|
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_20250116_151419 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
0.004720 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5802.834 |
20241220 |
0 |
283 |
| CFFEX.IM2501 |
0.004720 |
0.00374 |
0.00098 |
-0.001005 |
-0.000503 |
-0.12165 |
-0.010328 |
5797.0 |
5775.4 |
6039.525 |
5802.834 |
20250117 |
2 |
283 |
| CFFEX.IM2502 |
0.004720 |
0.002789 |
0.001932 |
-0.008588 |
-0.000409 |
-0.098965 |
-0.010501 |
5753.0 |
5737.0 |
5992.6 |
5802.834 |
20250221 |
21 |
283 |
| CFFEX.IM2503 |
0.004720 |
0.003157 |
0.001564 |
-0.014206 |
-0.000346 |
-0.083849 |
- |
5720.4 |
5702.4 |
- |
5802.834 |
20250321 |
41 |
283 |
| CFFEX.IM2506 |
0.004720 |
0.003191 |
0.001529 |
-0.035678 |
-0.00087 |
-0.210588 |
- |
5595.8 |
5578.0 |
- |
5802.834 |
20250620 |
101 |
283 |
| CFFEX.IC2412 |
0.004374 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5546.613 |
20241220 |
0 |
283 |
| CFFEX.IC2501 |
0.004374 |
0.003076 |
0.001297 |
-0.000651 |
-0.000326 |
-0.078818 |
- |
5543.0 |
5526.0 |
- |
5546.613 |
20250117 |
2 |
283 |
| CFFEX.IC2502 |
0.004374 |
0.002654 |
0.00172 |
-0.005627 |
-0.000268 |
-0.064849 |
- |
5515.4 |
5500.8 |
- |
5546.613 |
20250221 |
21 |
283 |
| CFFEX.IC2503 |
0.004374 |
0.002116 |
0.002258 |
-0.009594 |
-0.000234 |
-0.056627 |
- |
5493.4 |
5481.8 |
- |
5546.613 |
20250321 |
41 |
283 |
| CFFEX.IC2506 |
0.004374 |
0.002079 |
0.002294 |
-0.026938 |
-0.000657 |
-0.158998 |
- |
5397.2 |
5386.0 |
- |
5546.613 |
20250620 |
101 |
283 |
| CFFEX.IF2412 |
0.001366 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3801.212 |
20241220 |
0 |
283 |
| CFFEX.IF2501 |
0.001366 |
-0.000474 |
0.00184 |
-0.001634 |
-0.000817 |
-0.19774 |
- |
3795.0 |
3796.8 |
- |
3801.212 |
20250117 |
2 |
283 |
| CFFEX.IF2502 |
0.001366 |
-0.000158 |
0.001524 |
-0.001897 |
-0.00009 |
-0.021864 |
- |
3794.0 |
3794.6 |
- |
3801.212 |
20250221 |
21 |
283 |
| CFFEX.IF2503 |
0.001366 |
-0.000632 |
0.001999 |
-0.002371 |
-0.000058 |
-0.013994 |
- |
3792.2 |
3794.6 |
- |
3801.212 |
20250321 |
41 |
283 |
| CFFEX.IF2506 |
0.001366 |
-0.000848 |
0.002214 |
-0.008369 |
-0.000204 |
-0.049397 |
- |
3769.4 |
3772.6 |
- |
3801.212 |
20250620 |
101 |
283 |
| CFFEX.IH2412 |
-0.004176 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2580.680 |
20241220 |
0 |
283 |
| CFFEX.IH2501 |
-0.004176 |
-0.005475 |
0.001299 |
-0.000496 |
-0.000248 |
-0.060015 |
- |
2579.4 |
2593.6 |
- |
2580.680 |
20250117 |
2 |
283 |
| CFFEX.IH2502 |
-0.004176 |
-0.004858 |
0.000682 |
0.000124 |
0.000006 |
0.001429 |
- |
2581.0 |
2593.6 |
- |
2580.680 |
20250221 |
21 |
283 |
| CFFEX.IH2503 |
-0.004176 |
-0.005084 |
0.000908 |
0.000899 |
0.000022 |
0.005306 |
- |
2583.0 |
2596.2 |
- |
2580.680 |
20250321 |
41 |
283 |
| CFFEX.IH2506 |
-0.004176 |
-0.005547 |
0.001371 |
0.000279 |
0.000007 |
0.001647 |
- |
2581.4 |
2595.8 |
- |
2580.680 |
20250620 |
101 |
283 |