|
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_20241202_151420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
0.020038 |
- |
- |
- |
- |
- |
- |
- |
6215.6 |
- |
6313.148 |
20241115 |
0 |
251 |
| CFFEX.IM2412 |
0.020038 |
0.018031 |
0.002007 |
-0.00731 |
-0.000487 |
-0.117932 |
-0.004646 |
6267.0 |
6156.0 |
6039.525 |
6313.148 |
20241220 |
15 |
251 |
| CFFEX.IM2501 |
0.020038 |
0.017967 |
0.002072 |
-0.01279 |
-0.000376 |
-0.091038 |
-0.006998 |
6232.4 |
6122.4 |
5992.6 |
6313.148 |
20250117 |
34 |
251 |
| CFFEX.IM2503 |
0.020038 |
0.018284 |
0.001754 |
-0.024322 |
-0.000333 |
-0.080629 |
- |
6159.6 |
6049.0 |
- |
6313.148 |
20250321 |
73 |
251 |
| CFFEX.IM2506 |
0.020038 |
0.017788 |
0.002251 |
-0.044724 |
-0.000613 |
-0.148262 |
- |
6030.8 |
5925.4 |
- |
6313.148 |
20250620 |
133 |
251 |
| CFFEX.IC2411 |
0.015873 |
- |
- |
- |
- |
- |
- |
- |
6002.6 |
- |
5944.829 |
20241115 |
0 |
251 |
| CFFEX.IC2412 |
0.015873 |
0.015389 |
0.000485 |
-0.005522 |
-0.000368 |
-0.089093 |
- |
5912.0 |
5822.4 |
- |
5944.829 |
20241220 |
15 |
251 |
| CFFEX.IC2501 |
0.015873 |
0.015247 |
0.000626 |
-0.009862 |
-0.00029 |
-0.070196 |
- |
5886.2 |
5797.8 |
- |
5944.829 |
20250117 |
34 |
251 |
| CFFEX.IC2503 |
0.015873 |
0.015374 |
0.0005 |
-0.017903 |
-0.000245 |
-0.059349 |
- |
5838.4 |
5750.0 |
- |
5944.829 |
20250321 |
73 |
251 |
| CFFEX.IC2506 |
0.015873 |
0.015019 |
0.000854 |
-0.033715 |
-0.000462 |
-0.111767 |
- |
5744.4 |
5659.4 |
- |
5944.829 |
20250620 |
133 |
251 |
| CFFEX.IF2411 |
0.008001 |
- |
- |
- |
- |
- |
- |
- |
4014.8 |
- |
3947.918 |
20241115 |
0 |
251 |
| CFFEX.IF2412 |
0.008001 |
0.007926 |
0.000074 |
-0.001499 |
-0.0001 |
-0.024184 |
- |
3942.0 |
3911.0 |
- |
3947.918 |
20241220 |
15 |
251 |
| CFFEX.IF2501 |
0.008001 |
0.00783 |
0.000171 |
-0.00231 |
-0.000068 |
-0.016439 |
- |
3938.8 |
3908.2 |
- |
3947.918 |
20250117 |
34 |
251 |
| CFFEX.IF2503 |
0.008001 |
0.008335 |
-0.000334 |
-0.001043 |
-0.000014 |
-0.003458 |
- |
3943.8 |
3911.2 |
- |
3947.918 |
20250321 |
73 |
251 |
| CFFEX.IF2506 |
0.008001 |
0.008525 |
-0.000525 |
-0.005147 |
-0.000071 |
-0.017061 |
- |
3927.6 |
3894.4 |
- |
3947.918 |
20250620 |
133 |
251 |
| CFFEX.IH2411 |
0.005305 |
- |
- |
- |
- |
- |
- |
- |
2697.8 |
- |
2638.882 |
20241115 |
0 |
251 |
| CFFEX.IH2412 |
0.005305 |
0.005486 |
-0.00018 |
0.000196 |
0.000013 |
0.003167 |
- |
2639.4 |
2625.0 |
- |
2638.882 |
20241220 |
15 |
251 |
| CFFEX.IH2501 |
0.005305 |
0.006557 |
-0.001252 |
0.000575 |
0.000017 |
0.004094 |
- |
2640.4 |
2623.2 |
- |
2638.882 |
20250117 |
34 |
251 |
| CFFEX.IH2503 |
0.005305 |
0.006384 |
-0.001079 |
0.003531 |
0.000048 |
0.011706 |
- |
2648.2 |
2631.4 |
- |
2638.882 |
20250321 |
73 |
251 |
| CFFEX.IH2506 |
0.005305 |
0.006845 |
-0.00154 |
0.003304 |
0.000045 |
0.010952 |
- |
2647.6 |
2629.6 |
- |
2638.882 |
20250620 |
133 |
251 |