|
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_20250115_151348 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
-0.005930 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5776.596 |
20241220 |
0 |
282 |
| CFFEX.IM2501 |
-0.005930 |
-0.007493 |
0.001563 |
-0.000207 |
-0.000069 |
-0.016701 |
-0.011045 |
5775.4 |
5819.0 |
6039.525 |
5776.596 |
20250117 |
3 |
282 |
| CFFEX.IM2502 |
-0.005930 |
-0.008126 |
0.002196 |
-0.006855 |
-0.000312 |
-0.0754 |
-0.012125 |
5737.0 |
5784.0 |
5992.6 |
5776.596 |
20250221 |
22 |
282 |
| CFFEX.IM2503 |
-0.005930 |
-0.007864 |
0.001934 |
-0.012844 |
-0.000306 |
-0.074007 |
- |
5702.4 |
5747.6 |
- |
5776.596 |
20250321 |
42 |
282 |
| CFFEX.IM2506 |
-0.005930 |
-0.008285 |
0.002355 |
-0.034379 |
-0.000819 |
-0.198091 |
- |
5578.0 |
5624.6 |
- |
5776.596 |
20250620 |
102 |
282 |
| CFFEX.IC2412 |
-0.008752 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5523.504 |
20241220 |
0 |
282 |
| CFFEX.IC2501 |
-0.008752 |
-0.007721 |
-0.001031 |
0.000452 |
0.000151 |
0.036452 |
- |
5526.0 |
5569.0 |
- |
5523.504 |
20250117 |
3 |
282 |
| CFFEX.IC2502 |
-0.008752 |
-0.008829 |
0.000077 |
-0.00411 |
-0.000187 |
-0.045215 |
- |
5500.8 |
5549.8 |
- |
5523.504 |
20250221 |
22 |
282 |
| CFFEX.IC2503 |
-0.008752 |
-0.007783 |
-0.000969 |
-0.007514 |
-0.000179 |
-0.043295 |
- |
5482.0 |
5525.0 |
- |
5523.504 |
20250321 |
42 |
282 |
| CFFEX.IC2506 |
-0.008752 |
-0.008614 |
-0.000138 |
-0.024894 |
-0.000593 |
-0.143439 |
- |
5386.0 |
5432.8 |
- |
5523.504 |
20250620 |
102 |
282 |
| CFFEX.IF2412 |
-0.006216 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3796.791 |
20241220 |
0 |
282 |
| CFFEX.IF2501 |
-0.006216 |
-0.005709 |
-0.000507 |
0.000002 |
0.000001 |
0.000191 |
- |
3796.8 |
3818.6 |
- |
3796.791 |
20250117 |
3 |
282 |
| CFFEX.IF2502 |
-0.006216 |
-0.005816 |
-0.0004 |
-0.000577 |
-0.000026 |
-0.006348 |
- |
3794.6 |
3816.8 |
- |
3796.791 |
20250221 |
22 |
282 |
| CFFEX.IF2503 |
-0.006216 |
-0.005816 |
-0.0004 |
-0.000577 |
-0.000014 |
-0.003325 |
- |
3794.6 |
3816.8 |
- |
3796.791 |
20250321 |
42 |
282 |
| CFFEX.IF2506 |
-0.006216 |
-0.006164 |
-0.000052 |
-0.006371 |
-0.000152 |
-0.036712 |
- |
3772.6 |
3796.0 |
- |
3796.791 |
20250620 |
102 |
282 |
| CFFEX.IH2412 |
-0.002640 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2591.945 |
20241220 |
0 |
282 |
| CFFEX.IH2501 |
-0.002640 |
-0.002078 |
-0.000563 |
0.000639 |
0.000213 |
0.051507 |
- |
2593.6 |
2599.0 |
- |
2591.945 |
20250117 |
3 |
282 |
| CFFEX.IH2502 |
-0.002640 |
-0.002078 |
-0.000563 |
0.000639 |
0.000029 |
0.007024 |
- |
2593.6 |
2599.0 |
- |
2591.945 |
20250221 |
22 |
282 |
| CFFEX.IH2503 |
-0.002640 |
-0.001462 |
-0.001179 |
0.001642 |
0.000039 |
0.009459 |
- |
2596.2 |
2600.0 |
- |
2591.945 |
20250321 |
42 |
282 |
| CFFEX.IH2506 |
-0.002640 |
-0.001922 |
-0.000718 |
0.001487 |
0.000035 |
0.00857 |
- |
2595.8 |
2600.8 |
- |
2591.945 |
20250620 |
102 |
282 |