|
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_20241213_151348 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
-0.020654 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6356.101 |
20241115 |
0 |
260 |
| CFFEX.IM2412 |
-0.020654 |
-0.01834 |
-0.002314 |
0.000456 |
0.000076 |
0.018396 |
-0.01285 |
6359.0 |
6477.8 |
6039.525 |
6356.101 |
20241220 |
6 |
260 |
| CFFEX.IM2501 |
-0.020654 |
-0.019209 |
-0.001444 |
-0.005522 |
-0.000221 |
-0.053457 |
-0.014754 |
6321.0 |
6444.8 |
5992.6 |
6356.101 |
20250117 |
25 |
260 |
| CFFEX.IM2503 |
-0.020654 |
-0.020174 |
-0.000479 |
-0.018864 |
-0.000295 |
-0.071329 |
- |
6236.2 |
6364.6 |
- |
6356.101 |
20250321 |
64 |
260 |
| CFFEX.IM2506 |
-0.020654 |
-0.021059 |
0.000405 |
-0.040449 |
-0.000632 |
-0.15295 |
- |
6099.0 |
6230.2 |
- |
6356.101 |
20250620 |
124 |
260 |
| CFFEX.IC2411 |
-0.017324 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5994.710 |
20241115 |
0 |
260 |
| CFFEX.IC2412 |
-0.017324 |
-0.015559 |
-0.001765 |
0.000582 |
0.000097 |
0.023481 |
- |
5998.2 |
6093.0 |
- |
5994.710 |
20241220 |
6 |
260 |
| CFFEX.IC2501 |
-0.017324 |
-0.015982 |
-0.001342 |
-0.003755 |
-0.00015 |
-0.036348 |
- |
5972.2 |
6069.2 |
- |
5994.710 |
20250117 |
25 |
260 |
| CFFEX.IC2503 |
-0.017324 |
-0.016963 |
-0.000361 |
-0.013964 |
-0.000218 |
-0.052801 |
- |
5911.0 |
6013.0 |
- |
5994.710 |
20250321 |
64 |
260 |
| CFFEX.IC2506 |
-0.017324 |
-0.017331 |
0.000007 |
-0.031479 |
-0.000492 |
-0.119032 |
- |
5806.0 |
5908.4 |
- |
5994.710 |
20250620 |
124 |
260 |
| CFFEX.IF2411 |
-0.023209 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3935.009 |
20241115 |
0 |
260 |
| CFFEX.IF2412 |
-0.023209 |
-0.025701 |
0.002492 |
-0.000002 |
-0.0 |
-0.000092 |
- |
3935.0 |
4038.8 |
- |
3935.009 |
20241220 |
6 |
260 |
| CFFEX.IF2501 |
-0.023209 |
-0.027091 |
0.003883 |
-0.001578 |
-0.000063 |
-0.015274 |
- |
3928.8 |
4038.2 |
- |
3935.009 |
20250117 |
25 |
260 |
| CFFEX.IF2503 |
-0.023209 |
-0.027676 |
0.004467 |
-0.001832 |
-0.000029 |
-0.006927 |
- |
3927.8 |
4039.6 |
- |
3935.009 |
20250321 |
64 |
260 |
| CFFEX.IF2506 |
-0.023209 |
-0.028456 |
0.005248 |
-0.007423 |
-0.000116 |
-0.028068 |
- |
3905.8 |
4020.2 |
- |
3935.009 |
20250620 |
124 |
260 |
| CFFEX.IH2411 |
-0.023256 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2639.425 |
20241115 |
0 |
260 |
| CFFEX.IH2412 |
-0.023256 |
-0.026712 |
0.003456 |
-0.00054 |
-0.00009 |
-0.021776 |
- |
2638.0 |
2710.4 |
- |
2639.425 |
20241220 |
6 |
260 |
| CFFEX.IH2501 |
-0.023256 |
-0.026792 |
0.003536 |
-0.000843 |
-0.000034 |
-0.00816 |
- |
2637.2 |
2709.8 |
- |
2639.425 |
20250117 |
25 |
260 |
| CFFEX.IH2503 |
-0.023256 |
-0.028981 |
0.005726 |
0.000294 |
0.000005 |
0.00111 |
- |
2640.2 |
2719.0 |
- |
2639.425 |
20250321 |
64 |
260 |
| CFFEX.IH2506 |
-0.023256 |
-0.029271 |
0.006015 |
0.000142 |
0.000002 |
0.000537 |
- |
2639.8 |
2719.4 |
- |
2639.425 |
20250620 |
124 |
260 |