|
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_20250109_151359 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
0.002702 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5677.075 |
20241220 |
0 |
278 |
| CFFEX.IM2501 |
0.002702 |
0.000106 |
0.002595 |
-0.006495 |
-0.000928 |
-0.224556 |
-0.004943 |
5640.2 |
5639.6 |
6039.525 |
5677.075 |
20250117 |
7 |
278 |
| CFFEX.IM2502 |
0.002702 |
-0.000143 |
0.002844 |
-0.013224 |
-0.000509 |
-0.123087 |
-0.005882 |
5602.0 |
5602.8 |
5992.6 |
5677.075 |
20250221 |
26 |
278 |
| CFFEX.IM2503 |
0.002702 |
-0.000755 |
0.003456 |
-0.020411 |
-0.000444 |
-0.10738 |
- |
5561.2 |
5565.4 |
- |
5677.075 |
20250321 |
46 |
278 |
| CFFEX.IM2506 |
0.002702 |
-0.000662 |
0.003363 |
-0.042042 |
-0.000914 |
-0.221177 |
- |
5438.4 |
5442.0 |
- |
5677.075 |
20250620 |
106 |
278 |
| CFFEX.IC2412 |
-0.000022 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5461.468 |
20241220 |
0 |
278 |
| CFFEX.IC2501 |
-0.000022 |
-0.002019 |
0.001997 |
-0.004443 |
-0.000635 |
-0.153618 |
- |
5437.2 |
5448.2 |
- |
5461.468 |
20250117 |
7 |
278 |
| CFFEX.IC2502 |
-0.000022 |
-0.001844 |
0.001823 |
-0.008948 |
-0.000344 |
-0.083283 |
- |
5412.6 |
5422.6 |
- |
5461.468 |
20250221 |
26 |
278 |
| CFFEX.IC2503 |
-0.000022 |
-0.002332 |
0.002311 |
-0.013049 |
-0.000284 |
-0.06865 |
- |
5390.2 |
5402.8 |
- |
5461.468 |
20250321 |
46 |
278 |
| CFFEX.IC2506 |
-0.000022 |
-0.002484 |
0.002463 |
-0.029602 |
-0.000644 |
-0.15573 |
- |
5299.8 |
5313.0 |
- |
5461.468 |
20250620 |
106 |
278 |
| CFFEX.IF2412 |
-0.001241 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3784.513 |
20241220 |
0 |
278 |
| CFFEX.IF2501 |
-0.001241 |
-0.002694 |
0.001453 |
-0.002355 |
-0.000336 |
-0.08142 |
- |
3775.6 |
3785.8 |
- |
3784.513 |
20250117 |
7 |
278 |
| CFFEX.IF2502 |
-0.001241 |
-0.003223 |
0.001982 |
-0.003042 |
-0.000117 |
-0.028315 |
- |
3773.0 |
3785.2 |
- |
3784.513 |
20250221 |
26 |
278 |
| CFFEX.IF2503 |
-0.001241 |
-0.00238 |
0.001139 |
-0.003254 |
-0.000071 |
-0.017116 |
- |
3772.2 |
3781.2 |
- |
3784.513 |
20250321 |
46 |
278 |
| CFFEX.IF2506 |
-0.001241 |
-0.001597 |
0.000356 |
-0.009067 |
-0.000197 |
-0.047699 |
- |
3750.2 |
3756.2 |
- |
3784.513 |
20250620 |
106 |
278 |
| CFFEX.IH2412 |
-0.005254 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2583.800 |
20241220 |
0 |
278 |
| CFFEX.IH2501 |
-0.005254 |
-0.006546 |
0.001292 |
-0.001471 |
-0.00021 |
-0.050844 |
- |
2580.0 |
2597.0 |
- |
2583.800 |
20250117 |
7 |
278 |
| CFFEX.IH2502 |
-0.005254 |
-0.006007 |
0.000753 |
-0.000929 |
-0.000036 |
-0.008646 |
- |
2581.4 |
2597.0 |
- |
2583.800 |
20250221 |
26 |
278 |
| CFFEX.IH2503 |
-0.005254 |
-0.006235 |
0.000981 |
-0.000619 |
-0.000013 |
-0.003258 |
- |
2582.2 |
2598.4 |
- |
2583.800 |
20250321 |
46 |
278 |
| CFFEX.IH2506 |
-0.005254 |
-0.006082 |
0.000828 |
-0.000619 |
-0.000013 |
-0.003258 |
- |
2582.2 |
2598.0 |
- |
2583.800 |
20250620 |
106 |
278 |