|
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_20250102_151456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
-0.027272 |
- |
- |
- |
- |
- |
- |
- |
6278.4 |
- |
5795.240 |
20241220 |
0 |
273 |
| CFFEX.IM2501 |
-0.027272 |
-0.02504 |
-0.002231 |
-0.002975 |
-0.000248 |
-0.059993 |
-0.008424 |
5778.0 |
5926.4 |
6039.525 |
5795.240 |
20250117 |
12 |
273 |
| CFFEX.IM2502 |
-0.027272 |
-0.024735 |
-0.002537 |
-0.009394 |
-0.000303 |
-0.073333 |
-0.009708 |
5740.8 |
5886.4 |
5992.6 |
5795.240 |
20250221 |
31 |
273 |
| CFFEX.IM2506 |
-0.027272 |
-0.026665 |
-0.000606 |
-0.038832 |
-0.00035 |
-0.08466 |
- |
5570.2 |
5722.8 |
- |
5795.240 |
20250620 |
111 |
273 |
| CFFEX.IM2509 |
-0.027272 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5795.240 |
20250919 |
176 |
273 |
| CFFEX.IC2412 |
-0.031411 |
- |
- |
- |
- |
- |
- |
- |
5927.6 |
- |
5545.879 |
20241220 |
0 |
273 |
| CFFEX.IC2501 |
-0.031411 |
-0.027824 |
-0.003588 |
-0.002034 |
-0.000169 |
-0.041014 |
- |
5534.6 |
5693.0 |
- |
5545.879 |
20250117 |
12 |
273 |
| CFFEX.IC2502 |
-0.031411 |
-0.027583 |
-0.003829 |
-0.005784 |
-0.000187 |
-0.045155 |
- |
5513.8 |
5670.2 |
- |
5545.879 |
20250221 |
31 |
273 |
| CFFEX.IC2506 |
-0.031411 |
-0.029523 |
-0.001888 |
-0.027927 |
-0.000252 |
-0.060886 |
- |
5391.0 |
5555.0 |
- |
5545.879 |
20250620 |
111 |
273 |
| CFFEX.IC2509 |
-0.031411 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5545.879 |
20250919 |
176 |
273 |
| CFFEX.IF2412 |
-0.028877 |
- |
- |
- |
- |
- |
- |
- |
3935.0 |
- |
3821.283 |
20241220 |
0 |
273 |
| CFFEX.IF2501 |
-0.028877 |
-0.026659 |
-0.002218 |
-0.000597 |
-0.00005 |
-0.012048 |
- |
3819.0 |
3923.6 |
- |
3821.283 |
20250117 |
12 |
273 |
| CFFEX.IF2502 |
-0.028877 |
-0.024906 |
-0.003971 |
-0.000022 |
-0.000001 |
-0.00017 |
- |
3821.2 |
3918.8 |
- |
3821.283 |
20250221 |
31 |
273 |
| CFFEX.IF2506 |
-0.028877 |
-0.025674 |
-0.003203 |
-0.006878 |
-0.000062 |
-0.014995 |
- |
3795.0 |
3895.0 |
- |
3821.283 |
20250620 |
111 |
273 |
| CFFEX.IF2509 |
-0.028877 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3821.283 |
20250919 |
176 |
273 |
| CFFEX.IH2412 |
-0.027255 |
- |
- |
- |
- |
- |
- |
- |
2652.4 |
- |
2611.597 |
20241220 |
0 |
273 |
| CFFEX.IH2501 |
-0.027255 |
-0.023002 |
-0.004253 |
0.001839 |
0.000153 |
0.037089 |
- |
2616.4 |
2678.0 |
- |
2611.597 |
20250117 |
12 |
273 |
| CFFEX.IH2502 |
-0.027255 |
-0.024076 |
-0.003179 |
0.002682 |
0.000087 |
0.020933 |
- |
2618.6 |
2683.2 |
- |
2611.597 |
20250221 |
31 |
273 |
| CFFEX.IH2506 |
-0.027255 |
-0.023117 |
-0.004138 |
0.003218 |
0.000029 |
0.007015 |
- |
2620.0 |
2682.0 |
- |
2611.597 |
20250620 |
111 |
273 |
| CFFEX.IH2509 |
-0.027255 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2611.597 |
20250919 |
176 |
273 |