|
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_20250107_151350 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
0.015301 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5693.845 |
20241220 |
0 |
276 |
| CFFEX.IM2501 |
0.015301 |
0.013507 |
0.001795 |
-0.003696 |
-0.000411 |
-0.099384 |
-0.007597 |
5672.8 |
5597.2 |
6039.525 |
5693.845 |
20250117 |
9 |
276 |
| CFFEX.IM2502 |
0.015301 |
0.012979 |
0.002322 |
-0.010335 |
-0.000369 |
-0.089323 |
-0.008644 |
5635.0 |
5562.8 |
5992.6 |
5693.845 |
20250221 |
28 |
276 |
| CFFEX.IM2503 |
0.015301 |
0.013171 |
0.00213 |
-0.016482 |
-0.000343 |
-0.083096 |
- |
5600.0 |
5527.2 |
- |
5693.845 |
20250321 |
48 |
276 |
| CFFEX.IM2506 |
0.015301 |
0.012952 |
0.002349 |
-0.038506 |
-0.000802 |
-0.194132 |
- |
5474.6 |
5404.6 |
- |
5693.845 |
20250620 |
108 |
276 |
| CFFEX.IC2412 |
0.010745 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5485.413 |
20241220 |
0 |
276 |
| CFFEX.IC2501 |
0.010745 |
0.009376 |
0.001368 |
-0.003029 |
-0.000337 |
-0.081435 |
- |
5468.8 |
5418.0 |
- |
5485.413 |
20250117 |
9 |
276 |
| CFFEX.IC2502 |
0.010745 |
0.009115 |
0.001629 |
-0.007039 |
-0.000251 |
-0.060839 |
- |
5446.8 |
5397.6 |
- |
5485.413 |
20250221 |
28 |
276 |
| CFFEX.IC2503 |
0.010745 |
0.009832 |
0.000913 |
-0.011378 |
-0.000237 |
-0.057364 |
- |
5423.0 |
5370.2 |
- |
5485.413 |
20250321 |
48 |
276 |
| CFFEX.IC2506 |
0.010745 |
0.00932 |
0.001424 |
-0.028697 |
-0.000598 |
-0.144679 |
- |
5328.0 |
5278.8 |
- |
5485.413 |
20250620 |
108 |
276 |
| CFFEX.IF2412 |
0.007597 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3797.602 |
20241220 |
0 |
276 |
| CFFEX.IF2501 |
0.007597 |
0.007062 |
0.000535 |
-0.001106 |
-0.000123 |
-0.029752 |
- |
3793.4 |
3766.8 |
- |
3797.602 |
20250117 |
9 |
276 |
| CFFEX.IF2502 |
0.007597 |
0.007385 |
0.000212 |
-0.001422 |
-0.000051 |
-0.012294 |
- |
3792.2 |
3764.4 |
- |
3797.602 |
20250221 |
28 |
276 |
| CFFEX.IF2503 |
0.007597 |
0.007177 |
0.00042 |
-0.002265 |
-0.000047 |
-0.01142 |
- |
3789.0 |
3762.0 |
- |
3797.602 |
20250321 |
48 |
276 |
| CFFEX.IF2506 |
0.007597 |
0.006634 |
0.000963 |
-0.009059 |
-0.000189 |
-0.045672 |
- |
3763.2 |
3738.4 |
- |
3797.602 |
20250620 |
108 |
276 |
| CFFEX.IH2412 |
0.005999 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2595.440 |
20241220 |
0 |
276 |
| CFFEX.IH2501 |
0.005999 |
0.005587 |
0.000412 |
-0.001325 |
-0.000147 |
-0.035639 |
- |
2592.0 |
2577.6 |
- |
2595.440 |
20250117 |
9 |
276 |
| CFFEX.IH2502 |
0.005999 |
0.005741 |
0.000258 |
-0.001017 |
-0.000036 |
-0.008791 |
- |
2592.8 |
2578.0 |
- |
2595.440 |
20250221 |
28 |
276 |
| CFFEX.IH2503 |
0.005999 |
0.006046 |
-0.000047 |
0.000139 |
0.000003 |
0.000699 |
- |
2595.8 |
2580.2 |
- |
2595.440 |
20250321 |
48 |
276 |
| CFFEX.IH2506 |
0.005999 |
0.006516 |
-0.000517 |
-0.00017 |
-0.000004 |
-0.000855 |
- |
2595.0 |
2578.2 |
- |
2595.440 |
20250620 |
108 |
276 |