|
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_20241204_151359 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
-0.015593 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6204.988 |
20241115 |
0 |
253 |
| CFFEX.IM2412 |
-0.015593 |
-0.015003 |
-0.00059 |
-0.005413 |
-0.000416 |
-0.100766 |
-0.006515 |
6171.4 |
6265.4 |
6039.525 |
6204.988 |
20241220 |
13 |
253 |
| CFFEX.IM2501 |
-0.015593 |
-0.015468 |
-0.000125 |
-0.01115 |
-0.000348 |
-0.084325 |
-0.008576 |
6135.8 |
6232.2 |
5992.6 |
6204.988 |
20250117 |
32 |
253 |
| CFFEX.IM2503 |
-0.015593 |
-0.015302 |
-0.000291 |
-0.023076 |
-0.000325 |
-0.078654 |
- |
6061.8 |
6156.0 |
- |
6204.988 |
20250321 |
71 |
253 |
| CFFEX.IM2506 |
-0.015593 |
-0.015716 |
0.000123 |
-0.043157 |
-0.000608 |
-0.147098 |
- |
5937.2 |
6032.0 |
- |
6204.988 |
20250620 |
131 |
253 |
| CFFEX.IC2411 |
-0.008991 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5878.783 |
20241115 |
0 |
253 |
| CFFEX.IC2412 |
-0.008991 |
-0.007318 |
-0.001673 |
-0.003195 |
-0.000246 |
-0.059477 |
- |
5860.0 |
5903.2 |
- |
5878.783 |
20241220 |
13 |
253 |
| CFFEX.IC2501 |
-0.008991 |
-0.006974 |
-0.002017 |
-0.006937 |
-0.000217 |
-0.052463 |
- |
5838.0 |
5879.0 |
- |
5878.783 |
20250117 |
32 |
253 |
| CFFEX.IC2503 |
-0.008991 |
-0.007721 |
-0.001271 |
-0.016191 |
-0.000228 |
-0.055186 |
- |
5783.6 |
5828.6 |
- |
5878.783 |
20250321 |
71 |
253 |
| CFFEX.IC2506 |
-0.008991 |
-0.008891 |
-0.0001 |
-0.032929 |
-0.000464 |
-0.112237 |
- |
5685.2 |
5736.2 |
- |
5878.783 |
20250620 |
131 |
253 |
| CFFEX.IF2411 |
-0.006089 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3927.828 |
20241115 |
0 |
253 |
| CFFEX.IF2412 |
-0.006089 |
-0.005221 |
-0.000868 |
-0.00072 |
-0.000055 |
-0.013403 |
- |
3925.0 |
3945.6 |
- |
3927.828 |
20241220 |
13 |
253 |
| CFFEX.IF2501 |
-0.006089 |
-0.005072 |
-0.001017 |
-0.001229 |
-0.000038 |
-0.009296 |
- |
3923.0 |
3943.0 |
- |
3927.828 |
20250117 |
32 |
253 |
| CFFEX.IF2503 |
-0.006089 |
-0.005528 |
-0.000561 |
-0.001484 |
-0.000021 |
-0.005057 |
- |
3922.0 |
3943.8 |
- |
3927.828 |
20250321 |
71 |
253 |
| CFFEX.IF2506 |
-0.006089 |
-0.005044 |
-0.001045 |
-0.00571 |
-0.00008 |
-0.019462 |
- |
3905.4 |
3925.2 |
- |
3927.828 |
20250620 |
131 |
253 |
| CFFEX.IH2411 |
-0.002089 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2647.355 |
20241115 |
0 |
253 |
| CFFEX.IH2412 |
-0.002089 |
-0.002113 |
0.000023 |
-0.000965 |
-0.000074 |
-0.017966 |
- |
2644.8 |
2650.4 |
- |
2647.355 |
20241220 |
13 |
253 |
| CFFEX.IH2501 |
-0.002089 |
-0.003244 |
0.001154 |
-0.001721 |
-0.000054 |
-0.013012 |
- |
2642.8 |
2651.4 |
- |
2647.355 |
20250117 |
32 |
253 |
| CFFEX.IH2503 |
-0.002089 |
-0.002786 |
0.000697 |
0.00047 |
0.000007 |
0.001603 |
- |
2648.6 |
2656.0 |
- |
2647.355 |
20250321 |
71 |
253 |
| CFFEX.IH2506 |
-0.002089 |
-0.002712 |
0.000622 |
0.000244 |
0.000003 |
0.00083 |
- |
2648.0 |
2655.2 |
- |
2647.355 |
20250620 |
131 |
253 |