|
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_20241224_151505 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
0.011289 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6165.202 |
20241115 |
0 |
267 |
| CFFEX.IM2412 |
0.011289 |
0.0 |
0.011289 |
0.018361 |
inf |
inf |
-0.030742 |
6278.4 |
6278.4 |
6039.525 |
6165.202 |
20241220 |
0 |
267 |
| CFFEX.IM2501 |
0.011289 |
0.011018 |
0.000271 |
-0.005742 |
-0.000319 |
-0.077201 |
-0.014085 |
6129.8 |
6063.0 |
5992.6 |
6165.202 |
20250117 |
18 |
267 |
| CFFEX.IM2503 |
0.011289 |
0.011091 |
0.000198 |
-0.018134 |
-0.000318 |
-0.076991 |
- |
6053.4 |
5987.0 |
- |
6165.202 |
20250321 |
57 |
267 |
| CFFEX.IM2506 |
0.011289 |
0.011276 |
0.000013 |
-0.039902 |
-0.0007 |
-0.169407 |
- |
5919.2 |
5853.2 |
- |
6165.202 |
20250620 |
117 |
267 |
| CFFEX.IC2411 |
0.013172 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5895.192 |
20241115 |
0 |
267 |
| CFFEX.IC2412 |
0.013172 |
0.0 |
0.013172 |
0.005497 |
inf |
inf |
- |
5927.6 |
5927.6 |
- |
5895.192 |
20241220 |
0 |
267 |
| CFFEX.IC2501 |
0.013172 |
0.013131 |
0.000041 |
-0.002713 |
-0.000151 |
-0.036471 |
- |
5879.2 |
5803.0 |
- |
5895.192 |
20250117 |
18 |
267 |
| CFFEX.IC2503 |
0.013172 |
0.012772 |
0.000399 |
-0.010041 |
-0.000176 |
-0.042629 |
- |
5836.0 |
5762.4 |
- |
5895.192 |
20250321 |
57 |
267 |
| CFFEX.IC2506 |
0.013172 |
0.013116 |
0.000055 |
-0.027818 |
-0.000488 |
-0.118104 |
- |
5731.2 |
5657.0 |
- |
5895.192 |
20250620 |
117 |
267 |
| CFFEX.IF2411 |
0.012612 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3983.181 |
20241115 |
0 |
267 |
| CFFEX.IF2412 |
0.012612 |
- |
- |
- |
- |
- |
- |
- |
3935.0 |
- |
3983.181 |
20241220 |
0 |
267 |
| CFFEX.IF2501 |
0.012612 |
0.012197 |
0.000415 |
0.000055 |
0.000003 |
0.000739 |
- |
3983.4 |
3935.4 |
- |
3983.181 |
20250117 |
18 |
267 |
| CFFEX.IF2503 |
0.012612 |
0.013054 |
-0.000443 |
0.001411 |
0.000025 |
0.005989 |
- |
3988.8 |
3937.4 |
- |
3983.181 |
20250321 |
57 |
267 |
| CFFEX.IF2506 |
0.012612 |
0.012673 |
-0.000061 |
-0.004966 |
-0.000087 |
-0.021084 |
- |
3963.4 |
3913.8 |
- |
3983.181 |
20250620 |
117 |
267 |
| CFFEX.IH2411 |
0.011544 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2702.039 |
20241115 |
0 |
267 |
| CFFEX.IH2412 |
0.011544 |
0.0 |
0.011544 |
-0.018371 |
-inf |
-inf |
- |
2652.4 |
2652.4 |
- |
2702.039 |
20241220 |
0 |
267 |
| CFFEX.IH2501 |
0.011544 |
0.01168 |
-0.000136 |
0.000134 |
0.000007 |
0.001796 |
- |
2702.4 |
2671.2 |
- |
2702.039 |
20250117 |
18 |
267 |
| CFFEX.IH2503 |
0.011544 |
0.012705 |
-0.001161 |
0.00302 |
0.000053 |
0.012823 |
- |
2710.2 |
2676.2 |
- |
2702.039 |
20250321 |
57 |
267 |
| CFFEX.IH2506 |
0.011544 |
0.012406 |
-0.000862 |
0.002724 |
0.000048 |
0.011566 |
- |
2709.4 |
2676.2 |
- |
2702.039 |
20250620 |
117 |
267 |