|
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_20250114_151426 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
0.044709 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5808.033 |
20241220 |
0 |
281 |
| CFFEX.IM2501 |
0.044709 |
0.047035 |
-0.002325 |
0.001888 |
0.000472 |
0.114239 |
-0.01312 |
5819.0 |
5557.6 |
6039.525 |
5808.033 |
20250117 |
4 |
281 |
| CFFEX.IM2502 |
0.044709 |
0.048586 |
-0.003877 |
-0.004138 |
-0.00018 |
-0.043538 |
-0.014824 |
5784.0 |
5516.0 |
5992.6 |
5808.033 |
20250221 |
23 |
281 |
| CFFEX.IM2503 |
0.044709 |
0.048679 |
-0.00397 |
-0.010405 |
-0.000242 |
-0.058559 |
- |
5747.6 |
5480.8 |
- |
5808.033 |
20250321 |
43 |
281 |
| CFFEX.IM2506 |
0.044709 |
0.048855 |
-0.004146 |
-0.031548 |
-0.000734 |
-0.17755 |
- |
5624.8 |
5362.8 |
- |
5808.033 |
20250620 |
103 |
281 |
| CFFEX.IC2412 |
0.035189 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5571.074 |
20241220 |
0 |
281 |
| CFFEX.IC2501 |
0.035189 |
0.034017 |
0.001172 |
-0.000408 |
-0.000102 |
-0.024695 |
- |
5568.8 |
5385.6 |
- |
5571.074 |
20250117 |
4 |
281 |
| CFFEX.IC2502 |
0.035189 |
0.035526 |
-0.000337 |
-0.003819 |
-0.000166 |
-0.040179 |
- |
5549.8 |
5359.4 |
- |
5571.074 |
20250221 |
23 |
281 |
| CFFEX.IC2503 |
0.035189 |
0.035226 |
-0.000037 |
-0.00827 |
-0.000192 |
-0.046544 |
- |
5525.0 |
5337.0 |
- |
5571.074 |
20250321 |
43 |
281 |
| CFFEX.IC2506 |
0.035189 |
0.035806 |
-0.000617 |
-0.02482 |
-0.000577 |
-0.139685 |
- |
5432.8 |
5245.0 |
- |
5571.074 |
20250620 |
103 |
281 |
| CFFEX.IF2412 |
0.026321 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3820.492 |
20241220 |
0 |
281 |
| CFFEX.IF2501 |
0.026321 |
0.025017 |
0.001303 |
-0.000495 |
-0.000124 |
-0.029961 |
- |
3818.6 |
3725.4 |
- |
3820.492 |
20250117 |
4 |
281 |
| CFFEX.IF2502 |
0.026321 |
0.024974 |
0.001346 |
-0.000966 |
-0.000042 |
-0.010168 |
- |
3816.8 |
3723.8 |
- |
3820.492 |
20250221 |
23 |
281 |
| CFFEX.IF2503 |
0.026321 |
0.025027 |
0.001294 |
-0.000862 |
-0.00002 |
-0.004849 |
- |
3817.2 |
3724.0 |
- |
3820.492 |
20250321 |
43 |
281 |
| CFFEX.IF2506 |
0.026321 |
0.025226 |
0.001095 |
-0.006411 |
-0.000149 |
-0.036079 |
- |
3796.0 |
3702.6 |
- |
3820.492 |
20250620 |
103 |
281 |
| CFFEX.IH2412 |
0.017938 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2599.162 |
20241220 |
0 |
281 |
| CFFEX.IH2501 |
0.017938 |
0.016346 |
0.001592 |
-0.000062 |
-0.000016 |
-0.003771 |
- |
2599.0 |
2557.2 |
- |
2599.162 |
20250117 |
4 |
281 |
| CFFEX.IH2502 |
0.017938 |
0.016982 |
0.000956 |
-0.000062 |
-0.000003 |
-0.000656 |
- |
2599.0 |
2555.6 |
- |
2599.162 |
20250221 |
23 |
281 |
| CFFEX.IH2503 |
0.017938 |
0.016419 |
0.001519 |
0.000322 |
0.000007 |
0.001815 |
- |
2600.0 |
2558.0 |
- |
2599.162 |
20250321 |
43 |
281 |
| CFFEX.IH2506 |
0.017938 |
0.016811 |
0.001127 |
0.00063 |
0.000015 |
0.003547 |
- |
2600.8 |
2557.8 |
- |
2599.162 |
20250620 |
103 |
281 |