|
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_20241122_151355 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
-0.036698 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6032.355 |
20241018 |
0 |
245 |
| CFFEX.IM2411 |
-0.036698 |
0.0 |
-0.036698 |
0.030377 |
inf |
inf |
-0.042081 |
6215.6 |
6215.6 |
6039.525 |
6032.355 |
20241115 |
0 |
245 |
| CFFEX.IM2412 |
-0.036698 |
-0.038337 |
0.001639 |
-0.013652 |
-0.00065 |
-0.157326 |
-0.005819 |
5950.0 |
6187.2 |
5992.6 |
6032.355 |
20241220 |
21 |
245 |
| CFFEX.IM2503 |
-0.036698 |
-0.039612 |
0.002914 |
-0.032186 |
-0.000374 |
-0.090569 |
- |
5838.2 |
6079.0 |
- |
6032.355 |
20250321 |
86 |
245 |
| CFFEX.IM2506 |
-0.036698 |
-0.042058 |
0.00536 |
-0.05304 |
-0.000617 |
-0.149252 |
- |
5712.4 |
5963.2 |
- |
6032.355 |
20250620 |
151 |
245 |
| CFFEX.IC2410 |
-0.038664 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5753.895 |
20241018 |
0 |
245 |
| CFFEX.IC2411 |
-0.038664 |
0.0 |
-0.038664 |
0.043224 |
inf |
inf |
- |
6002.6 |
6002.6 |
- |
5753.895 |
20241115 |
0 |
245 |
| CFFEX.IC2412 |
-0.038664 |
-0.037786 |
-0.000878 |
-0.007768 |
-0.00037 |
-0.089514 |
- |
5709.2 |
5933.4 |
- |
5753.895 |
20241220 |
21 |
245 |
| CFFEX.IC2503 |
-0.038664 |
-0.03869 |
0.000026 |
-0.020629 |
-0.00024 |
-0.058048 |
- |
5635.2 |
5862.0 |
- |
5753.895 |
20250321 |
86 |
245 |
| CFFEX.IC2506 |
-0.038664 |
-0.038029 |
-0.000635 |
-0.03634 |
-0.000423 |
-0.102258 |
- |
5544.8 |
5764.0 |
- |
5753.895 |
20250620 |
151 |
245 |
| CFFEX.IF2410 |
-0.030258 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3868.590 |
20241018 |
0 |
245 |
| CFFEX.IF2411 |
-0.030258 |
0.0 |
-0.030258 |
0.037794 |
inf |
inf |
- |
4014.8 |
4014.8 |
- |
3868.590 |
20241115 |
0 |
245 |
| CFFEX.IF2412 |
-0.030258 |
-0.032287 |
0.002029 |
-0.002117 |
-0.000101 |
-0.024396 |
- |
3860.4 |
3989.2 |
- |
3868.590 |
20241220 |
21 |
245 |
| CFFEX.IF2503 |
-0.030258 |
-0.031878 |
0.00162 |
-0.001445 |
-0.000017 |
-0.004066 |
- |
3863.0 |
3990.2 |
- |
3868.590 |
20250321 |
86 |
245 |
| CFFEX.IF2506 |
-0.030258 |
-0.03207 |
0.001812 |
-0.006046 |
-0.00007 |
-0.017014 |
- |
3845.2 |
3972.6 |
- |
3868.590 |
20250620 |
151 |
245 |
| CFFEX.IH2410 |
-0.028660 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2603.967 |
20241018 |
0 |
245 |
| CFFEX.IH2411 |
-0.028660 |
- |
- |
- |
- |
- |
- |
- |
2697.8 |
- |
2603.967 |
20241115 |
0 |
245 |
| CFFEX.IH2412 |
-0.028660 |
-0.030883 |
0.002223 |
0.000243 |
0.000012 |
0.002801 |
- |
2604.6 |
2687.6 |
- |
2603.967 |
20241220 |
21 |
245 |
| CFFEX.IH2503 |
-0.028660 |
-0.031178 |
0.002518 |
0.002394 |
0.000028 |
0.006736 |
- |
2610.2 |
2694.2 |
- |
2603.967 |
20250321 |
86 |
245 |
| CFFEX.IH2506 |
-0.028660 |
-0.031108 |
0.002449 |
0.002317 |
0.000027 |
0.00652 |
- |
2610.0 |
2693.8 |
- |
2603.967 |
20250620 |
151 |
245 |