|
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_20241119_151416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
0.025970 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6129.719 |
20241018 |
0 |
242 |
| CFFEX.IM2411 |
0.025970 |
0.0 |
0.02597 |
0.014011 |
inf |
inf |
-0.02615 |
6215.6 |
6215.6 |
6039.525 |
6129.719 |
20241115 |
0 |
242 |
| CFFEX.IM2412 |
0.025970 |
0.023311 |
0.002659 |
-0.00599 |
-0.00025 |
-0.060402 |
-0.01375 |
6093.0 |
5954.2 |
5992.6 |
6129.719 |
20241220 |
24 |
242 |
| CFFEX.IM2503 |
0.025970 |
0.024048 |
0.001923 |
-0.021847 |
-0.000245 |
-0.059406 |
- |
5995.8 |
5855.0 |
- |
6129.719 |
20250321 |
89 |
242 |
| CFFEX.IM2506 |
0.025970 |
0.024562 |
0.001409 |
-0.039108 |
-0.000439 |
-0.106338 |
- |
5890.0 |
5748.8 |
- |
6129.719 |
20250620 |
154 |
242 |
| CFFEX.IC2410 |
0.017447 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5934.806 |
20241018 |
0 |
242 |
| CFFEX.IC2411 |
0.017447 |
0.0 |
0.017447 |
0.011423 |
inf |
inf |
- |
6002.6 |
6002.6 |
- |
5934.806 |
20241115 |
0 |
242 |
| CFFEX.IC2412 |
0.017447 |
0.011714 |
0.005733 |
-0.007516 |
-0.000313 |
-0.075786 |
- |
5890.2 |
5822.0 |
- |
5934.806 |
20241220 |
24 |
242 |
| CFFEX.IC2503 |
0.017447 |
0.011806 |
0.005641 |
-0.018064 |
-0.000203 |
-0.049118 |
- |
5827.6 |
5759.6 |
- |
5934.806 |
20250321 |
89 |
242 |
| CFFEX.IC2506 |
0.017447 |
0.012094 |
0.005353 |
-0.032723 |
-0.000368 |
-0.088978 |
- |
5740.6 |
5672.0 |
- |
5934.806 |
20250620 |
154 |
242 |
| CFFEX.IF2410 |
0.006887 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3977.586 |
20241018 |
0 |
242 |
| CFFEX.IF2411 |
0.006887 |
0.0 |
0.006887 |
0.009356 |
inf |
inf |
- |
4014.8 |
4014.8 |
- |
3977.586 |
20241115 |
0 |
242 |
| CFFEX.IF2412 |
0.006887 |
0.004703 |
0.002183 |
-0.001103 |
-0.000046 |
-0.011119 |
- |
3973.2 |
3954.6 |
- |
3977.586 |
20241220 |
24 |
242 |
| CFFEX.IF2503 |
0.006887 |
0.004696 |
0.00219 |
0.000355 |
0.000004 |
0.000967 |
- |
3979.0 |
3960.4 |
- |
3977.586 |
20250321 |
89 |
242 |
| CFFEX.IF2506 |
0.006887 |
0.005728 |
0.001158 |
-0.00246 |
-0.000028 |
-0.00669 |
- |
3967.8 |
3945.2 |
- |
3977.586 |
20250620 |
154 |
242 |
| CFFEX.IH2410 |
-0.002272 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2672.188 |
20241018 |
0 |
242 |
| CFFEX.IH2411 |
-0.002272 |
0.0 |
-0.002272 |
0.009585 |
inf |
inf |
- |
2697.8 |
2697.8 |
- |
2672.188 |
20241115 |
0 |
242 |
| CFFEX.IH2412 |
-0.002272 |
-0.004022 |
0.00175 |
0.000828 |
0.000034 |
0.008347 |
- |
2674.4 |
2685.2 |
- |
2672.188 |
20241220 |
24 |
242 |
| CFFEX.IH2503 |
-0.002272 |
-0.00327 |
0.000998 |
0.003672 |
0.000041 |
0.009984 |
- |
2682.0 |
2690.8 |
- |
2672.188 |
20250321 |
89 |
242 |
| CFFEX.IH2506 |
-0.002272 |
-0.004827 |
0.002555 |
0.002923 |
0.000033 |
0.007949 |
- |
2680.0 |
2693.0 |
- |
2672.188 |
20250620 |
154 |
242 |