|
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_20241128_151412 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
-0.005484 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6085.107 |
20241018 |
0 |
249 |
| CFFEX.IM2411 |
-0.005484 |
0.0 |
-0.005484 |
0.021445 |
inf |
inf |
-0.03345 |
6215.6 |
6215.6 |
6039.525 |
6085.107 |
20241115 |
0 |
249 |
| CFFEX.IM2412 |
-0.005484 |
-0.008313 |
0.002829 |
-0.008037 |
-0.000473 |
-0.114411 |
-0.011571 |
6036.2 |
6086.8 |
5992.6 |
6085.107 |
20241220 |
17 |
249 |
| CFFEX.IM2503 |
-0.005484 |
-0.008964 |
0.003479 |
-0.026114 |
-0.000318 |
-0.077068 |
- |
5926.2 |
5979.8 |
- |
6085.107 |
20250321 |
82 |
249 |
| CFFEX.IM2506 |
-0.005484 |
-0.011088 |
0.005604 |
-0.047346 |
-0.000577 |
-0.139729 |
- |
5797.0 |
5862.0 |
- |
6085.107 |
20250620 |
147 |
249 |
| CFFEX.IC2410 |
-0.008053 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5758.189 |
20241018 |
0 |
249 |
| CFFEX.IC2411 |
-0.008053 |
0.0 |
-0.008053 |
0.042446 |
inf |
inf |
- |
6002.6 |
6002.6 |
- |
5758.189 |
20241115 |
0 |
249 |
| CFFEX.IC2412 |
-0.008053 |
-0.007629 |
-0.000424 |
-0.006007 |
-0.000353 |
-0.08551 |
- |
5723.6 |
5767.6 |
- |
5758.189 |
20241220 |
17 |
249 |
| CFFEX.IC2503 |
-0.008053 |
-0.00755 |
-0.000503 |
-0.018407 |
-0.000224 |
-0.054322 |
- |
5652.2 |
5695.2 |
- |
5758.189 |
20250321 |
82 |
249 |
| CFFEX.IC2506 |
-0.008053 |
-0.010051 |
0.001998 |
-0.035287 |
-0.00043 |
-0.10414 |
- |
5555.0 |
5611.4 |
- |
5758.189 |
20250620 |
147 |
249 |
| CFFEX.IF2410 |
-0.009286 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3870.762 |
20241018 |
0 |
249 |
| CFFEX.IF2411 |
-0.009286 |
0.0 |
-0.009286 |
0.037212 |
inf |
inf |
- |
4014.8 |
4014.8 |
- |
3870.762 |
20241115 |
0 |
249 |
| CFFEX.IF2412 |
-0.009286 |
-0.007433 |
-0.001853 |
0.000423 |
0.000025 |
0.006024 |
- |
3872.4 |
3901.4 |
- |
3870.762 |
20241220 |
17 |
249 |
| CFFEX.IF2503 |
-0.009286 |
-0.00789 |
-0.001396 |
0.000527 |
0.000006 |
0.001554 |
- |
3872.8 |
3903.6 |
- |
3870.762 |
20250321 |
82 |
249 |
| CFFEX.IF2506 |
-0.009286 |
-0.008642 |
-0.000645 |
-0.004227 |
-0.000052 |
-0.012475 |
- |
3854.4 |
3888.0 |
- |
3870.762 |
20250620 |
147 |
249 |
| CFFEX.IH2410 |
-0.006681 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2608.218 |
20241018 |
0 |
249 |
| CFFEX.IH2411 |
-0.006681 |
0.0 |
-0.006681 |
0.034346 |
inf |
inf |
- |
2697.8 |
2697.8 |
- |
2608.218 |
20241115 |
0 |
249 |
| CFFEX.IH2412 |
-0.006681 |
-0.005479 |
-0.001202 |
0.00214 |
0.000126 |
0.030466 |
- |
2613.8 |
2628.2 |
- |
2608.218 |
20241220 |
17 |
249 |
| CFFEX.IH2503 |
-0.006681 |
-0.005921 |
-0.00076 |
0.004211 |
0.000051 |
0.012426 |
- |
2619.2 |
2634.8 |
- |
2608.218 |
20250321 |
82 |
249 |
| CFFEX.IH2506 |
-0.006681 |
-0.005844 |
-0.000837 |
0.004364 |
0.000053 |
0.012879 |
- |
2619.6 |
2635.0 |
- |
2608.218 |
20250620 |
147 |
249 |