|
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_20241216_151415 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
-0.012585 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6275.012 |
20241115 |
0 |
261 |
| CFFEX.IM2412 |
-0.012585 |
-0.015034 |
0.002449 |
-0.001851 |
-0.00037 |
-0.089565 |
-0.01029 |
6263.4 |
6359.0 |
6039.525 |
6275.012 |
20241220 |
5 |
261 |
| CFFEX.IM2501 |
-0.012585 |
-0.014871 |
0.002286 |
-0.007651 |
-0.000319 |
-0.077151 |
-0.012337 |
6227.0 |
6321.0 |
5992.6 |
6275.012 |
20250117 |
24 |
261 |
| CFFEX.IM2503 |
-0.012585 |
-0.015105 |
0.002521 |
-0.021197 |
-0.000336 |
-0.081424 |
- |
6142.0 |
6236.2 |
- |
6275.012 |
20250321 |
63 |
261 |
| CFFEX.IM2506 |
-0.012585 |
-0.016167 |
0.003582 |
-0.043763 |
-0.000695 |
-0.168105 |
- |
6000.4 |
6099.0 |
- |
6275.012 |
20250620 |
123 |
261 |
| CFFEX.IC2411 |
-0.012906 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5911.007 |
20241115 |
0 |
261 |
| CFFEX.IC2412 |
-0.012906 |
-0.015038 |
0.002132 |
-0.000509 |
-0.000102 |
-0.024622 |
- |
5908.0 |
5998.2 |
- |
5911.007 |
20241220 |
5 |
261 |
| CFFEX.IC2501 |
-0.012906 |
-0.015606 |
0.0027 |
-0.005415 |
-0.000226 |
-0.054599 |
- |
5879.0 |
5972.2 |
- |
5911.007 |
20250117 |
24 |
261 |
| CFFEX.IC2503 |
-0.012906 |
-0.014008 |
0.001102 |
-0.014009 |
-0.000222 |
-0.053812 |
- |
5828.2 |
5911.0 |
- |
5911.007 |
20250321 |
63 |
261 |
| CFFEX.IC2506 |
-0.012906 |
-0.014916 |
0.00201 |
-0.032415 |
-0.000515 |
-0.124516 |
- |
5719.4 |
5806.0 |
- |
5911.007 |
20250620 |
123 |
261 |
| CFFEX.IF2411 |
-0.005408 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3911.912 |
20241115 |
0 |
261 |
| CFFEX.IF2412 |
-0.005408 |
-0.005997 |
0.00059 |
-0.000131 |
-0.000026 |
-0.006335 |
- |
3911.4 |
3935.0 |
- |
3911.912 |
20241220 |
5 |
261 |
| CFFEX.IF2501 |
-0.005408 |
-0.0056 |
0.000192 |
-0.001307 |
-0.000054 |
-0.013177 |
- |
3906.8 |
3928.8 |
- |
3911.912 |
20250117 |
24 |
261 |
| CFFEX.IF2503 |
-0.005408 |
-0.005245 |
-0.000163 |
-0.001205 |
-0.000019 |
-0.004627 |
- |
3907.2 |
3927.8 |
- |
3911.912 |
20250321 |
63 |
261 |
| CFFEX.IF2506 |
-0.005408 |
-0.004455 |
-0.000953 |
-0.00601 |
-0.000095 |
-0.023087 |
- |
3888.4 |
3905.8 |
- |
3911.912 |
20250620 |
123 |
261 |
| CFFEX.IH2411 |
0.001503 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2641.992 |
20241115 |
0 |
261 |
| CFFEX.IH2412 |
0.001503 |
-0.000834 |
0.002337 |
-0.002344 |
-0.000469 |
-0.113434 |
- |
2635.8 |
2638.0 |
- |
2641.992 |
20241220 |
5 |
261 |
| CFFEX.IH2501 |
0.001503 |
-0.000758 |
0.002262 |
-0.002571 |
-0.000107 |
-0.025922 |
- |
2635.2 |
2637.2 |
- |
2641.992 |
20250117 |
24 |
261 |
| CFFEX.IH2503 |
0.001503 |
0.000682 |
0.000821 |
0.000003 |
0.0 |
0.000012 |
- |
2642.0 |
2640.2 |
- |
2641.992 |
20250321 |
63 |
261 |
| CFFEX.IH2506 |
0.001503 |
0.000076 |
0.001427 |
-0.000754 |
-0.000012 |
-0.002896 |
- |
2640.0 |
2639.8 |
- |
2641.992 |
20250620 |
123 |
261 |