|
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_20241118_151353 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
-0.024957 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5972.638 |
20241018 |
0 |
241 |
| CFFEX.IM2411 |
-0.024957 |
0.0 |
-0.024957 |
0.040679 |
inf |
inf |
-0.051853 |
6215.6 |
6215.6 |
6039.525 |
5972.638 |
20241115 |
0 |
241 |
| CFFEX.IM2412 |
-0.024957 |
-0.024349 |
-0.000608 |
-0.003054 |
-0.000122 |
-0.029559 |
-0.016325 |
5954.4 |
6103.0 |
5992.6 |
5972.638 |
20241220 |
25 |
241 |
| CFFEX.IM2503 |
-0.024957 |
-0.024589 |
-0.000368 |
-0.019696 |
-0.000219 |
-0.052961 |
- |
5855.0 |
6002.6 |
- |
5972.638 |
20250321 |
90 |
241 |
| CFFEX.IM2506 |
-0.024957 |
-0.024933 |
-0.000024 |
-0.037477 |
-0.000416 |
-0.100772 |
- |
5748.8 |
5895.8 |
- |
5972.638 |
20250620 |
155 |
241 |
| CFFEX.IC2410 |
-0.015544 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5832.393 |
20241018 |
0 |
241 |
| CFFEX.IC2411 |
-0.015544 |
0.0 |
-0.015544 |
0.029183 |
inf |
inf |
- |
6002.6 |
6002.6 |
- |
5832.393 |
20241115 |
0 |
241 |
| CFFEX.IC2412 |
-0.015544 |
-0.015423 |
-0.000121 |
-0.001782 |
-0.000071 |
-0.017249 |
- |
5822.0 |
5913.2 |
- |
5832.393 |
20241220 |
25 |
241 |
| CFFEX.IC2503 |
-0.015544 |
-0.016025 |
0.000481 |
-0.012481 |
-0.000139 |
-0.03356 |
- |
5759.6 |
5853.4 |
- |
5832.393 |
20250321 |
90 |
241 |
| CFFEX.IC2506 |
-0.015544 |
-0.015893 |
0.000349 |
-0.0275 |
-0.000306 |
-0.073945 |
- |
5672.0 |
5763.6 |
- |
5832.393 |
20250620 |
155 |
241 |
| CFFEX.IF2410 |
-0.004621 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3950.491 |
20241018 |
0 |
241 |
| CFFEX.IF2411 |
-0.004621 |
0.0 |
-0.004621 |
0.016279 |
inf |
inf |
- |
4014.8 |
4014.8 |
- |
3950.491 |
20241115 |
0 |
241 |
| CFFEX.IF2412 |
-0.004621 |
-0.005182 |
0.000561 |
0.00104 |
0.000042 |
0.010068 |
- |
3954.6 |
3975.2 |
- |
3950.491 |
20241220 |
25 |
241 |
| CFFEX.IF2503 |
-0.004621 |
-0.005225 |
0.000604 |
0.002458 |
0.000027 |
0.006608 |
- |
3960.2 |
3981.0 |
- |
3950.491 |
20250321 |
90 |
241 |
| CFFEX.IF2506 |
-0.004621 |
-0.006547 |
0.001926 |
-0.001339 |
-0.000015 |
-0.003601 |
- |
3945.2 |
3971.2 |
- |
3950.491 |
20250620 |
155 |
241 |
| CFFEX.IH2410 |
0.002818 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2678.979 |
20241018 |
0 |
241 |
| CFFEX.IH2411 |
0.002818 |
0.0 |
0.002818 |
0.007025 |
inf |
inf |
- |
2697.8 |
2697.8 |
- |
2678.979 |
20241115 |
0 |
241 |
| CFFEX.IH2412 |
0.002818 |
0.003438 |
-0.00062 |
0.002322 |
0.000093 |
0.022478 |
- |
2685.2 |
2676.0 |
- |
2678.979 |
20241220 |
25 |
241 |
| CFFEX.IH2503 |
0.002818 |
0.002683 |
0.000135 |
0.004413 |
0.000049 |
0.011865 |
- |
2690.8 |
2683.6 |
- |
2678.979 |
20250321 |
90 |
241 |
| CFFEX.IH2506 |
0.002818 |
0.003204 |
-0.000386 |
0.005234 |
0.000058 |
0.014073 |
- |
2693.0 |
2684.4 |
- |
2678.979 |
20250620 |
155 |
241 |