|
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_20241127_151507 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
0.022977 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6119.006 |
20241018 |
0 |
248 |
| CFFEX.IM2411 |
0.022977 |
0.0 |
0.022977 |
0.015786 |
inf |
inf |
-0.027903 |
6215.6 |
6215.6 |
6039.525 |
6119.006 |
20241115 |
0 |
248 |
| CFFEX.IM2412 |
0.022977 |
0.029219 |
-0.006242 |
-0.005263 |
-0.000292 |
-0.070762 |
-0.014468 |
6086.8 |
5914.0 |
5992.6 |
6119.006 |
20241220 |
18 |
248 |
| CFFEX.IM2503 |
0.022977 |
0.031284 |
-0.008308 |
-0.02275 |
-0.000274 |
-0.066331 |
- |
5979.8 |
5798.4 |
- |
6119.006 |
20250321 |
83 |
248 |
| CFFEX.IM2506 |
0.022977 |
0.032988 |
-0.010011 |
-0.042001 |
-0.000506 |
-0.122462 |
- |
5862.0 |
5674.8 |
- |
6119.006 |
20250620 |
148 |
248 |
| CFFEX.IC2410 |
0.020145 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5805.114 |
20241018 |
0 |
248 |
| CFFEX.IC2411 |
0.020145 |
0.0 |
0.020145 |
0.034019 |
inf |
inf |
- |
6002.6 |
6002.6 |
- |
5805.114 |
20241115 |
0 |
248 |
| CFFEX.IC2412 |
0.020145 |
0.020379 |
-0.000234 |
-0.006393 |
-0.000355 |
-0.085955 |
- |
5768.0 |
5652.8 |
- |
5805.114 |
20241220 |
18 |
248 |
| CFFEX.IC2503 |
0.020145 |
0.020572 |
-0.000427 |
-0.018934 |
-0.000228 |
-0.055205 |
- |
5695.2 |
5580.4 |
- |
5805.114 |
20250321 |
83 |
248 |
| CFFEX.IC2506 |
0.020145 |
0.02215 |
-0.002005 |
-0.03337 |
-0.000402 |
-0.097294 |
- |
5611.4 |
5489.8 |
- |
5805.114 |
20250620 |
148 |
248 |
| CFFEX.IF2410 |
0.017386 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3906.950 |
20241018 |
0 |
248 |
| CFFEX.IF2411 |
0.017386 |
0.0 |
0.017386 |
0.027605 |
inf |
inf |
- |
4014.8 |
4014.8 |
- |
3906.950 |
20241115 |
0 |
248 |
| CFFEX.IF2412 |
0.017386 |
0.016997 |
0.000389 |
-0.001472 |
-0.000082 |
-0.019787 |
- |
3901.2 |
3836.0 |
- |
3906.950 |
20241220 |
18 |
248 |
| CFFEX.IF2503 |
0.017386 |
0.018366 |
-0.00098 |
-0.000857 |
-0.00001 |
-0.0025 |
- |
3903.6 |
3833.2 |
- |
3906.950 |
20250321 |
83 |
248 |
| CFFEX.IF2506 |
0.017386 |
0.019723 |
-0.002337 |
-0.00485 |
-0.000058 |
-0.014142 |
- |
3888.0 |
3812.8 |
- |
3906.950 |
20250620 |
148 |
248 |
| CFFEX.IH2410 |
0.012898 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2626.178 |
20241018 |
0 |
248 |
| CFFEX.IH2411 |
0.012898 |
- |
- |
- |
- |
- |
- |
- |
2697.8 |
- |
2626.178 |
20241115 |
0 |
248 |
| CFFEX.IH2412 |
0.012898 |
0.012245 |
0.000653 |
0.000998 |
0.000055 |
0.013423 |
- |
2628.8 |
2597.0 |
- |
2626.178 |
20241220 |
18 |
248 |
| CFFEX.IH2503 |
0.012898 |
0.012217 |
0.000681 |
0.003283 |
0.00004 |
0.009572 |
- |
2634.8 |
2603.0 |
- |
2626.178 |
20250321 |
83 |
248 |
| CFFEX.IH2506 |
0.012898 |
0.012683 |
0.000215 |
0.003359 |
0.00004 |
0.009794 |
- |
2635.0 |
2602.0 |
- |
2626.178 |
20250620 |
148 |
248 |