|
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_20241226_151449 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
0.011181 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6162.834 |
20241115 |
0 |
269 |
| CFFEX.IM2412 |
0.011181 |
0.0 |
0.011181 |
0.018752 |
inf |
inf |
-0.031129 |
6278.4 |
6278.4 |
6039.525 |
6162.834 |
20241220 |
0 |
269 |
| CFFEX.IM2501 |
0.011181 |
0.008421 |
0.00276 |
-0.005133 |
-0.000321 |
-0.077637 |
-0.014706 |
6131.2 |
6080.0 |
5992.6 |
6162.834 |
20250117 |
16 |
269 |
| CFFEX.IM2503 |
0.011181 |
0.008497 |
0.002684 |
-0.017854 |
-0.000325 |
-0.07856 |
- |
6052.8 |
6001.8 |
- |
6162.834 |
20250321 |
55 |
269 |
| CFFEX.IM2506 |
0.011181 |
0.008822 |
0.002359 |
-0.038884 |
-0.000707 |
-0.171088 |
- |
5923.2 |
5871.4 |
- |
6162.834 |
20250620 |
115 |
269 |
| CFFEX.IC2411 |
0.008078 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5887.465 |
20241115 |
0 |
269 |
| CFFEX.IC2412 |
0.008078 |
- |
- |
- |
- |
- |
- |
- |
5927.6 |
- |
5887.465 |
20241220 |
0 |
269 |
| CFFEX.IC2501 |
0.008078 |
0.007137 |
0.00094 |
-0.002966 |
-0.000185 |
-0.044868 |
- |
5870.0 |
5828.4 |
- |
5887.465 |
20250117 |
16 |
269 |
| CFFEX.IC2503 |
0.008078 |
0.007331 |
0.000747 |
-0.010372 |
-0.000189 |
-0.045637 |
- |
5826.4 |
5784.0 |
- |
5887.465 |
20250321 |
55 |
269 |
| CFFEX.IC2506 |
0.008078 |
0.006824 |
0.001254 |
-0.027629 |
-0.000502 |
-0.121568 |
- |
5724.8 |
5686.0 |
- |
5887.465 |
20250620 |
115 |
269 |
| CFFEX.IF2411 |
0.000730 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3988.537 |
20241115 |
0 |
269 |
| CFFEX.IF2412 |
0.000730 |
0.0 |
0.00073 |
-0.013423 |
-inf |
-inf |
- |
3935.0 |
3935.0 |
- |
3988.537 |
20241220 |
0 |
269 |
| CFFEX.IF2501 |
0.000730 |
0.000602 |
0.000127 |
-0.000285 |
-0.000018 |
-0.004312 |
- |
3987.4 |
3985.0 |
- |
3988.537 |
20250117 |
16 |
269 |
| CFFEX.IF2503 |
0.000730 |
0.000903 |
-0.000173 |
0.000467 |
0.000008 |
0.002055 |
- |
3990.4 |
3986.8 |
- |
3988.537 |
20250321 |
55 |
269 |
| CFFEX.IF2506 |
0.000730 |
0.000909 |
-0.000179 |
-0.005801 |
-0.000105 |
-0.025524 |
- |
3965.4 |
3961.8 |
- |
3988.537 |
20250620 |
115 |
269 |
| CFFEX.IH2411 |
-0.002523 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2703.327 |
20241115 |
0 |
269 |
| CFFEX.IH2412 |
-0.002523 |
0.0 |
-0.002523 |
-0.018839 |
-inf |
-inf |
- |
2652.4 |
2652.4 |
- |
2703.327 |
20241220 |
0 |
269 |
| CFFEX.IH2501 |
-0.002523 |
-0.001328 |
-0.001195 |
0.001285 |
0.00008 |
0.019431 |
- |
2706.8 |
2710.4 |
- |
2703.327 |
20250117 |
16 |
269 |
| CFFEX.IH2503 |
-0.002523 |
-0.001031 |
-0.001492 |
0.003726 |
0.000068 |
0.016395 |
- |
2713.4 |
2716.2 |
- |
2703.327 |
20250321 |
55 |
269 |
| CFFEX.IH2506 |
-0.002523 |
-0.000663 |
-0.00186 |
0.003282 |
0.00006 |
0.014442 |
- |
2712.2 |
2714.0 |
- |
2703.327 |
20250620 |
115 |
269 |