|
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_20241206_151352 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
0.009996 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6348.429 |
20241115 |
0 |
255 |
| CFFEX.IM2412 |
0.009996 |
0.012373 |
-0.002377 |
-0.00243 |
-0.000221 |
-0.053468 |
-0.009801 |
6333.0 |
6255.6 |
6039.525 |
6348.429 |
20241220 |
11 |
255 |
| CFFEX.IM2501 |
0.009996 |
0.012028 |
-0.002032 |
-0.008637 |
-0.000288 |
-0.069669 |
-0.011437 |
6293.6 |
6218.8 |
5992.6 |
6348.429 |
20250117 |
30 |
255 |
| CFFEX.IM2503 |
0.009996 |
0.013227 |
-0.003232 |
-0.02023 |
-0.000293 |
-0.070952 |
- |
6220.0 |
6138.8 |
- |
6348.429 |
20250321 |
69 |
255 |
| CFFEX.IM2506 |
0.009996 |
0.013311 |
-0.003316 |
-0.040708 |
-0.00059 |
-0.142771 |
- |
6090.0 |
6010.0 |
- |
6348.429 |
20250620 |
129 |
255 |
| CFFEX.IC2411 |
0.013179 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5979.769 |
20241115 |
0 |
255 |
| CFFEX.IC2412 |
0.013179 |
0.014529 |
-0.00135 |
-0.002737 |
-0.000249 |
-0.060223 |
- |
5963.4 |
5878.0 |
- |
5979.769 |
20241220 |
11 |
255 |
| CFFEX.IC2501 |
0.013179 |
0.014049 |
-0.00087 |
-0.007821 |
-0.000261 |
-0.063091 |
- |
5933.0 |
5850.8 |
- |
5979.769 |
20250117 |
30 |
255 |
| CFFEX.IC2503 |
0.013179 |
0.01481 |
-0.001631 |
-0.016852 |
-0.000244 |
-0.059103 |
- |
5879.0 |
5793.2 |
- |
5979.769 |
20250321 |
69 |
255 |
| CFFEX.IC2506 |
0.013179 |
0.015073 |
-0.001894 |
-0.033742 |
-0.000489 |
-0.118341 |
- |
5778.0 |
5692.2 |
- |
5979.769 |
20250620 |
129 |
255 |
| CFFEX.IF2411 |
0.013426 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3974.239 |
20241115 |
0 |
255 |
| CFFEX.IF2412 |
0.013426 |
0.012862 |
0.000564 |
-0.001318 |
-0.00012 |
-0.029001 |
- |
3969.0 |
3918.6 |
- |
3974.239 |
20241220 |
11 |
255 |
| CFFEX.IF2501 |
0.013426 |
0.013436 |
-0.00001 |
-0.001671 |
-0.000056 |
-0.013475 |
- |
3967.6 |
3915.0 |
- |
3974.239 |
20250117 |
30 |
255 |
| CFFEX.IF2503 |
0.013426 |
0.013793 |
-0.000367 |
-0.001318 |
-0.000019 |
-0.004623 |
- |
3969.0 |
3915.0 |
- |
3974.239 |
20250321 |
69 |
255 |
| CFFEX.IF2506 |
0.013426 |
0.014689 |
-0.001263 |
-0.005797 |
-0.000084 |
-0.020332 |
- |
3951.2 |
3894.0 |
- |
3974.239 |
20250620 |
129 |
255 |
| CFFEX.IH2411 |
0.011696 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2666.386 |
20241115 |
0 |
255 |
| CFFEX.IH2412 |
0.011696 |
0.01093 |
0.000766 |
-0.00097 |
-0.000088 |
-0.021337 |
- |
2663.8 |
2635.0 |
- |
2666.386 |
20241220 |
11 |
255 |
| CFFEX.IH2501 |
0.011696 |
0.011168 |
0.000528 |
-0.001645 |
-0.000055 |
-0.013269 |
- |
2662.0 |
2632.6 |
- |
2666.386 |
20250117 |
30 |
255 |
| CFFEX.IH2503 |
0.011696 |
0.011291 |
0.000404 |
0.00098 |
0.000014 |
0.003438 |
- |
2669.0 |
2639.2 |
- |
2666.386 |
20250321 |
69 |
255 |
| CFFEX.IH2506 |
0.011696 |
0.011746 |
-0.00005 |
0.00143 |
0.000021 |
0.005017 |
- |
2670.2 |
2639.2 |
- |
2666.386 |
20250620 |
129 |
255 |