|
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_20241126_151440 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
-0.011958 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5979.757 |
20241018 |
0 |
247 |
| CFFEX.IM2411 |
-0.011958 |
0.0 |
-0.011958 |
0.03944 |
inf |
inf |
-0.050688 |
6215.6 |
6215.6 |
6039.525 |
5979.757 |
20241115 |
0 |
247 |
| CFFEX.IM2412 |
-0.011958 |
-0.013149 |
0.001191 |
-0.010997 |
-0.000579 |
-0.140062 |
-0.008418 |
5914.0 |
5992.8 |
5992.6 |
5979.757 |
20241220 |
19 |
247 |
| CFFEX.IM2503 |
-0.011958 |
-0.013341 |
0.001383 |
-0.030328 |
-0.000361 |
-0.087375 |
- |
5798.4 |
5876.8 |
- |
5979.757 |
20250321 |
84 |
247 |
| CFFEX.IM2506 |
-0.011958 |
-0.013524 |
0.001566 |
-0.050998 |
-0.000607 |
-0.146923 |
- |
5674.8 |
5752.6 |
- |
5979.757 |
20250620 |
149 |
247 |
| CFFEX.IC2410 |
-0.007545 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5692.374 |
20241018 |
0 |
247 |
| CFFEX.IC2411 |
-0.007545 |
0.0 |
-0.007545 |
0.054499 |
inf |
inf |
- |
6002.6 |
6002.6 |
- |
5692.374 |
20241115 |
0 |
247 |
| CFFEX.IC2412 |
-0.007545 |
-0.006328 |
-0.001217 |
-0.006952 |
-0.000366 |
-0.088548 |
- |
5652.8 |
5688.8 |
- |
5692.374 |
20241220 |
19 |
247 |
| CFFEX.IC2503 |
-0.007545 |
-0.006374 |
-0.001171 |
-0.019671 |
-0.000234 |
-0.056671 |
- |
5580.4 |
5616.2 |
- |
5692.374 |
20250321 |
84 |
247 |
| CFFEX.IC2506 |
-0.007545 |
-0.005471 |
-0.002074 |
-0.035587 |
-0.000424 |
-0.102524 |
- |
5489.8 |
5520.0 |
- |
5692.374 |
20250620 |
149 |
247 |
| CFFEX.IF2410 |
-0.002261 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3839.390 |
20241018 |
0 |
247 |
| CFFEX.IF2411 |
-0.002261 |
0.0 |
-0.002261 |
0.045687 |
inf |
inf |
- |
4014.8 |
4014.8 |
- |
3839.390 |
20241115 |
0 |
247 |
| CFFEX.IF2412 |
-0.002261 |
-0.000781 |
-0.00148 |
-0.000883 |
-0.000046 |
-0.011246 |
- |
3836.0 |
3839.0 |
- |
3839.390 |
20241220 |
19 |
247 |
| CFFEX.IF2503 |
-0.002261 |
-0.001823 |
-0.000438 |
-0.001612 |
-0.000019 |
-0.004645 |
- |
3833.2 |
3840.2 |
- |
3839.390 |
20250321 |
84 |
247 |
| CFFEX.IF2506 |
-0.002261 |
-0.00319 |
0.000928 |
-0.006926 |
-0.000082 |
-0.019952 |
- |
3812.8 |
3825.0 |
- |
3839.390 |
20250620 |
149 |
247 |
| CFFEX.IH2410 |
0.003955 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2592.265 |
20241018 |
0 |
247 |
| CFFEX.IH2411 |
0.003955 |
0.0 |
0.003955 |
0.040712 |
inf |
inf |
- |
2697.8 |
2697.8 |
- |
2592.265 |
20241115 |
0 |
247 |
| CFFEX.IH2412 |
0.003955 |
0.004875 |
-0.000921 |
0.001827 |
0.000096 |
0.023265 |
- |
2597.0 |
2584.4 |
- |
2592.265 |
20241220 |
19 |
247 |
| CFFEX.IH2503 |
0.003955 |
0.004709 |
-0.000754 |
0.004141 |
0.000049 |
0.011931 |
- |
2603.0 |
2590.8 |
- |
2592.265 |
20250321 |
84 |
247 |
| CFFEX.IH2506 |
0.003955 |
0.004633 |
-0.000678 |
0.003755 |
0.000045 |
0.010819 |
- |
2602.0 |
2590.0 |
- |
2592.265 |
20250620 |
149 |
247 |