|
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_20250106_151428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
-0.002615 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5610.497 |
20241220 |
0 |
275 |
| CFFEX.IM2501 |
-0.002615 |
-0.004836 |
0.00222 |
-0.002263 |
-0.000226 |
-0.054767 |
-0.008817 |
5597.8 |
5625.0 |
6039.525 |
5610.497 |
20250117 |
10 |
275 |
| CFFEX.IM2502 |
-0.002615 |
-0.004866 |
0.00225 |
-0.008501 |
-0.000293 |
-0.070943 |
-0.010234 |
5562.8 |
5590.0 |
5992.6 |
5610.497 |
20250221 |
29 |
275 |
| CFFEX.IM2503 |
-0.002615 |
-0.004718 |
0.002102 |
-0.014847 |
-0.000303 |
-0.073324 |
- |
5527.2 |
5553.4 |
- |
5610.497 |
20250321 |
49 |
275 |
| CFFEX.IM2506 |
-0.002615 |
-0.005264 |
0.002649 |
-0.036699 |
-0.000749 |
-0.181246 |
- |
5404.6 |
5433.2 |
- |
5610.497 |
20250620 |
109 |
275 |
| CFFEX.IC2412 |
-0.000068 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5427.434 |
20241220 |
0 |
275 |
| CFFEX.IC2501 |
-0.000068 |
-0.001989 |
0.001921 |
-0.001738 |
-0.000174 |
-0.042065 |
- |
5418.0 |
5428.8 |
- |
5427.434 |
20250117 |
10 |
275 |
| CFFEX.IC2502 |
-0.000068 |
-0.002882 |
0.002814 |
-0.005497 |
-0.00019 |
-0.045871 |
- |
5397.6 |
5413.2 |
- |
5427.434 |
20250221 |
29 |
275 |
| CFFEX.IC2503 |
-0.000068 |
-0.00323 |
0.003161 |
-0.010545 |
-0.000215 |
-0.052081 |
- |
5370.2 |
5387.6 |
- |
5427.434 |
20250321 |
49 |
275 |
| CFFEX.IC2506 |
-0.000068 |
-0.003248 |
0.00318 |
-0.027386 |
-0.000559 |
-0.135252 |
- |
5278.8 |
5296.0 |
- |
5427.434 |
20250620 |
109 |
275 |
| CFFEX.IF2412 |
-0.001375 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3769.975 |
20241220 |
0 |
275 |
| CFFEX.IF2501 |
-0.001375 |
-0.003914 |
0.002539 |
-0.000842 |
-0.000084 |
-0.020381 |
- |
3766.8 |
3781.6 |
- |
3769.975 |
20250117 |
10 |
275 |
| CFFEX.IF2502 |
-0.001375 |
-0.003863 |
0.002489 |
-0.001479 |
-0.000051 |
-0.01234 |
- |
3764.4 |
3779.0 |
- |
3769.975 |
20250221 |
29 |
275 |
| CFFEX.IF2503 |
-0.001375 |
-0.004499 |
0.003124 |
-0.002115 |
-0.000043 |
-0.010447 |
- |
3762.0 |
3779.0 |
- |
3769.975 |
20250321 |
49 |
275 |
| CFFEX.IF2506 |
-0.001375 |
-0.004049 |
0.002675 |
-0.008375 |
-0.000171 |
-0.041364 |
- |
3738.4 |
3753.6 |
- |
3769.975 |
20250620 |
109 |
275 |
| CFFEX.IH2412 |
-0.002486 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2580.701 |
20241220 |
0 |
275 |
| CFFEX.IH2501 |
-0.002486 |
-0.004634 |
0.002148 |
-0.001202 |
-0.00012 |
-0.029079 |
- |
2577.6 |
2589.6 |
- |
2580.701 |
20250117 |
10 |
275 |
| CFFEX.IH2502 |
-0.002486 |
-0.005555 |
0.003069 |
-0.001047 |
-0.000036 |
-0.008734 |
- |
2578.0 |
2592.4 |
- |
2580.701 |
20250221 |
29 |
275 |
| CFFEX.IH2503 |
-0.002486 |
-0.004629 |
0.002144 |
-0.000194 |
-0.000004 |
-0.000959 |
- |
2580.2 |
2592.2 |
- |
2580.701 |
20250321 |
49 |
275 |
| CFFEX.IH2506 |
-0.002486 |
-0.005708 |
0.003222 |
-0.000969 |
-0.00002 |
-0.004786 |
- |
2578.2 |
2593.0 |
- |
2580.701 |
20250620 |
109 |
275 |