|
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_20241225_151419 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
-0.011472 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6093.641 |
20241115 |
0 |
268 |
| CFFEX.IM2412 |
-0.011472 |
0.0 |
-0.011472 |
0.03032 |
inf |
inf |
-0.042451 |
6278.4 |
6278.4 |
6039.525 |
6093.641 |
20241220 |
0 |
268 |
| CFFEX.IM2501 |
-0.011472 |
-0.008189 |
-0.003283 |
-0.002239 |
-0.000132 |
-0.031867 |
-0.017484 |
6080.0 |
6130.2 |
5992.6 |
6093.641 |
20250117 |
17 |
268 |
| CFFEX.IM2503 |
-0.011472 |
-0.008656 |
-0.002816 |
-0.015203 |
-0.000271 |
-0.065698 |
- |
6001.0 |
6053.4 |
- |
6093.641 |
20250321 |
56 |
268 |
| CFFEX.IM2506 |
-0.011472 |
-0.007974 |
-0.003498 |
-0.036373 |
-0.00065 |
-0.157181 |
- |
5872.0 |
5919.2 |
- |
6093.641 |
20250620 |
116 |
268 |
| CFFEX.IC2411 |
-0.009567 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5838.857 |
20241115 |
0 |
268 |
| CFFEX.IC2412 |
-0.009567 |
0.0 |
-0.009567 |
0.015199 |
inf |
inf |
- |
5927.6 |
5927.6 |
- |
5838.857 |
20241220 |
0 |
268 |
| CFFEX.IC2501 |
-0.009567 |
-0.008641 |
-0.000927 |
-0.001791 |
-0.000105 |
-0.025494 |
- |
5828.4 |
5879.2 |
- |
5838.857 |
20250117 |
17 |
268 |
| CFFEX.IC2503 |
-0.009567 |
-0.00891 |
-0.000657 |
-0.009395 |
-0.000168 |
-0.040601 |
- |
5784.0 |
5836.0 |
- |
5838.857 |
20250321 |
56 |
268 |
| CFFEX.IC2506 |
-0.009567 |
-0.007887 |
-0.001681 |
-0.026179 |
-0.000467 |
-0.113132 |
- |
5686.0 |
5731.2 |
- |
5838.857 |
20250620 |
116 |
268 |
| CFFEX.IF2411 |
0.000321 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3984.965 |
20241115 |
0 |
268 |
| CFFEX.IF2412 |
0.000321 |
0.0 |
0.000321 |
-0.012538 |
-inf |
-inf |
- |
3935.0 |
3935.0 |
- |
3984.965 |
20241220 |
0 |
268 |
| CFFEX.IF2501 |
0.000321 |
0.000402 |
-0.000081 |
0.000009 |
0.000001 |
0.000125 |
- |
3985.0 |
3983.4 |
- |
3984.965 |
20250117 |
17 |
268 |
| CFFEX.IF2503 |
0.000321 |
-0.000501 |
0.000822 |
0.00046 |
0.000008 |
0.00199 |
- |
3986.8 |
3988.8 |
- |
3984.965 |
20250321 |
56 |
268 |
| CFFEX.IF2506 |
0.000321 |
-0.000404 |
0.000724 |
-0.005813 |
-0.000104 |
-0.025121 |
- |
3961.8 |
3963.4 |
- |
3984.965 |
20250620 |
116 |
268 |
| CFFEX.IH2411 |
0.002891 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2710.093 |
20241115 |
0 |
268 |
| CFFEX.IH2412 |
0.002891 |
- |
- |
- |
- |
- |
- |
- |
2652.4 |
- |
2710.093 |
20241220 |
0 |
268 |
| CFFEX.IH2501 |
0.002891 |
0.002812 |
0.000078 |
-0.000034 |
-0.000002 |
-0.000489 |
- |
2710.0 |
2702.4 |
- |
2710.093 |
20250117 |
17 |
268 |
| CFFEX.IH2503 |
0.002891 |
0.002214 |
0.000677 |
0.002253 |
0.00004 |
0.009738 |
- |
2716.2 |
2710.2 |
- |
2710.093 |
20250321 |
56 |
268 |
| CFFEX.IH2506 |
0.002891 |
0.001698 |
0.001193 |
0.001442 |
0.000026 |
0.00623 |
- |
2714.0 |
2709.4 |
- |
2710.093 |
20250620 |
116 |
268 |