|
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_20241227_151232 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
0.001918 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6172.268 |
20241115 |
0 |
270 |
| CFFEX.IM2412 |
0.001918 |
0.0 |
0.001918 |
0.017195 |
inf |
inf |
-0.029586 |
6278.4 |
6278.4 |
6039.525 |
6172.268 |
20241220 |
0 |
270 |
| CFFEX.IM2501 |
0.001918 |
0.002055 |
-0.000137 |
-0.004645 |
-0.00031 |
-0.074934 |
-0.015231 |
6143.6 |
6131.0 |
5992.6 |
6172.268 |
20250117 |
15 |
270 |
| CFFEX.IM2503 |
0.001918 |
0.002214 |
-0.000296 |
-0.017185 |
-0.000318 |
-0.077012 |
- |
6066.2 |
6052.8 |
- |
6172.268 |
20250321 |
54 |
270 |
| CFFEX.IM2506 |
0.001918 |
0.002195 |
-0.000277 |
-0.038247 |
-0.000708 |
-0.171401 |
- |
5936.2 |
5923.2 |
- |
6172.268 |
20250620 |
114 |
270 |
| CFFEX.IC2411 |
0.002245 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5900.275 |
20241115 |
0 |
270 |
| CFFEX.IC2412 |
0.002245 |
- |
- |
- |
- |
- |
- |
- |
5927.6 |
- |
5900.275 |
20241220 |
0 |
270 |
| CFFEX.IC2501 |
0.002245 |
0.003032 |
-0.000788 |
-0.002114 |
-0.000141 |
-0.034111 |
- |
5887.8 |
5870.0 |
- |
5900.275 |
20250117 |
15 |
270 |
| CFFEX.IC2503 |
0.002245 |
0.003398 |
-0.001154 |
-0.009165 |
-0.00017 |
-0.041072 |
- |
5846.2 |
5826.4 |
- |
5900.275 |
20250321 |
54 |
270 |
| CFFEX.IC2506 |
0.002245 |
0.003913 |
-0.001668 |
-0.025944 |
-0.00048 |
-0.116266 |
- |
5747.2 |
5724.8 |
- |
5900.275 |
20250620 |
114 |
270 |
| CFFEX.IF2411 |
-0.001503 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3981.485 |
20241115 |
0 |
270 |
| CFFEX.IF2412 |
-0.001503 |
0.0 |
-0.001503 |
-0.011675 |
-inf |
-inf |
- |
3935.0 |
3935.0 |
- |
3981.485 |
20241220 |
0 |
270 |
| CFFEX.IF2501 |
-0.001503 |
-0.000903 |
-0.000601 |
0.000531 |
0.000035 |
0.00857 |
- |
3983.6 |
3987.2 |
- |
3981.485 |
20250117 |
15 |
270 |
| CFFEX.IF2503 |
-0.001503 |
-0.000852 |
-0.000651 |
0.001385 |
0.000026 |
0.006208 |
- |
3987.0 |
3990.4 |
- |
3981.485 |
20250321 |
54 |
270 |
| CFFEX.IF2506 |
-0.001503 |
-0.001261 |
-0.000243 |
-0.005296 |
-0.000098 |
-0.023733 |
- |
3960.4 |
3965.4 |
- |
3981.485 |
20250620 |
114 |
270 |
| CFFEX.IH2411 |
-0.000265 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2701.880 |
20241115 |
0 |
270 |
| CFFEX.IH2412 |
-0.000265 |
0.0 |
-0.000265 |
-0.018313 |
-inf |
-inf |
- |
2652.4 |
2652.4 |
- |
2701.880 |
20241220 |
0 |
270 |
| CFFEX.IH2501 |
-0.000265 |
-0.00133 |
0.001065 |
0.000637 |
0.000042 |
0.01027 |
- |
2703.6 |
2707.2 |
- |
2701.880 |
20250117 |
15 |
270 |
| CFFEX.IH2503 |
-0.000265 |
-0.001032 |
0.000767 |
0.003227 |
0.00006 |
0.014463 |
- |
2710.6 |
2713.4 |
- |
2701.880 |
20250321 |
54 |
270 |
| CFFEX.IH2506 |
-0.000265 |
-0.00059 |
0.000325 |
0.003227 |
0.00006 |
0.014463 |
- |
2710.6 |
2712.2 |
- |
2701.880 |
20250620 |
114 |
270 |