|
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_20241209_151435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
-0.007381 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6302.757 |
20241115 |
0 |
256 |
| CFFEX.IM2412 |
-0.007381 |
-0.010989 |
0.003608 |
-0.006149 |
-0.000615 |
-0.148811 |
-0.005849 |
6264.0 |
6333.6 |
6039.525 |
6302.757 |
20241220 |
10 |
256 |
| CFFEX.IM2501 |
-0.007381 |
-0.010614 |
0.003233 |
-0.012051 |
-0.000416 |
-0.100567 |
-0.007763 |
6226.8 |
6293.6 |
5992.6 |
6302.757 |
20250117 |
29 |
256 |
| CFFEX.IM2503 |
-0.007381 |
-0.011672 |
0.004291 |
-0.024649 |
-0.000362 |
-0.087722 |
- |
6147.4 |
6220.0 |
- |
6302.757 |
20250321 |
68 |
256 |
| CFFEX.IM2506 |
-0.007381 |
-0.011757 |
0.004376 |
-0.045116 |
-0.000663 |
-0.160561 |
- |
6018.4 |
6090.0 |
- |
6302.757 |
20250620 |
128 |
256 |
| CFFEX.IC2411 |
-0.005448 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5946.623 |
20241115 |
0 |
256 |
| CFFEX.IC2412 |
-0.005448 |
-0.006842 |
0.001394 |
-0.00404 |
-0.000404 |
-0.097762 |
- |
5922.6 |
5963.4 |
- |
5946.623 |
20241220 |
10 |
256 |
| CFFEX.IC2501 |
-0.005448 |
-0.005832 |
0.000384 |
-0.008109 |
-0.00028 |
-0.067671 |
- |
5898.4 |
5933.0 |
- |
5946.623 |
20250117 |
29 |
256 |
| CFFEX.IC2503 |
-0.005448 |
-0.007008 |
0.00156 |
-0.0183 |
-0.000269 |
-0.065126 |
- |
5837.8 |
5879.0 |
- |
5946.623 |
20250321 |
68 |
256 |
| CFFEX.IC2506 |
-0.005448 |
-0.007719 |
0.002271 |
-0.035856 |
-0.000527 |
-0.127606 |
- |
5733.4 |
5778.0 |
- |
5946.623 |
20250620 |
128 |
256 |
| CFFEX.IF2411 |
-0.001431 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3967.454 |
20241115 |
0 |
256 |
| CFFEX.IF2412 |
-0.001431 |
-0.001159 |
-0.000272 |
-0.001022 |
-0.000102 |
-0.024728 |
- |
3963.4 |
3968.0 |
- |
3967.454 |
20241220 |
10 |
256 |
| CFFEX.IF2501 |
-0.001431 |
-0.001714 |
0.000283 |
-0.001677 |
-0.000058 |
-0.013995 |
- |
3960.8 |
3967.6 |
- |
3967.454 |
20250117 |
29 |
256 |
| CFFEX.IF2503 |
-0.001431 |
-0.002217 |
0.000786 |
-0.001879 |
-0.000028 |
-0.006686 |
- |
3960.0 |
3968.8 |
- |
3967.454 |
20250321 |
68 |
256 |
| CFFEX.IF2506 |
-0.001431 |
-0.00243 |
0.000998 |
-0.006517 |
-0.000096 |
-0.023191 |
- |
3941.6 |
3951.2 |
- |
3967.454 |
20250620 |
128 |
256 |
| CFFEX.IH2411 |
0.000844 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2667.678 |
20241115 |
0 |
256 |
| CFFEX.IH2412 |
0.000844 |
0.001427 |
-0.000582 |
-0.000029 |
-0.000003 |
-0.000708 |
- |
2667.6 |
2663.8 |
- |
2667.678 |
20241220 |
10 |
256 |
| CFFEX.IH2501 |
0.000844 |
0.000751 |
0.000093 |
-0.001379 |
-0.000048 |
-0.011505 |
- |
2664.0 |
2662.0 |
- |
2667.678 |
20250117 |
29 |
256 |
| CFFEX.IH2503 |
0.000844 |
0.001199 |
-0.000355 |
0.001695 |
0.000025 |
0.006033 |
- |
2672.2 |
2669.0 |
- |
2667.678 |
20250321 |
68 |
256 |
| CFFEX.IH2506 |
0.000844 |
0.000974 |
-0.00013 |
0.00192 |
0.000028 |
0.006833 |
- |
2672.8 |
2670.2 |
- |
2667.678 |
20250620 |
128 |
256 |