|
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_20241218_151351 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
0.008767 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6197.806 |
20241115 |
0 |
263 |
| CFFEX.IM2412 |
0.008767 |
0.00752 |
0.001247 |
-0.001292 |
-0.000431 |
-0.104201 |
-0.010737 |
6189.8 |
6143.6 |
6039.525 |
6197.806 |
20241220 |
3 |
263 |
| CFFEX.IM2501 |
0.008767 |
0.007338 |
0.001429 |
-0.007681 |
-0.000349 |
-0.084492 |
-0.012154 |
6150.2 |
6105.4 |
5992.6 |
6197.806 |
20250117 |
22 |
263 |
| CFFEX.IM2503 |
0.008767 |
0.007406 |
0.001361 |
-0.02117 |
-0.000347 |
-0.083985 |
- |
6066.6 |
6022.0 |
- |
6197.806 |
20250321 |
61 |
263 |
| CFFEX.IM2506 |
0.008767 |
0.00744 |
0.001327 |
-0.043048 |
-0.000706 |
-0.170782 |
- |
5931.0 |
5887.2 |
- |
6197.806 |
20250620 |
121 |
263 |
| CFFEX.IC2411 |
0.007232 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5890.456 |
20241115 |
0 |
263 |
| CFFEX.IC2412 |
0.007232 |
0.006461 |
0.000771 |
-0.000315 |
-0.000105 |
-0.025417 |
- |
5888.6 |
5850.8 |
- |
5890.456 |
20241220 |
3 |
263 |
| CFFEX.IC2501 |
0.007232 |
0.00618 |
0.001052 |
-0.004967 |
-0.000226 |
-0.054633 |
- |
5861.2 |
5825.2 |
- |
5890.456 |
20250117 |
22 |
263 |
| CFFEX.IC2503 |
0.007232 |
0.007033 |
0.000198 |
-0.013149 |
-0.000216 |
-0.052166 |
- |
5813.0 |
5772.4 |
- |
5890.456 |
20250321 |
61 |
263 |
| CFFEX.IC2506 |
0.007232 |
0.006703 |
0.000529 |
-0.031145 |
-0.000511 |
-0.123557 |
- |
5707.0 |
5669.0 |
- |
5890.456 |
20250620 |
121 |
263 |
| CFFEX.IF2411 |
0.005355 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3943.036 |
20241115 |
0 |
263 |
| CFFEX.IF2412 |
0.005355 |
0.004538 |
0.000817 |
-0.000719 |
-0.00024 |
-0.058019 |
- |
3940.2 |
3922.4 |
- |
3943.036 |
20241220 |
3 |
263 |
| CFFEX.IF2501 |
0.005355 |
0.004387 |
0.000968 |
-0.001379 |
-0.000063 |
-0.015165 |
- |
3937.6 |
3920.4 |
- |
3943.036 |
20250117 |
22 |
263 |
| CFFEX.IF2503 |
0.005355 |
0.004591 |
0.000764 |
-0.001125 |
-0.000018 |
-0.004463 |
- |
3938.6 |
3920.6 |
- |
3943.036 |
20250321 |
61 |
263 |
| CFFEX.IF2506 |
0.005355 |
0.004254 |
0.001101 |
-0.006147 |
-0.000101 |
-0.024385 |
- |
3918.8 |
3902.2 |
- |
3943.036 |
20250620 |
121 |
263 |
| CFFEX.IH2411 |
0.007511 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2672.268 |
20241115 |
0 |
263 |
| CFFEX.IH2412 |
0.007511 |
0.006941 |
0.00057 |
-0.001073 |
-0.000358 |
-0.086575 |
- |
2669.4 |
2651.0 |
- |
2672.268 |
20241220 |
3 |
263 |
| CFFEX.IH2501 |
0.007511 |
0.006798 |
0.000714 |
-0.002346 |
-0.000107 |
-0.025801 |
- |
2666.0 |
2648.0 |
- |
2672.268 |
20250117 |
22 |
263 |
| CFFEX.IH2503 |
0.007511 |
0.005345 |
0.002167 |
-0.000475 |
-0.000008 |
-0.001882 |
- |
2671.0 |
2656.8 |
- |
2672.268 |
20250321 |
61 |
263 |
| CFFEX.IH2506 |
0.007511 |
0.005645 |
0.001866 |
-0.0001 |
-0.000002 |
-0.000398 |
- |
2672.0 |
2657.0 |
- |
2672.268 |
20250620 |
121 |
263 |