|
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_20250108_151452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
-0.005131 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5662.834 |
20241220 |
0 |
277 |
| CFFEX.IM2501 |
-0.005131 |
-0.005888 |
0.000757 |
-0.004138 |
-0.000517 |
-0.125181 |
-0.007141 |
5639.4 |
5672.8 |
6039.525 |
5662.834 |
20250117 |
8 |
277 |
| CFFEX.IM2502 |
-0.005131 |
-0.005714 |
0.000583 |
-0.010601 |
-0.000393 |
-0.09502 |
-0.008345 |
5602.8 |
5635.0 |
5992.6 |
5662.834 |
20250221 |
27 |
277 |
| CFFEX.IM2503 |
-0.005131 |
-0.006108 |
0.000977 |
-0.017312 |
-0.000368 |
-0.089137 |
- |
5564.8 |
5599.0 |
- |
5662.834 |
20250321 |
47 |
277 |
| CFFEX.IM2506 |
-0.005131 |
-0.005955 |
0.000824 |
-0.038997 |
-0.00083 |
-0.200793 |
- |
5442.0 |
5474.6 |
- |
5662.834 |
20250620 |
107 |
277 |
| CFFEX.IC2412 |
-0.004105 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5462.170 |
20241220 |
0 |
277 |
| CFFEX.IC2501 |
-0.004105 |
-0.003767 |
-0.000338 |
-0.002558 |
-0.00032 |
-0.077367 |
- |
5448.2 |
5468.8 |
- |
5462.170 |
20250117 |
8 |
277 |
| CFFEX.IC2502 |
-0.004105 |
-0.004443 |
0.000338 |
-0.007244 |
-0.000268 |
-0.064931 |
- |
5422.6 |
5446.8 |
- |
5462.170 |
20250221 |
27 |
277 |
| CFFEX.IC2503 |
-0.004105 |
-0.003725 |
-0.00038 |
-0.010869 |
-0.000231 |
-0.055965 |
- |
5402.8 |
5423.0 |
- |
5462.170 |
20250321 |
47 |
277 |
| CFFEX.IC2506 |
-0.004105 |
-0.002815 |
-0.00129 |
-0.02731 |
-0.000581 |
-0.140616 |
- |
5313.0 |
5328.0 |
- |
5462.170 |
20250620 |
107 |
277 |
| CFFEX.IF2412 |
-0.001864 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3789.031 |
20241220 |
0 |
277 |
| CFFEX.IF2501 |
-0.001864 |
-0.002003 |
0.00014 |
-0.000853 |
-0.000107 |
-0.025795 |
- |
3785.8 |
3793.4 |
- |
3789.031 |
20250117 |
8 |
277 |
| CFFEX.IF2502 |
-0.001864 |
-0.001846 |
-0.000018 |
-0.001011 |
-0.000037 |
-0.009062 |
- |
3785.2 |
3792.2 |
- |
3789.031 |
20250221 |
27 |
277 |
| CFFEX.IF2503 |
-0.001864 |
-0.002269 |
0.000406 |
-0.00212 |
-0.000045 |
-0.010913 |
- |
3781.0 |
3789.6 |
- |
3789.031 |
20250321 |
47 |
277 |
| CFFEX.IF2506 |
-0.001864 |
-0.001913 |
0.00005 |
-0.008665 |
-0.000184 |
-0.044614 |
- |
3756.2 |
3763.4 |
- |
3789.031 |
20250620 |
107 |
277 |
| CFFEX.IH2412 |
0.001420 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2597.648 |
20241220 |
0 |
277 |
| CFFEX.IH2501 |
0.001420 |
0.001929 |
-0.000509 |
-0.000249 |
-0.000031 |
-0.007546 |
- |
2597.0 |
2592.0 |
- |
2597.648 |
20250117 |
8 |
277 |
| CFFEX.IH2502 |
0.001420 |
0.00162 |
-0.0002 |
-0.000249 |
-0.000009 |
-0.002236 |
- |
2597.0 |
2592.8 |
- |
2597.648 |
20250221 |
27 |
277 |
| CFFEX.IH2503 |
0.001420 |
0.000693 |
0.000726 |
0.000289 |
0.000006 |
0.001491 |
- |
2598.4 |
2596.6 |
- |
2597.648 |
20250321 |
47 |
277 |
| CFFEX.IH2506 |
0.001420 |
0.001156 |
0.000264 |
0.000136 |
0.000003 |
0.000698 |
- |
2598.0 |
2595.0 |
- |
2597.648 |
20250620 |
107 |
277 |