|
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_20241231_151349 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2411 |
-0.029706 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5963.354 |
20241115 |
0 |
272 |
| CFFEX.IM2412 |
-0.029706 |
0.0 |
-0.029706 |
0.05283 |
inf |
inf |
-0.06377 |
6278.4 |
6278.4 |
6039.525 |
5963.354 |
20241220 |
0 |
272 |
| CFFEX.IM2501 |
-0.029706 |
-0.033781 |
0.004075 |
-0.006197 |
-0.000477 |
-0.115357 |
-0.013171 |
5926.4 |
6133.6 |
5992.6 |
5963.354 |
20250117 |
13 |
272 |
| CFFEX.IM2503 |
-0.029706 |
-0.034534 |
0.004827 |
-0.019243 |
-0.00037 |
-0.089555 |
- |
5848.6 |
6057.8 |
- |
5963.354 |
20250321 |
52 |
272 |
| CFFEX.IM2506 |
-0.029706 |
-0.034387 |
0.004681 |
-0.040339 |
-0.000776 |
-0.18773 |
- |
5722.8 |
5926.6 |
- |
5963.354 |
20250620 |
112 |
272 |
| CFFEX.IC2411 |
-0.028710 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5729.528 |
20241115 |
0 |
272 |
| CFFEX.IC2412 |
-0.028710 |
0.0 |
-0.02871 |
0.03457 |
inf |
inf |
- |
5927.6 |
5927.6 |
- |
5729.528 |
20241220 |
0 |
272 |
| CFFEX.IC2501 |
-0.028710 |
-0.033315 |
0.004605 |
-0.006375 |
-0.00049 |
-0.11868 |
- |
5693.0 |
5889.2 |
- |
5729.528 |
20250117 |
13 |
272 |
| CFFEX.IC2503 |
-0.028710 |
-0.034707 |
0.005997 |
-0.014579 |
-0.00028 |
-0.067846 |
- |
5646.0 |
5849.0 |
- |
5729.528 |
20250321 |
52 |
272 |
| CFFEX.IC2506 |
-0.028710 |
-0.033577 |
0.004867 |
-0.030461 |
-0.000586 |
-0.141761 |
- |
5555.0 |
5748.0 |
- |
5729.528 |
20250620 |
112 |
272 |
| CFFEX.IF2411 |
-0.015311 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3937.826 |
20241115 |
0 |
272 |
| CFFEX.IF2412 |
-0.015311 |
0.0 |
-0.015311 |
-0.000718 |
-inf |
-inf |
- |
3935.0 |
3935.0 |
- |
3937.826 |
20241220 |
0 |
272 |
| CFFEX.IF2501 |
-0.015311 |
-0.018854 |
0.003543 |
-0.003562 |
-0.000274 |
-0.066305 |
- |
3923.8 |
3999.2 |
- |
3937.826 |
20250117 |
13 |
272 |
| CFFEX.IF2503 |
-0.015311 |
-0.020583 |
0.005272 |
-0.004273 |
-0.000082 |
-0.019885 |
- |
3921.0 |
4003.4 |
- |
3937.826 |
20250321 |
52 |
272 |
| CFFEX.IF2506 |
-0.015311 |
-0.020963 |
0.005652 |
-0.010876 |
-0.000209 |
-0.050613 |
- |
3895.0 |
3978.4 |
- |
3937.826 |
20250620 |
112 |
272 |
| CFFEX.IH2411 |
-0.011644 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2687.092 |
20241115 |
0 |
272 |
| CFFEX.IH2412 |
-0.011644 |
0.0 |
-0.011644 |
-0.012911 |
-inf |
-inf |
- |
2652.4 |
2652.4 |
- |
2687.092 |
20241220 |
0 |
272 |
| CFFEX.IH2501 |
-0.011644 |
-0.015939 |
0.004296 |
-0.002863 |
-0.00022 |
-0.053288 |
- |
2679.4 |
2722.8 |
- |
2687.092 |
20250117 |
13 |
272 |
| CFFEX.IH2503 |
-0.011644 |
-0.016788 |
0.005144 |
-0.001746 |
-0.000034 |
-0.008126 |
- |
2682.4 |
2728.2 |
- |
2687.092 |
20250321 |
52 |
272 |
| CFFEX.IH2506 |
-0.011644 |
-0.016069 |
0.004425 |
-0.001895 |
-0.000036 |
-0.008819 |
- |
2682.0 |
2725.8 |
- |
2687.092 |
20250620 |
112 |
272 |