|
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_20241223_151430 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
-0.027805 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6097.365 |
20241115 |
0 |
266 |
| CFFEX.IM2412 |
-0.027805 |
0.0 |
-0.027805 |
0.029691 |
inf |
inf |
-0.041842 |
6278.4 |
6278.4 |
6039.525 |
6097.365 |
20241220 |
0 |
266 |
| CFFEX.IM2501 |
-0.027805 |
-0.02618 |
-0.001626 |
-0.005603 |
-0.000295 |
-0.071368 |
-0.014071 |
6063.2 |
6226.2 |
5992.6 |
6097.365 |
20250117 |
19 |
266 |
| CFFEX.IM2503 |
-0.027805 |
-0.025109 |
-0.002696 |
-0.0181 |
-0.000312 |
-0.075523 |
- |
5987.0 |
6141.2 |
- |
6097.365 |
20250321 |
58 |
266 |
| CFFEX.IM2506 |
-0.027805 |
-0.025409 |
-0.002397 |
-0.040044 |
-0.00069 |
-0.167082 |
- |
5853.2 |
6005.8 |
- |
6097.365 |
20250620 |
118 |
266 |
| CFFEX.IC2411 |
-0.016493 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5819.582 |
20241115 |
0 |
266 |
| CFFEX.IC2412 |
-0.016493 |
0.0 |
-0.016493 |
0.018561 |
inf |
inf |
- |
5927.6 |
5927.6 |
- |
5819.582 |
20241220 |
0 |
266 |
| CFFEX.IC2501 |
-0.016493 |
-0.015707 |
-0.000787 |
-0.002849 |
-0.00015 |
-0.036292 |
- |
5803.0 |
5895.6 |
- |
5819.582 |
20250117 |
19 |
266 |
| CFFEX.IC2503 |
-0.016493 |
-0.01545 |
-0.001043 |
-0.010135 |
-0.000175 |
-0.042288 |
- |
5760.6 |
5851.0 |
- |
5819.582 |
20250321 |
58 |
266 |
| CFFEX.IC2506 |
-0.016493 |
-0.015558 |
-0.000936 |
-0.027937 |
-0.000482 |
-0.116565 |
- |
5657.0 |
5746.4 |
- |
5819.582 |
20250620 |
118 |
266 |
| CFFEX.IF2411 |
0.001859 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3935.045 |
20241115 |
0 |
266 |
| CFFEX.IF2412 |
0.001859 |
0.0 |
0.001859 |
-0.000011 |
-inf |
-inf |
- |
3935.0 |
3935.0 |
- |
3935.045 |
20241220 |
0 |
266 |
| CFFEX.IF2501 |
0.001859 |
0.000763 |
0.001096 |
0.00009 |
0.000005 |
0.001149 |
- |
3935.4 |
3932.4 |
- |
3935.045 |
20250117 |
19 |
266 |
| CFFEX.IF2503 |
0.001859 |
0.000356 |
0.001503 |
0.000598 |
0.00001 |
0.002497 |
- |
3937.4 |
3936.0 |
- |
3935.045 |
20250321 |
58 |
266 |
| CFFEX.IF2506 |
0.001859 |
0.000204 |
0.001654 |
-0.005399 |
-0.000093 |
-0.022527 |
- |
3913.8 |
3913.0 |
- |
3935.045 |
20250620 |
118 |
266 |
| CFFEX.IH2411 |
0.008801 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2671.769 |
20241115 |
0 |
266 |
| CFFEX.IH2412 |
0.008801 |
0.0 |
0.008801 |
-0.00725 |
-inf |
-inf |
- |
2652.4 |
2652.4 |
- |
2671.769 |
20241220 |
0 |
266 |
| CFFEX.IH2501 |
0.008801 |
0.007848 |
0.000953 |
-0.000213 |
-0.000011 |
-0.002713 |
- |
2671.2 |
2650.4 |
- |
2671.769 |
20250117 |
19 |
266 |
| CFFEX.IH2503 |
0.008801 |
0.006166 |
0.002635 |
0.001658 |
0.000029 |
0.00692 |
- |
2676.2 |
2659.8 |
- |
2671.769 |
20250321 |
58 |
266 |
| CFFEX.IH2506 |
0.008801 |
0.005334 |
0.003466 |
0.001658 |
0.000029 |
0.00692 |
- |
2676.2 |
2662.0 |
- |
2671.769 |
20250620 |
118 |
266 |