20250620 |
156 |
240 |
| CFFEX.IF2410 |
-0.016746 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3971.971 |
20241018 |
0 |
240 |
| CFFEX.IF2411 |
-0.016746 |
-0.005302 |
-0.011444 |
0.010783 |
0.010783 |
2.609439 |
- |
4014.8 |
4036.2 |
- |
3971.971 |
20241115 |
1 |
240 |
| CFFEX.IF2412 |
-0.016746 |
-0.016824 |
0.000078 |
0.00046 |
0.000018 |
0.004286 |
- |
3973.8 |
4041.8 |
- |
3971.971 |
20241220 |
26 |
240 |
| CFFEX.IF2503 |
-0.016746 |
-0.017037 |
0.000291 |
0.002273 |
0.000025 |
0.006045 |
- |
3981.0 |
4050.0 |
- |
3971.971 |
20250321 |
91 |
240 |
| CFFEX.IF2506 |
-0.016746 |
-0.016007 |
-0.000739 |
-0.000194 |
-0.000002 |
-0.000516 |
- |
3971.2 |
4035.8 |
- |
3971.971 |
20250620 |
156 |
240 |
| CFFEX.IH2410 |
-0.011045 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2674.285 |
20241018 |
0 |
240 |
| CFFEX.IH2411 |
-0.011045 |
-0.003399 |
-0.007646 |
0.008793 |
0.008793 |
2.127907 |
- |
2697.8 |
2707.0 |
- |
2674.285 |
20241115 |
1 |
240 |
| CFFEX.IH2412 |
-0.011045 |
-0.013493 |
0.002448 |
0.000641 |
0.000025 |
0.005969 |
- |
2676.0 |
2712.6 |
- |
2674.285 |
20241220 |
26 |
240 |
| CFFEX.IH2503 |
-0.011045 |
-0.013019 |
0.001975 |
0.003483 |
0.000038 |
0.009263 |
- |
2683.6 |
2719.0 |
- |
2674.285 |
20250321 |
91 |
240 |
| CFFEX.IH2506 |
-0.011045 |
-0.013016 |
0.001971 |
0.003782 |
0.000042 |
0.010058 |
- |
2684.4 |
2719.8 |
- |
2674.285 |
20250620 |
156 |
240 |