|
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_20241210_151456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
0.009480 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6363.029 |
20241115 |
0 |
257 |
| CFFEX.IM2412 |
0.009480 |
0.014943 |
-0.005462 |
-0.000853 |
-0.000095 |
-0.022942 |
-0.011485 |
6357.6 |
6264.0 |
6039.525 |
6363.029 |
20241220 |
9 |
257 |
| CFFEX.IM2501 |
0.009480 |
0.014614 |
-0.005134 |
-0.007108 |
-0.000254 |
-0.061434 |
-0.013086 |
6317.8 |
6226.8 |
5992.6 |
6363.029 |
20250117 |
28 |
257 |
| CFFEX.IM2503 |
0.009480 |
0.016039 |
-0.006559 |
-0.018392 |
-0.000275 |
-0.066431 |
- |
6246.0 |
6147.4 |
- |
6363.029 |
20250321 |
67 |
257 |
| CFFEX.IM2506 |
0.009480 |
0.016383 |
-0.006903 |
-0.038665 |
-0.000577 |
-0.139657 |
- |
6117.0 |
6018.4 |
- |
6363.029 |
20250620 |
127 |
257 |
| CFFEX.IC2411 |
0.007796 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5993.472 |
20241115 |
0 |
257 |
| CFFEX.IC2412 |
0.007796 |
0.011448 |
-0.003652 |
-0.000513 |
-0.000057 |
-0.013782 |
- |
5990.4 |
5922.6 |
- |
5993.472 |
20241220 |
9 |
257 |
| CFFEX.IC2501 |
0.007796 |
0.012173 |
-0.004377 |
-0.003883 |
-0.000139 |
-0.033559 |
- |
5970.2 |
5898.4 |
- |
5993.472 |
20250117 |
28 |
257 |
| CFFEX.IC2503 |
0.007796 |
0.012333 |
-0.004538 |
-0.013961 |
-0.000208 |
-0.050425 |
- |
5909.8 |
5837.8 |
- |
5993.472 |
20250321 |
67 |
257 |
| CFFEX.IC2506 |
0.007796 |
0.012732 |
-0.004937 |
-0.031213 |
-0.000466 |
-0.112738 |
- |
5806.4 |
5733.4 |
- |
5993.472 |
20250620 |
127 |
257 |
| CFFEX.IF2411 |
0.007374 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3995.819 |
20241115 |
0 |
257 |
| CFFEX.IF2412 |
0.007374 |
0.009335 |
-0.001962 |
0.001146 |
0.000127 |
0.030827 |
- |
4000.4 |
3963.4 |
- |
3995.819 |
20241220 |
9 |
257 |
| CFFEX.IF2501 |
0.007374 |
0.009695 |
-0.002321 |
0.000846 |
0.00003 |
0.007313 |
- |
3999.2 |
3960.8 |
- |
3995.819 |
20250117 |
28 |
257 |
| CFFEX.IF2503 |
0.007374 |
0.010303 |
-0.002929 |
0.001247 |
0.000019 |
0.004502 |
- |
4000.8 |
3960.0 |
- |
3995.819 |
20250321 |
67 |
257 |
| CFFEX.IF2506 |
0.007374 |
0.011975 |
-0.004601 |
-0.001757 |
-0.000026 |
-0.006345 |
- |
3988.8 |
3941.6 |
- |
3995.819 |
20250620 |
127 |
257 |
| CFFEX.IH2411 |
0.008004 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2688.944 |
20241115 |
0 |
257 |
| CFFEX.IH2412 |
0.008004 |
0.009522 |
-0.001518 |
0.001508 |
0.000168 |
0.040559 |
- |
2693.0 |
2667.6 |
- |
2688.944 |
20241220 |
9 |
257 |
| CFFEX.IH2501 |
0.008004 |
0.01036 |
-0.002356 |
0.000988 |
0.000035 |
0.008537 |
- |
2691.6 |
2664.0 |
- |
2688.944 |
20250117 |
28 |
257 |
| CFFEX.IH2503 |
0.008004 |
0.010778 |
-0.002774 |
0.004484 |
0.000067 |
0.016194 |
- |
2701.0 |
2672.2 |
- |
2688.944 |
20250321 |
67 |
257 |
| CFFEX.IH2506 |
0.008004 |
0.011224 |
-0.00322 |
0.005153 |
0.000077 |
0.018612 |
- |
2702.8 |
2672.8 |
- |
2688.944 |
20250620 |
127 |
257 |