|
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_20241129_151342 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
0.016937 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6189.163 |
20241018 |
0 |
250 |
| CFFEX.IM2411 |
0.016937 |
0.0 |
0.016937 |
0.004271 |
inf |
inf |
-0.016423 |
6215.6 |
6215.6 |
6039.525 |
6189.163 |
20241115 |
0 |
250 |
| CFFEX.IM2412 |
0.016937 |
0.019746 |
-0.002809 |
-0.005358 |
-0.000335 |
-0.081043 |
-0.014536 |
6156.0 |
6036.8 |
5992.6 |
6189.163 |
20241220 |
16 |
250 |
| CFFEX.IM2503 |
0.016937 |
0.020756 |
-0.003819 |
-0.022647 |
-0.00028 |
-0.06766 |
- |
6049.0 |
5926.0 |
- |
6189.163 |
20250321 |
81 |
250 |
| CFFEX.IM2506 |
0.016937 |
0.022149 |
-0.005213 |
-0.042617 |
-0.000526 |
-0.127325 |
- |
5925.4 |
5797.0 |
- |
6189.163 |
20250620 |
146 |
250 |
| CFFEX.IC2410 |
0.016542 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5852.836 |
20241018 |
0 |
250 |
| CFFEX.IC2411 |
0.016542 |
0.0 |
0.016542 |
0.025588 |
inf |
inf |
- |
6002.6 |
6002.6 |
- |
5852.836 |
20241115 |
0 |
250 |
| CFFEX.IC2412 |
0.016542 |
0.017262 |
-0.00072 |
-0.0052 |
-0.000325 |
-0.078653 |
- |
5822.4 |
5723.6 |
- |
5852.836 |
20241220 |
16 |
250 |
| CFFEX.IC2503 |
0.016542 |
0.017303 |
-0.000761 |
-0.01757 |
-0.000217 |
-0.052494 |
- |
5750.0 |
5652.2 |
- |
5852.836 |
20250321 |
81 |
250 |
| CFFEX.IC2506 |
0.016542 |
0.018794 |
-0.002252 |
-0.03305 |
-0.000408 |
-0.098742 |
- |
5659.4 |
5555.0 |
- |
5852.836 |
20250620 |
146 |
250 |
| CFFEX.IF2410 |
0.011923 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3918.722 |
20241018 |
0 |
250 |
| CFFEX.IF2411 |
0.011923 |
0.0 |
0.011923 |
0.024518 |
inf |
inf |
- |
4014.8 |
4014.8 |
- |
3918.722 |
20241115 |
0 |
250 |
| CFFEX.IF2412 |
0.011923 |
0.009968 |
0.001955 |
-0.001971 |
-0.000123 |
-0.029804 |
- |
3911.0 |
3872.4 |
- |
3918.722 |
20241220 |
16 |
250 |
| CFFEX.IF2503 |
0.011923 |
0.009915 |
0.002007 |
-0.00192 |
-0.000024 |
-0.005735 |
- |
3911.2 |
3872.8 |
- |
3918.722 |
20250321 |
81 |
250 |
| CFFEX.IF2506 |
0.011923 |
0.010588 |
0.001335 |
-0.006207 |
-0.000077 |
-0.018543 |
- |
3894.4 |
3853.6 |
- |
3918.722 |
20250620 |
146 |
250 |
| CFFEX.IH2410 |
0.006654 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2627.489 |
20241018 |
0 |
250 |
| CFFEX.IH2411 |
0.006654 |
0.0 |
0.006654 |
0.02676 |
inf |
inf |
- |
2697.8 |
2697.8 |
- |
2627.489 |
20241115 |
0 |
250 |
| CFFEX.IH2412 |
0.006654 |
0.004361 |
0.002292 |
-0.000871 |
-0.000054 |
-0.013177 |
- |
2625.2 |
2613.8 |
- |
2627.489 |
20241220 |
16 |
250 |
| CFFEX.IH2503 |
0.006654 |
0.004658 |
0.001996 |
0.001488 |
0.000018 |
0.004447 |
- |
2631.4 |
2619.2 |
- |
2627.489 |
20250321 |
81 |
250 |
| CFFEX.IH2506 |
0.006654 |
0.003817 |
0.002837 |
0.000803 |
0.00001 |
0.0024 |
- |
2629.6 |
2619.6 |
- |
2627.489 |
20250620 |
146 |
250 |