|
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_20241203_151452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
-0.001586 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6303.594 |
20241115 |
0 |
252 |
| CFFEX.IM2412 |
-0.001586 |
-0.000447 |
-0.001139 |
-0.006281 |
-0.000449 |
-0.108575 |
-0.005712 |
6264.0 |
6266.8 |
6039.525 |
6303.594 |
20241220 |
14 |
252 |
| CFFEX.IM2501 |
-0.001586 |
-0.000032 |
-0.001554 |
-0.011326 |
-0.000343 |
-0.083057 |
-0.008527 |
6232.2 |
6232.4 |
5992.6 |
6303.594 |
20250117 |
33 |
252 |
| CFFEX.IM2503 |
-0.001586 |
-0.000584 |
-0.001002 |
-0.023414 |
-0.000325 |
-0.078698 |
- |
6156.0 |
6159.6 |
- |
6303.594 |
20250321 |
72 |
252 |
| CFFEX.IM2506 |
-0.001586 |
0.000199 |
-0.001785 |
-0.043086 |
-0.000598 |
-0.144815 |
- |
6032.0 |
6030.8 |
- |
6303.594 |
20250620 |
132 |
252 |
| CFFEX.IC2411 |
-0.002423 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5929.226 |
20241115 |
0 |
252 |
| CFFEX.IC2412 |
-0.002423 |
-0.00159 |
-0.000833 |
-0.004491 |
-0.000321 |
-0.077624 |
- |
5902.6 |
5912.0 |
- |
5929.226 |
20241220 |
14 |
252 |
| CFFEX.IC2501 |
-0.002423 |
-0.001223 |
-0.001199 |
-0.008471 |
-0.000257 |
-0.06212 |
- |
5879.0 |
5886.2 |
- |
5929.226 |
20250117 |
33 |
252 |
| CFFEX.IC2503 |
-0.002423 |
-0.001679 |
-0.000744 |
-0.016971 |
-0.000236 |
-0.057042 |
- |
5828.6 |
5838.4 |
- |
5929.226 |
20250321 |
72 |
252 |
| CFFEX.IC2506 |
-0.002423 |
-0.001427 |
-0.000995 |
-0.032555 |
-0.000452 |
-0.109421 |
- |
5736.2 |
5744.4 |
- |
5929.226 |
20250620 |
132 |
252 |
| CFFEX.IF2411 |
0.000664 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3950.253 |
20241115 |
0 |
252 |
| CFFEX.IF2412 |
0.000664 |
0.000913 |
-0.000249 |
-0.001178 |
-0.000084 |
-0.020361 |
- |
3945.6 |
3942.0 |
- |
3950.253 |
20241220 |
14 |
252 |
| CFFEX.IF2501 |
0.000664 |
0.001066 |
-0.000402 |
-0.001836 |
-0.000056 |
-0.013465 |
- |
3943.0 |
3938.8 |
- |
3950.253 |
20250117 |
33 |
252 |
| CFFEX.IF2503 |
0.000664 |
0.0 |
0.000664 |
-0.001634 |
-0.000023 |
-0.005491 |
- |
3943.8 |
3943.8 |
- |
3950.253 |
20250321 |
72 |
252 |
| CFFEX.IF2506 |
0.000664 |
-0.000611 |
0.001275 |
-0.006342 |
-0.000088 |
-0.021317 |
- |
3925.2 |
3927.6 |
- |
3950.253 |
20250620 |
132 |
252 |
| CFFEX.IH2411 |
0.004873 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2651.900 |
20241115 |
0 |
252 |
| CFFEX.IH2412 |
0.004873 |
0.004168 |
0.000705 |
-0.000566 |
-0.00004 |
-0.009777 |
- |
2650.4 |
2639.4 |
- |
2651.900 |
20241220 |
14 |
252 |
| CFFEX.IH2501 |
0.004873 |
0.004166 |
0.000707 |
-0.000189 |
-0.000006 |
-0.001383 |
- |
2651.4 |
2640.4 |
- |
2651.900 |
20250117 |
33 |
252 |
| CFFEX.IH2503 |
0.004873 |
0.002945 |
0.001927 |
0.001546 |
0.000021 |
0.005196 |
- |
2656.0 |
2648.2 |
- |
2651.900 |
20250321 |
72 |
252 |
| CFFEX.IH2506 |
0.004873 |
0.002871 |
0.002002 |
0.001244 |
0.000017 |
0.004183 |
- |
2655.2 |
2647.6 |
- |
2651.900 |
20250620 |
132 |
252 |