|
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_20241217_151435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
-0.021441 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6142.918 |
20241115 |
0 |
262 |
| CFFEX.IM2412 |
-0.021441 |
-0.019255 |
-0.002187 |
-0.000019 |
-0.000005 |
-0.001162 |
-0.011936 |
6142.8 |
6263.4 |
6039.525 |
6142.918 |
20241220 |
4 |
262 |
| CFFEX.IM2501 |
-0.021441 |
-0.019528 |
-0.001913 |
-0.006108 |
-0.000266 |
-0.064262 |
-0.013659 |
6105.4 |
6227.0 |
5992.6 |
6142.918 |
20250117 |
23 |
262 |
| CFFEX.IM2503 |
-0.021441 |
-0.019505 |
-0.001936 |
-0.019652 |
-0.000317 |
-0.076705 |
- |
6022.2 |
6142.0 |
- |
6142.918 |
20250321 |
62 |
262 |
| CFFEX.IM2506 |
-0.021441 |
-0.018865 |
-0.002576 |
-0.041628 |
-0.000671 |
-0.162484 |
- |
5887.2 |
6000.4 |
- |
6142.918 |
20250620 |
122 |
262 |
| CFFEX.IC2411 |
-0.010626 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5849.777 |
20241115 |
0 |
262 |
| CFFEX.IC2412 |
-0.010626 |
-0.009682 |
-0.000944 |
0.000175 |
0.000044 |
0.01058 |
- |
5850.8 |
5908.0 |
- |
5849.777 |
20241220 |
4 |
262 |
| CFFEX.IC2501 |
-0.010626 |
-0.009151 |
-0.001474 |
-0.004201 |
-0.000183 |
-0.044206 |
- |
5825.2 |
5879.0 |
- |
5849.777 |
20250117 |
23 |
262 |
| CFFEX.IC2503 |
-0.010626 |
-0.009574 |
-0.001051 |
-0.013227 |
-0.000213 |
-0.051629 |
- |
5772.4 |
5828.2 |
- |
5849.777 |
20250321 |
62 |
262 |
| CFFEX.IC2506 |
-0.010626 |
-0.008637 |
-0.001988 |
-0.030732 |
-0.000496 |
-0.119955 |
- |
5670.0 |
5719.4 |
- |
5849.777 |
20250620 |
122 |
262 |
| CFFEX.IF2411 |
0.002843 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3922.962 |
20241115 |
0 |
262 |
| CFFEX.IF2412 |
0.002843 |
0.002761 |
0.000082 |
-0.000194 |
-0.000049 |
-0.011752 |
- |
3922.2 |
3911.4 |
- |
3922.962 |
20241220 |
4 |
262 |
| CFFEX.IF2501 |
0.002843 |
0.003481 |
-0.000638 |
-0.000653 |
-0.000028 |
-0.006872 |
- |
3920.4 |
3906.8 |
- |
3922.962 |
20250117 |
23 |
262 |
| CFFEX.IF2503 |
0.002843 |
0.003583 |
-0.000741 |
-0.0005 |
-0.000008 |
-0.001952 |
- |
3921.0 |
3907.0 |
- |
3922.962 |
20250321 |
62 |
262 |
| CFFEX.IF2506 |
0.002843 |
0.003549 |
-0.000706 |
-0.005292 |
-0.000085 |
-0.020658 |
- |
3902.2 |
3888.4 |
- |
3922.962 |
20250620 |
122 |
262 |
| CFFEX.IH2411 |
0.003922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2651.920 |
20241115 |
0 |
262 |
| CFFEX.IH2412 |
0.003922 |
0.005691 |
-0.001769 |
-0.000422 |
-0.000106 |
-0.025551 |
- |
2650.8 |
2635.8 |
- |
2651.920 |
20241220 |
4 |
262 |
| CFFEX.IH2501 |
0.003922 |
0.004857 |
-0.000936 |
-0.001478 |
-0.000064 |
-0.015553 |
- |
2648.0 |
2635.2 |
- |
2651.920 |
20250117 |
23 |
262 |
| CFFEX.IH2503 |
0.003922 |
0.005602 |
-0.00168 |
0.00184 |
0.00003 |
0.007183 |
- |
2656.8 |
2642.0 |
- |
2651.920 |
20250321 |
62 |
262 |
| CFFEX.IH2506 |
0.003922 |
0.006439 |
-0.002518 |
0.001916 |
0.000031 |
0.007477 |
- |
2657.0 |
2640.0 |
- |
2651.920 |
20250620 |
122 |
262 |