|
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_20241211_151418 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
0.013453 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6447.611 |
20241115 |
0 |
258 |
| CFFEX.IM2412 |
0.013453 |
0.011513 |
0.001941 |
-0.002514 |
-0.000314 |
-0.076057 |
-0.009864 |
6431.4 |
6358.2 |
6039.525 |
6447.611 |
20241220 |
8 |
258 |
| CFFEX.IM2501 |
0.013453 |
0.012124 |
0.001329 |
-0.008253 |
-0.000306 |
-0.07397 |
-0.012029 |
6394.4 |
6317.8 |
5992.6 |
6447.611 |
20250117 |
27 |
258 |
| CFFEX.IM2503 |
0.013453 |
0.011495 |
0.001958 |
-0.020133 |
-0.000305 |
-0.073822 |
- |
6317.8 |
6246.0 |
- |
6447.611 |
20250321 |
66 |
258 |
| CFFEX.IM2506 |
0.013453 |
0.011672 |
0.001781 |
-0.040203 |
-0.000609 |
-0.14741 |
- |
6188.4 |
6117.0 |
- |
6447.611 |
20250620 |
126 |
258 |
| CFFEX.IC2411 |
0.008830 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6045.004 |
20241115 |
0 |
258 |
| CFFEX.IC2412 |
0.008830 |
0.007511 |
0.001319 |
-0.001423 |
-0.000178 |
-0.043056 |
- |
6036.4 |
5991.4 |
- |
6045.004 |
20241220 |
8 |
258 |
| CFFEX.IC2501 |
0.008830 |
0.006834 |
0.001996 |
-0.005625 |
-0.000208 |
-0.050418 |
- |
6011.0 |
5970.2 |
- |
6045.004 |
20250117 |
27 |
258 |
| CFFEX.IC2503 |
0.008830 |
0.007547 |
0.001283 |
-0.014988 |
-0.000227 |
-0.054957 |
- |
5954.4 |
5909.8 |
- |
6045.004 |
20250321 |
66 |
258 |
| CFFEX.IC2506 |
0.008830 |
0.007475 |
0.001356 |
-0.032292 |
-0.000489 |
-0.118403 |
- |
5849.8 |
5806.4 |
- |
6045.004 |
20250620 |
126 |
258 |
| CFFEX.IF2411 |
-0.001589 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3989.286 |
20241115 |
0 |
258 |
| CFFEX.IF2412 |
-0.001589 |
-0.0016 |
0.00001 |
0.001182 |
0.000148 |
0.035745 |
- |
3994.0 |
4000.4 |
- |
3989.286 |
20241220 |
8 |
258 |
| CFFEX.IF2501 |
-0.001589 |
-0.0016 |
0.000011 |
0.000881 |
0.000033 |
0.007895 |
- |
3992.8 |
3999.2 |
- |
3989.286 |
20250117 |
27 |
258 |
| CFFEX.IF2503 |
-0.001589 |
-0.001499 |
-0.00009 |
0.001683 |
0.000026 |
0.006171 |
- |
3996.0 |
4002.0 |
- |
3989.286 |
20250321 |
66 |
258 |
| CFFEX.IF2506 |
-0.001589 |
-0.002758 |
0.001168 |
-0.002879 |
-0.000044 |
-0.010557 |
- |
3977.8 |
3988.8 |
- |
3989.286 |
20250620 |
126 |
258 |
| CFFEX.IH2411 |
-0.004526 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2677.156 |
20241115 |
0 |
258 |
| CFFEX.IH2412 |
-0.004526 |
-0.004977 |
0.00045 |
0.000689 |
0.000086 |
0.020836 |
- |
2679.0 |
2692.4 |
- |
2677.156 |
20241220 |
8 |
258 |
| CFFEX.IH2501 |
-0.004526 |
-0.005276 |
0.000749 |
0.000091 |
0.000003 |
0.000817 |
- |
2677.4 |
2691.6 |
- |
2677.156 |
20250117 |
27 |
258 |
| CFFEX.IH2503 |
-0.004526 |
-0.005109 |
0.000583 |
0.003752 |
0.000057 |
0.013756 |
- |
2687.2 |
2701.0 |
- |
2677.156 |
20250321 |
66 |
258 |
| CFFEX.IH2506 |
-0.004526 |
-0.005402 |
0.000875 |
0.004125 |
0.000063 |
0.015126 |
- |
2688.2 |
2702.8 |
- |
2677.156 |
20250620 |
126 |
258 |