|
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_20241120_151424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
0.019510 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6249.887 |
20241018 |
0 |
243 |
| CFFEX.IM2411 |
0.019510 |
0.0 |
0.01951 |
-0.005486 |
-inf |
-inf |
-0.006487 |
6215.6 |
6215.6 |
6039.525 |
6249.887 |
20241115 |
0 |
243 |
| CFFEX.IM2412 |
0.019510 |
0.016051 |
0.003459 |
-0.009454 |
-0.000411 |
-0.099473 |
-0.010407 |
6190.8 |
6093.0 |
5992.6 |
6249.887 |
20241220 |
23 |
243 |
| CFFEX.IM2503 |
0.019510 |
0.014844 |
0.004666 |
-0.026414 |
-0.0003 |
-0.07264 |
- |
6084.8 |
5995.8 |
- |
6249.887 |
20250321 |
88 |
243 |
| CFFEX.IM2506 |
0.019510 |
0.014024 |
0.005486 |
-0.044367 |
-0.000504 |
-0.122008 |
- |
5972.6 |
5890.0 |
- |
6249.887 |
20250620 |
153 |
243 |
| CFFEX.IC2410 |
0.009409 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5992.459 |
20241018 |
0 |
243 |
| CFFEX.IC2411 |
0.009409 |
0.0 |
0.009409 |
0.001692 |
inf |
inf |
- |
6002.6 |
6002.6 |
- |
5992.459 |
20241115 |
0 |
243 |
| CFFEX.IC2412 |
0.009409 |
0.0091 |
0.000309 |
-0.00812 |
-0.000353 |
-0.085437 |
- |
5943.8 |
5890.2 |
- |
5992.459 |
20241220 |
23 |
243 |
| CFFEX.IC2503 |
0.009409 |
0.006761 |
0.002648 |
-0.020936 |
-0.000238 |
-0.057574 |
- |
5867.0 |
5827.6 |
- |
5992.459 |
20250321 |
88 |
243 |
| CFFEX.IC2506 |
0.009409 |
0.004738 |
0.004671 |
-0.03749 |
-0.000426 |
-0.103098 |
- |
5767.8 |
5740.6 |
- |
5992.459 |
20250620 |
153 |
243 |
| CFFEX.IF2410 |
0.002480 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3986.755 |
20241018 |
0 |
243 |
| CFFEX.IF2411 |
0.002480 |
0.0 |
0.00248 |
0.007035 |
inf |
inf |
- |
4014.8 |
4014.8 |
- |
3986.755 |
20241115 |
0 |
243 |
| CFFEX.IF2412 |
0.002480 |
0.001711 |
0.000769 |
-0.001694 |
-0.000074 |
-0.017828 |
- |
3980.0 |
3973.2 |
- |
3986.755 |
20241220 |
23 |
243 |
| CFFEX.IF2503 |
0.002480 |
0.001407 |
0.001073 |
-0.000541 |
-0.000006 |
-0.001486 |
- |
3984.6 |
3979.0 |
- |
3986.755 |
20250321 |
88 |
243 |
| CFFEX.IF2506 |
0.002480 |
-0.000605 |
0.003085 |
-0.005356 |
-0.000061 |
-0.01473 |
- |
3965.4 |
3967.8 |
- |
3986.755 |
20250620 |
153 |
243 |
| CFFEX.IH2410 |
0.002291 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2677.309 |
20241018 |
0 |
243 |
| CFFEX.IH2411 |
0.002291 |
0.0 |
0.002291 |
0.007654 |
inf |
inf |
- |
2697.8 |
2697.8 |
- |
2677.309 |
20241115 |
0 |
243 |
| CFFEX.IH2412 |
0.002291 |
0.002318 |
-0.000027 |
0.001229 |
0.000053 |
0.012934 |
- |
2680.6 |
2674.4 |
- |
2677.309 |
20241220 |
23 |
243 |
| CFFEX.IH2503 |
0.002291 |
0.001565 |
0.000726 |
0.003769 |
0.000043 |
0.010365 |
- |
2687.4 |
2683.2 |
- |
2677.309 |
20250321 |
88 |
243 |
| CFFEX.IH2506 |
0.002291 |
0.00366 |
-0.001369 |
0.003694 |
0.000042 |
0.01016 |
- |
2687.2 |
2677.4 |
- |
2677.309 |
20250620 |
153 |
243 |