|
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_20241220_151439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
0.010474 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6272.200 |
20241115 |
0 |
265 |
| CFFEX.IM2412 |
0.010474 |
0.009714 |
0.00076 |
0.000988 |
0.000988 |
0.239214 |
-0.013234 |
6278.4 |
6218.0 |
6039.525 |
6272.200 |
20241220 |
1 |
265 |
| CFFEX.IM2501 |
0.010474 |
0.007378 |
0.003096 |
-0.007334 |
-0.000367 |
-0.088741 |
-0.012663 |
6226.2 |
6180.6 |
5992.6 |
6272.200 |
20250117 |
20 |
265 |
| CFFEX.IM2503 |
0.010474 |
0.007283 |
0.003191 |
-0.020886 |
-0.000354 |
-0.085667 |
- |
6141.2 |
6096.8 |
- |
6272.200 |
20250321 |
59 |
265 |
| CFFEX.IM2506 |
0.010474 |
0.007178 |
0.003296 |
-0.042473 |
-0.00072 |
-0.174212 |
- |
6005.8 |
5963.0 |
- |
6272.200 |
20250620 |
119 |
265 |
| CFFEX.IC2411 |
0.003109 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5920.263 |
20241115 |
0 |
265 |
| CFFEX.IC2412 |
0.003109 |
0.002707 |
0.000402 |
0.001239 |
0.001239 |
0.299911 |
- |
5927.6 |
5911.6 |
- |
5920.263 |
20241220 |
1 |
265 |
| CFFEX.IC2501 |
0.003109 |
0.001971 |
0.001137 |
-0.004166 |
-0.000208 |
-0.050407 |
- |
5895.6 |
5884.0 |
- |
5920.263 |
20250117 |
20 |
265 |
| CFFEX.IC2503 |
0.003109 |
0.002364 |
0.000745 |
-0.011699 |
-0.000198 |
-0.047987 |
- |
5851.0 |
5837.2 |
- |
5920.263 |
20250321 |
59 |
265 |
| CFFEX.IC2506 |
0.003109 |
0.002792 |
0.000317 |
-0.029367 |
-0.000498 |
-0.120456 |
- |
5746.4 |
5730.4 |
- |
5920.263 |
20250620 |
119 |
265 |
| CFFEX.IF2411 |
-0.003508 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3931.623 |
20241115 |
0 |
265 |
| CFFEX.IF2412 |
-0.003508 |
-0.002484 |
-0.001024 |
0.000859 |
0.000859 |
0.207862 |
- |
3935.0 |
3944.8 |
- |
3931.623 |
20241220 |
1 |
265 |
| CFFEX.IF2501 |
-0.003508 |
-0.003042 |
-0.000466 |
0.000198 |
0.00001 |
0.002391 |
- |
3932.4 |
3944.4 |
- |
3931.623 |
20250117 |
20 |
265 |
| CFFEX.IF2503 |
-0.003508 |
-0.00213 |
-0.001378 |
0.001113 |
0.000019 |
0.004566 |
- |
3936.0 |
3944.4 |
- |
3931.623 |
20250321 |
59 |
265 |
| CFFEX.IF2506 |
-0.003508 |
-0.002142 |
-0.001366 |
-0.004737 |
-0.00008 |
-0.019429 |
- |
3913.0 |
3921.4 |
- |
3931.623 |
20250620 |
119 |
265 |
| CFFEX.IH2411 |
-0.003835 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2651.516 |
20241115 |
0 |
265 |
| CFFEX.IH2412 |
-0.003835 |
-0.002857 |
-0.000977 |
0.000333 |
0.000333 |
0.080681 |
- |
2652.4 |
2660.0 |
- |
2651.516 |
20241220 |
1 |
265 |
| CFFEX.IH2501 |
-0.003835 |
-0.003759 |
-0.000076 |
-0.000421 |
-0.000021 |
-0.005093 |
- |
2650.4 |
2660.4 |
- |
2651.516 |
20250117 |
20 |
265 |
| CFFEX.IH2503 |
-0.003835 |
-0.0027 |
-0.001135 |
0.003124 |
0.000053 |
0.012815 |
- |
2659.8 |
2667.0 |
- |
2651.516 |
20250321 |
59 |
265 |
| CFFEX.IH2506 |
-0.003835 |
-0.002249 |
-0.001586 |
0.003954 |
0.000067 |
0.016218 |
- |
2662.0 |
2668.0 |
- |
2651.516 |
20250620 |
119 |
265 |