|
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_20250110_151350 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
-0.021751 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5549.389 |
20241220 |
0 |
279 |
| CFFEX.IM2501 |
-0.021751 |
-0.019467 |
-0.002284 |
-0.003422 |
-0.00057 |
-0.138013 |
-0.007656 |
5530.4 |
5640.2 |
6039.525 |
5549.389 |
20250117 |
6 |
279 |
| CFFEX.IM2502 |
-0.021751 |
-0.019743 |
-0.002008 |
-0.01045 |
-0.000418 |
-0.101152 |
-0.008319 |
5491.4 |
5602.0 |
5992.6 |
5549.389 |
20250221 |
25 |
279 |
| CFFEX.IM2503 |
-0.021751 |
-0.018917 |
-0.002835 |
-0.016829 |
-0.000374 |
-0.090501 |
- |
5456.0 |
5561.2 |
- |
5549.389 |
20250321 |
45 |
279 |
| CFFEX.IM2506 |
-0.021751 |
-0.019344 |
-0.002407 |
-0.038957 |
-0.000866 |
-0.209503 |
- |
5333.2 |
5438.4 |
- |
5549.389 |
20250620 |
105 |
279 |
| CFFEX.IC2412 |
-0.015295 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5373.126 |
20241220 |
0 |
279 |
| CFFEX.IC2501 |
-0.015295 |
-0.013169 |
-0.002127 |
-0.001401 |
-0.000233 |
-0.056494 |
- |
5365.6 |
5437.2 |
- |
5373.126 |
20250117 |
6 |
279 |
| CFFEX.IC2502 |
-0.015295 |
-0.01297 |
-0.002326 |
-0.005718 |
-0.000229 |
-0.055355 |
- |
5342.4 |
5412.6 |
- |
5373.126 |
20250221 |
25 |
279 |
| CFFEX.IC2503 |
-0.015295 |
-0.013729 |
-0.001567 |
-0.010595 |
-0.000235 |
-0.056975 |
- |
5316.2 |
5390.2 |
- |
5373.126 |
20250321 |
45 |
279 |
| CFFEX.IC2506 |
-0.015295 |
-0.013434 |
-0.001861 |
-0.026898 |
-0.000598 |
-0.144651 |
- |
5228.6 |
5299.8 |
- |
5373.126 |
20250620 |
105 |
279 |
| CFFEX.IF2412 |
-0.011470 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3736.522 |
20241220 |
0 |
279 |
| CFFEX.IF2501 |
-0.011470 |
-0.011389 |
-0.000081 |
-0.00105 |
-0.000175 |
-0.042335 |
- |
3732.6 |
3775.6 |
- |
3736.522 |
20250117 |
6 |
279 |
| CFFEX.IF2502 |
-0.011470 |
-0.01198 |
0.00051 |
-0.002334 |
-0.000093 |
-0.022596 |
- |
3727.8 |
3773.0 |
- |
3736.522 |
20250221 |
25 |
279 |
| CFFEX.IF2503 |
-0.011470 |
-0.011717 |
0.000247 |
-0.002281 |
-0.000051 |
-0.012265 |
- |
3728.0 |
3772.2 |
- |
3736.522 |
20250321 |
45 |
279 |
| CFFEX.IF2506 |
-0.011470 |
-0.011999 |
0.000529 |
-0.008383 |
-0.000186 |
-0.04508 |
- |
3705.2 |
3750.2 |
- |
3736.522 |
20250620 |
105 |
279 |
| CFFEX.IH2412 |
-0.006321 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2563.270 |
20241220 |
0 |
279 |
| CFFEX.IH2501 |
-0.006321 |
-0.007364 |
0.001043 |
-0.000886 |
-0.000148 |
-0.035719 |
- |
2561.0 |
2580.0 |
- |
2563.270 |
20250117 |
6 |
279 |
| CFFEX.IH2502 |
-0.006321 |
-0.007748 |
0.001427 |
-0.00073 |
-0.000029 |
-0.007062 |
- |
2561.4 |
2581.4 |
- |
2563.270 |
20250221 |
25 |
279 |
| CFFEX.IH2503 |
-0.006321 |
-0.008133 |
0.001812 |
-0.000808 |
-0.000018 |
-0.004343 |
- |
2561.2 |
2582.2 |
- |
2563.270 |
20250321 |
45 |
279 |
| CFFEX.IH2506 |
-0.006321 |
-0.00883 |
0.002509 |
-0.00151 |
-0.000034 |
-0.008119 |
- |
2559.4 |
2582.2 |
- |
2563.270 |
20250620 |
105 |
279 |