|
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_20241230_151440 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
-0.004294 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6145.062 |
20241115 |
0 |
271 |
| CFFEX.IM2412 |
-0.004294 |
0.0 |
-0.004294 |
0.021698 |
inf |
inf |
-0.034037 |
6278.4 |
6278.4 |
6039.525 |
6145.062 |
20241220 |
0 |
271 |
| CFFEX.IM2501 |
-0.004294 |
-0.001628 |
-0.002667 |
-0.001865 |
-0.000133 |
-0.032242 |
-0.018014 |
6133.6 |
6143.6 |
5992.6 |
6145.062 |
20250117 |
14 |
271 |
| CFFEX.IM2503 |
-0.004294 |
-0.001582 |
-0.002712 |
-0.0142 |
-0.000268 |
-0.064839 |
- |
6057.8 |
6067.4 |
- |
6145.062 |
20250321 |
53 |
271 |
| CFFEX.IM2506 |
-0.004294 |
-0.001617 |
-0.002677 |
-0.035551 |
-0.000671 |
-0.162326 |
- |
5926.6 |
5936.2 |
- |
6145.062 |
20250620 |
113 |
271 |
| CFFEX.IC2411 |
-0.000187 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5898.066 |
20241115 |
0 |
271 |
| CFFEX.IC2412 |
-0.000187 |
0.0 |
-0.000187 |
0.005007 |
inf |
inf |
- |
5927.6 |
5927.6 |
- |
5898.066 |
20241220 |
0 |
271 |
| CFFEX.IC2501 |
-0.000187 |
0.000238 |
-0.000424 |
-0.001503 |
-0.000107 |
-0.025984 |
- |
5889.2 |
5887.8 |
- |
5898.066 |
20250117 |
14 |
271 |
| CFFEX.IC2503 |
-0.000187 |
0.00041 |
-0.000597 |
-0.008183 |
-0.000154 |
-0.037366 |
- |
5849.8 |
5847.4 |
- |
5898.066 |
20250321 |
53 |
271 |
| CFFEX.IC2506 |
-0.000187 |
0.000139 |
-0.000326 |
-0.025443 |
-0.00048 |
-0.116175 |
- |
5748.0 |
5747.2 |
- |
5898.066 |
20250620 |
113 |
271 |
| CFFEX.IF2411 |
0.004587 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3999.293 |
20241115 |
0 |
271 |
| CFFEX.IF2412 |
0.004587 |
0.0 |
0.004587 |
-0.016076 |
-inf |
-inf |
- |
3935.0 |
3935.0 |
- |
3999.293 |
20241220 |
0 |
271 |
| CFFEX.IF2501 |
0.004587 |
0.003916 |
0.000671 |
-0.000023 |
-0.000002 |
-0.000402 |
- |
3999.2 |
3983.6 |
- |
3999.293 |
20250117 |
14 |
271 |
| CFFEX.IF2503 |
0.004587 |
0.004113 |
0.000474 |
0.001027 |
0.000019 |
0.004689 |
- |
4003.4 |
3987.0 |
- |
3999.293 |
20250321 |
53 |
271 |
| CFFEX.IF2506 |
0.004587 |
0.004545 |
0.000042 |
-0.005224 |
-0.000099 |
-0.023854 |
- |
3978.4 |
3960.4 |
- |
3999.293 |
20250620 |
113 |
271 |
| CFFEX.IH2411 |
0.006470 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2719.182 |
20241115 |
0 |
271 |
| CFFEX.IH2412 |
0.006470 |
0.0 |
0.00647 |
-0.02456 |
-inf |
-inf |
- |
2652.4 |
2652.4 |
- |
2719.182 |
20241220 |
0 |
271 |
| CFFEX.IH2501 |
0.006470 |
0.007325 |
-0.000856 |
0.001331 |
0.000095 |
0.022999 |
- |
2722.8 |
2703.0 |
- |
2719.182 |
20250117 |
14 |
271 |
| CFFEX.IH2503 |
0.006470 |
0.006493 |
-0.000023 |
0.003316 |
0.000063 |
0.015143 |
- |
2728.2 |
2710.6 |
- |
2719.182 |
20250321 |
53 |
271 |
| CFFEX.IH2506 |
0.006470 |
0.005608 |
0.000862 |
0.002434 |
0.000046 |
0.011113 |
- |
2725.8 |
2710.6 |
- |
2719.182 |
20250620 |
113 |
271 |