|
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_20250103_235050 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
-0.030712 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5619.046 |
20241220 |
0 |
274 |
| CFFEX.IM2501 |
-0.030712 |
-0.02648 |
-0.004233 |
0.00106 |
0.000096 |
0.023311 |
-0.011922 |
5625.0 |
5778.0 |
6039.525 |
5619.046 |
20250117 |
11 |
274 |
| CFFEX.IM2502 |
-0.030712 |
-0.026268 |
-0.004444 |
-0.005169 |
-0.000172 |
-0.041698 |
-0.013374 |
5590.0 |
5740.8 |
5992.6 |
5619.046 |
20250221 |
30 |
274 |
| CFFEX.IM2503 |
-0.030712 |
-0.025617 |
-0.005096 |
-0.011683 |
-0.000234 |
-0.056545 |
- |
5553.4 |
5699.4 |
- |
5619.046 |
20250321 |
50 |
274 |
| CFFEX.IM2506 |
-0.030712 |
-0.024595 |
-0.006117 |
-0.033074 |
-0.000661 |
-0.16008 |
- |
5433.2 |
5570.2 |
- |
5619.046 |
20250620 |
110 |
274 |
| CFFEX.IC2412 |
-0.021752 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5425.186 |
20241220 |
0 |
274 |
| CFFEX.IC2501 |
-0.021752 |
-0.019116 |
-0.002636 |
0.000666 |
0.000061 |
0.014655 |
- |
5428.8 |
5534.6 |
- |
5425.186 |
20250117 |
11 |
274 |
| CFFEX.IC2502 |
-0.021752 |
-0.018245 |
-0.003507 |
-0.002209 |
-0.000074 |
-0.017822 |
- |
5413.2 |
5513.8 |
- |
5425.186 |
20250221 |
30 |
274 |
| CFFEX.IC2503 |
-0.021752 |
-0.017793 |
-0.003958 |
-0.006928 |
-0.000139 |
-0.033532 |
- |
5387.6 |
5485.2 |
- |
5425.186 |
20250321 |
50 |
274 |
| CFFEX.IC2506 |
-0.021752 |
-0.017622 |
-0.00413 |
-0.023812 |
-0.000476 |
-0.115251 |
- |
5296.0 |
5391.0 |
- |
5425.186 |
20250620 |
110 |
274 |
| CFFEX.IF2412 |
-0.011872 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3775.038 |
20241220 |
0 |
274 |
| CFFEX.IF2501 |
-0.011872 |
-0.009793 |
-0.002079 |
0.001738 |
0.000158 |
0.038242 |
- |
3781.6 |
3819.0 |
- |
3775.038 |
20250117 |
11 |
274 |
| CFFEX.IF2502 |
-0.011872 |
-0.011044 |
-0.000829 |
0.00105 |
0.000035 |
0.008466 |
- |
3779.0 |
3821.2 |
- |
3775.038 |
20250221 |
30 |
274 |
| CFFEX.IF2503 |
-0.011872 |
-0.010163 |
-0.001709 |
0.00105 |
0.000021 |
0.00508 |
- |
3779.0 |
3817.8 |
- |
3775.038 |
20250321 |
50 |
274 |
| CFFEX.IF2506 |
-0.011872 |
-0.010909 |
-0.000963 |
-0.005679 |
-0.000114 |
-0.027486 |
- |
3753.6 |
3795.0 |
- |
3775.038 |
20250620 |
110 |
274 |
| CFFEX.IH2412 |
-0.009024 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2586.785 |
20241220 |
0 |
274 |
| CFFEX.IH2501 |
-0.009024 |
-0.010243 |
0.001219 |
0.001088 |
0.000099 |
0.023941 |
- |
2589.6 |
2616.4 |
- |
2586.785 |
20250117 |
11 |
274 |
| CFFEX.IH2502 |
-0.009024 |
-0.010005 |
0.000981 |
0.002171 |
0.000072 |
0.01751 |
- |
2592.4 |
2618.6 |
- |
2586.785 |
20250221 |
30 |
274 |
| CFFEX.IH2503 |
-0.009024 |
-0.010535 |
0.001511 |
0.002093 |
0.000042 |
0.010132 |
- |
2592.2 |
2619.8 |
- |
2586.785 |
20250321 |
50 |
274 |
| CFFEX.IH2506 |
-0.009024 |
-0.010305 |
0.001281 |
0.002403 |
0.000048 |
0.011629 |
- |
2593.0 |
2620.0 |
- |
2586.785 |
20250620 |
110 |
274 |