|
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_20241125_151501 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
0.002377 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6044.820 |
20241018 |
0 |
246 |
| CFFEX.IM2411 |
0.002377 |
0.0 |
0.002377 |
0.028252 |
inf |
inf |
-0.040042 |
6215.6 |
6215.6 |
6039.525 |
6044.820 |
20241115 |
0 |
246 |
| CFFEX.IM2412 |
0.002377 |
0.00699 |
-0.004614 |
-0.008606 |
-0.00043 |
-0.104129 |
-0.010921 |
5992.8 |
5951.2 |
5992.6 |
6044.820 |
20241220 |
20 |
246 |
| CFFEX.IM2503 |
0.002377 |
0.006612 |
-0.004235 |
-0.027796 |
-0.000327 |
-0.079136 |
- |
5876.8 |
5838.2 |
- |
6044.820 |
20250321 |
85 |
246 |
| CFFEX.IM2506 |
0.002377 |
0.00792 |
-0.005543 |
-0.048342 |
-0.000569 |
-0.137633 |
- |
5752.6 |
5707.4 |
- |
6044.820 |
20250620 |
150 |
246 |
| CFFEX.IC2410 |
-0.002965 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5733.198 |
20241018 |
0 |
246 |
| CFFEX.IC2411 |
-0.002965 |
0.0 |
-0.002965 |
0.04699 |
inf |
inf |
- |
6002.6 |
6002.6 |
- |
5733.198 |
20241115 |
0 |
246 |
| CFFEX.IC2412 |
-0.002965 |
-0.003538 |
0.000574 |
-0.007744 |
-0.000387 |
-0.093703 |
- |
5688.8 |
5709.0 |
- |
5733.198 |
20241220 |
20 |
246 |
| CFFEX.IC2503 |
-0.002965 |
-0.003372 |
0.000407 |
-0.020407 |
-0.00024 |
-0.0581 |
- |
5616.2 |
5635.2 |
- |
5733.198 |
20250321 |
85 |
246 |
| CFFEX.IC2506 |
-0.002965 |
-0.004473 |
0.001508 |
-0.037187 |
-0.000437 |
-0.105872 |
- |
5520.0 |
5544.8 |
- |
5733.198 |
20250620 |
150 |
246 |
| CFFEX.IF2410 |
-0.005143 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3845.819 |
20241018 |
0 |
246 |
| CFFEX.IF2411 |
-0.005143 |
0.0 |
-0.005143 |
0.043939 |
inf |
inf |
- |
4014.8 |
4014.8 |
- |
3845.819 |
20241115 |
0 |
246 |
| CFFEX.IF2412 |
-0.005143 |
-0.005646 |
0.000504 |
-0.001773 |
-0.000089 |
-0.021454 |
- |
3839.0 |
3860.8 |
- |
3845.819 |
20241220 |
20 |
246 |
| CFFEX.IF2503 |
-0.005143 |
-0.005902 |
0.00076 |
-0.001461 |
-0.000017 |
-0.00416 |
- |
3840.2 |
3863.0 |
- |
3845.819 |
20250321 |
85 |
246 |
| CFFEX.IF2506 |
-0.005143 |
-0.005253 |
0.000111 |
-0.005413 |
-0.000064 |
-0.015412 |
- |
3825.0 |
3845.2 |
- |
3845.819 |
20250620 |
150 |
246 |
| CFFEX.IH2410 |
-0.007514 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2582.010 |
20241018 |
0 |
246 |
| CFFEX.IH2411 |
-0.007514 |
0.0 |
-0.007514 |
0.044845 |
inf |
inf |
- |
2697.8 |
2697.8 |
- |
2582.010 |
20241115 |
0 |
246 |
| CFFEX.IH2412 |
-0.007514 |
-0.007374 |
-0.000139 |
0.000926 |
0.000046 |
0.0112 |
- |
2584.4 |
2603.6 |
- |
2582.010 |
20241220 |
20 |
246 |
| CFFEX.IH2503 |
-0.007514 |
-0.007432 |
-0.000081 |
0.003404 |
0.00004 |
0.009692 |
- |
2590.8 |
2610.2 |
- |
2582.010 |
20250321 |
85 |
246 |
| CFFEX.IH2506 |
-0.007514 |
-0.007663 |
0.000149 |
0.003094 |
0.000036 |
0.00881 |
- |
2590.0 |
2610.0 |
- |
2582.010 |
20250620 |
150 |
246 |