|
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_20241212_151459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
0.006023 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6486.204 |
20241115 |
0 |
259 |
| CFFEX.IM2412 |
0.006023 |
0.007403 |
-0.00138 |
-0.001296 |
-0.000185 |
-0.044793 |
-0.011232 |
6477.8 |
6430.2 |
6039.525 |
6486.204 |
20241220 |
7 |
259 |
| CFFEX.IM2501 |
0.006023 |
0.007882 |
-0.001859 |
-0.006383 |
-0.000246 |
-0.059415 |
-0.014124 |
6444.8 |
6394.4 |
5992.6 |
6486.204 |
20250117 |
26 |
259 |
| CFFEX.IM2503 |
0.006023 |
0.007408 |
-0.001385 |
-0.018748 |
-0.000288 |
-0.069801 |
- |
6364.6 |
6317.8 |
- |
6486.204 |
20250321 |
65 |
259 |
| CFFEX.IM2506 |
0.006023 |
0.006755 |
-0.000732 |
-0.039469 |
-0.000607 |
-0.146946 |
- |
6230.2 |
6188.4 |
- |
6486.204 |
20250620 |
125 |
259 |
| CFFEX.IC2411 |
0.008385 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6097.812 |
20241115 |
0 |
259 |
| CFFEX.IC2412 |
0.008385 |
0.009376 |
-0.000991 |
-0.000789 |
-0.000113 |
-0.027282 |
- |
6093.0 |
6036.4 |
- |
6097.812 |
20241220 |
7 |
259 |
| CFFEX.IC2501 |
0.008385 |
0.009682 |
-0.001297 |
-0.004692 |
-0.00018 |
-0.043673 |
- |
6069.2 |
6011.0 |
- |
6097.812 |
20250117 |
26 |
259 |
| CFFEX.IC2503 |
0.008385 |
0.009841 |
-0.001456 |
-0.013909 |
-0.000214 |
-0.051783 |
- |
6013.0 |
5954.4 |
- |
6097.812 |
20250321 |
65 |
259 |
| CFFEX.IC2506 |
0.008385 |
0.010017 |
-0.001632 |
-0.031062 |
-0.000478 |
-0.115647 |
- |
5908.4 |
5849.8 |
- |
6097.812 |
20250620 |
125 |
259 |
| CFFEX.IF2411 |
0.009638 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4027.276 |
20241115 |
0 |
259 |
| CFFEX.IF2412 |
0.009638 |
0.011217 |
-0.001579 |
0.002861 |
0.000409 |
0.098926 |
- |
4038.8 |
3994.0 |
- |
4027.276 |
20241220 |
7 |
259 |
| CFFEX.IF2501 |
0.009638 |
0.01137 |
-0.001732 |
0.002713 |
0.000104 |
0.025247 |
- |
4038.2 |
3992.8 |
- |
4027.276 |
20250117 |
26 |
259 |
| CFFEX.IF2503 |
0.009638 |
0.010911 |
-0.001273 |
0.00306 |
0.000047 |
0.011393 |
- |
4039.6 |
3996.0 |
- |
4027.276 |
20250321 |
65 |
259 |
| CFFEX.IF2506 |
0.009638 |
0.010659 |
-0.001021 |
-0.001757 |
-0.000027 |
-0.006542 |
- |
4020.2 |
3977.8 |
- |
4027.276 |
20250620 |
125 |
259 |
| CFFEX.IH2411 |
0.009248 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2701.305 |
20241115 |
0 |
259 |
| CFFEX.IH2412 |
0.009248 |
0.011721 |
-0.002473 |
0.003367 |
0.000481 |
0.116398 |
- |
2710.4 |
2679.0 |
- |
2701.305 |
20241220 |
7 |
259 |
| CFFEX.IH2501 |
0.009248 |
0.012325 |
-0.003077 |
0.003367 |
0.000129 |
0.031338 |
- |
2710.4 |
2677.4 |
- |
2701.305 |
20250117 |
26 |
259 |
| CFFEX.IH2503 |
0.009248 |
0.011908 |
-0.00266 |
0.006625 |
0.000102 |
0.024664 |
- |
2719.2 |
2687.2 |
- |
2701.305 |
20250321 |
65 |
259 |
| CFFEX.IH2506 |
0.009248 |
0.011606 |
-0.002358 |
0.006699 |
0.000103 |
0.024939 |
- |
2719.4 |
2688.2 |
- |
2701.305 |
20250620 |
125 |
259 |