|
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_20241205_151450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
0.012686 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6283.661 |
20241115 |
0 |
254 |
| CFFEX.IM2412 |
0.012686 |
0.013578 |
-0.000892 |
-0.004466 |
-0.000372 |
-0.090058 |
-0.007583 |
6255.6 |
6171.8 |
6039.525 |
6283.661 |
20241220 |
12 |
254 |
| CFFEX.IM2501 |
0.012686 |
0.013593 |
-0.000907 |
-0.010322 |
-0.000333 |
-0.080579 |
-0.009553 |
6218.8 |
6135.4 |
5992.6 |
6283.661 |
20250117 |
31 |
254 |
| CFFEX.IM2503 |
0.012686 |
0.012702 |
-0.000016 |
-0.023054 |
-0.000329 |
-0.0797 |
- |
6138.8 |
6061.8 |
- |
6283.661 |
20250321 |
70 |
254 |
| CFFEX.IM2506 |
0.012686 |
0.012262 |
0.000424 |
-0.043551 |
-0.000622 |
-0.150563 |
- |
6010.0 |
5937.2 |
- |
6283.661 |
20250620 |
130 |
254 |
| CFFEX.IC2411 |
0.003833 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5901.802 |
20241115 |
0 |
254 |
| CFFEX.IC2412 |
0.003833 |
0.003072 |
0.000761 |
-0.004033 |
-0.000336 |
-0.081332 |
- |
5878.0 |
5860.0 |
- |
5901.802 |
20241220 |
12 |
254 |
| CFFEX.IC2501 |
0.003833 |
0.002193 |
0.00164 |
-0.008642 |
-0.000279 |
-0.067462 |
- |
5850.8 |
5838.0 |
- |
5901.802 |
20250117 |
31 |
254 |
| CFFEX.IC2503 |
0.003833 |
0.00166 |
0.002173 |
-0.018401 |
-0.000263 |
-0.063617 |
- |
5793.2 |
5783.6 |
- |
5901.802 |
20250321 |
70 |
254 |
| CFFEX.IC2506 |
0.003833 |
0.001231 |
0.002601 |
-0.035515 |
-0.000507 |
-0.12278 |
- |
5692.2 |
5685.2 |
- |
5901.802 |
20250620 |
130 |
254 |
| CFFEX.IF2411 |
-0.002251 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3921.708 |
20241115 |
0 |
254 |
| CFFEX.IF2412 |
-0.002251 |
-0.00158 |
-0.000672 |
-0.000793 |
-0.000066 |
-0.015982 |
- |
3918.6 |
3924.8 |
- |
3921.708 |
20241220 |
12 |
254 |
| CFFEX.IF2501 |
-0.002251 |
-0.002039 |
-0.000212 |
-0.00171 |
-0.000055 |
-0.013353 |
- |
3915.0 |
3923.0 |
- |
3921.708 |
20250117 |
31 |
254 |
| CFFEX.IF2503 |
-0.002251 |
-0.001785 |
-0.000466 |
-0.00171 |
-0.000024 |
-0.005913 |
- |
3915.0 |
3922.0 |
- |
3921.708 |
20250321 |
70 |
254 |
| CFFEX.IF2506 |
-0.002251 |
-0.002919 |
0.000668 |
-0.007065 |
-0.000101 |
-0.024426 |
- |
3894.0 |
3905.4 |
- |
3921.708 |
20250620 |
130 |
254 |
| CFFEX.IH2411 |
-0.004913 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2635.742 |
20241115 |
0 |
254 |
| CFFEX.IH2412 |
-0.004913 |
-0.00363 |
-0.001283 |
-0.000282 |
-0.000023 |
-0.005677 |
- |
2635.0 |
2644.6 |
- |
2635.742 |
20241220 |
12 |
254 |
| CFFEX.IH2501 |
-0.004913 |
-0.00386 |
-0.001053 |
-0.001192 |
-0.000038 |
-0.009306 |
- |
2632.6 |
2642.8 |
- |
2635.742 |
20250117 |
31 |
254 |
| CFFEX.IH2503 |
-0.004913 |
-0.003549 |
-0.001364 |
0.001312 |
0.000019 |
0.004536 |
- |
2639.2 |
2648.6 |
- |
2635.742 |
20250321 |
70 |
254 |
| CFFEX.IH2506 |
-0.004913 |
-0.003323 |
-0.00159 |
0.001312 |
0.000019 |
0.004536 |
- |
2639.2 |
2648.0 |
- |
2635.742 |
20250620 |
130 |
254 |