|
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_20250113_151424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
0.002025 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5556.147 |
20241220 |
0 |
280 |
| CFFEX.IM2501 |
0.002025 |
0.004918 |
-0.002893 |
0.000262 |
0.000052 |
0.012657 |
-0.011054 |
5557.6 |
5530.4 |
6039.525 |
5556.147 |
20250117 |
5 |
280 |
| CFFEX.IM2502 |
0.002025 |
0.00448 |
-0.002454 |
-0.007226 |
-0.000301 |
-0.072859 |
-0.011318 |
5516.0 |
5491.4 |
5992.6 |
5556.147 |
20250221 |
24 |
280 |
| CFFEX.IM2503 |
0.002025 |
0.004545 |
-0.00252 |
-0.013561 |
-0.000308 |
-0.074586 |
- |
5480.8 |
5456.0 |
- |
5556.147 |
20250321 |
44 |
280 |
| CFFEX.IM2506 |
0.002025 |
0.00555 |
-0.003525 |
-0.034799 |
-0.000791 |
-0.191393 |
- |
5362.8 |
5333.2 |
- |
5556.147 |
20250620 |
104 |
280 |
| CFFEX.IC2412 |
0.001922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5379.600 |
20241220 |
0 |
280 |
| CFFEX.IC2501 |
0.001922 |
0.003727 |
-0.001806 |
0.001115 |
0.000223 |
0.053982 |
- |
5385.6 |
5365.6 |
- |
5379.600 |
20250117 |
5 |
280 |
| CFFEX.IC2502 |
0.001922 |
0.003182 |
-0.00126 |
-0.003755 |
-0.000156 |
-0.037862 |
- |
5359.4 |
5342.4 |
- |
5379.600 |
20250221 |
24 |
280 |
| CFFEX.IC2503 |
0.001922 |
0.003913 |
-0.001991 |
-0.007919 |
-0.00018 |
-0.043553 |
- |
5337.0 |
5316.2 |
- |
5379.600 |
20250321 |
44 |
280 |
| CFFEX.IC2506 |
0.001922 |
0.003137 |
-0.001215 |
-0.02502 |
-0.000569 |
-0.137612 |
- |
5245.0 |
5228.6 |
- |
5379.600 |
20250620 |
104 |
280 |
| CFFEX.IF2412 |
-0.002850 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3721.843 |
20241220 |
0 |
280 |
| CFFEX.IF2501 |
-0.002850 |
-0.001929 |
-0.000921 |
0.000956 |
0.000191 |
0.046256 |
- |
3725.4 |
3732.6 |
- |
3721.843 |
20250117 |
5 |
280 |
| CFFEX.IF2502 |
-0.002850 |
-0.001073 |
-0.001777 |
0.000526 |
0.000022 |
0.005302 |
- |
3723.8 |
3727.8 |
- |
3721.843 |
20250221 |
24 |
280 |
| CFFEX.IF2503 |
-0.002850 |
-0.001073 |
-0.001777 |
0.00058 |
0.000013 |
0.003188 |
- |
3724.0 |
3728.0 |
- |
3721.843 |
20250321 |
44 |
280 |
| CFFEX.IF2506 |
-0.002850 |
-0.000702 |
-0.002148 |
-0.00517 |
-0.000118 |
-0.028437 |
- |
3702.6 |
3705.2 |
- |
3721.843 |
20250620 |
104 |
280 |
| CFFEX.IH2412 |
-0.002823 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2553.021 |
20241220 |
0 |
280 |
| CFFEX.IH2501 |
-0.002823 |
-0.001484 |
-0.00134 |
0.001637 |
0.000327 |
0.079225 |
- |
2557.2 |
2561.0 |
- |
2553.021 |
20250117 |
5 |
280 |
| CFFEX.IH2502 |
-0.002823 |
-0.002264 |
-0.000559 |
0.00101 |
0.000042 |
0.010186 |
- |
2555.6 |
2561.4 |
- |
2553.021 |
20250221 |
24 |
280 |
| CFFEX.IH2503 |
-0.002823 |
-0.001249 |
-0.001574 |
0.00195 |
0.000044 |
0.010726 |
- |
2558.0 |
2561.2 |
- |
2553.021 |
20250321 |
44 |
280 |
| CFFEX.IH2506 |
-0.002823 |
-0.000625 |
-0.002198 |
0.001872 |
0.000043 |
0.010295 |
- |
2557.8 |
2559.4 |
- |
2553.021 |
20250620 |
104 |
280 |