|
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_20250117_151347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
0.006965 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5841.710 |
20241220 |
0 |
284 |
| CFFEX.IM2501 |
0.006965 |
0.009453 |
-0.002488 |
0.001727 |
0.001727 |
0.417991 |
-0.01304 |
5851.8 |
5797.0 |
6039.525 |
5841.710 |
20250117 |
1 |
284 |
| CFFEX.IM2502 |
0.006965 |
0.010221 |
-0.003256 |
-0.00512 |
-0.000256 |
-0.061953 |
-0.013952 |
5811.8 |
5753.0 |
5992.6 |
5841.710 |
20250221 |
20 |
284 |
| CFFEX.IM2503 |
0.006965 |
0.010069 |
-0.003104 |
-0.010906 |
-0.000273 |
-0.065982 |
- |
5778.0 |
5720.4 |
- |
5841.710 |
20250321 |
40 |
284 |
| CFFEX.IM2506 |
0.006965 |
0.010651 |
-0.003686 |
-0.031893 |
-0.000797 |
-0.192953 |
- |
5655.4 |
5595.8 |
- |
5841.710 |
20250620 |
100 |
284 |
| CFFEX.IC2412 |
0.007852 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5589.180 |
20241220 |
0 |
284 |
| CFFEX.IC2501 |
0.007852 |
0.009053 |
-0.001201 |
0.001077 |
0.001077 |
0.260654 |
- |
5595.2 |
5545.0 |
- |
5589.180 |
20250117 |
1 |
284 |
| CFFEX.IC2502 |
0.007852 |
0.009537 |
-0.001685 |
-0.003789 |
-0.000189 |
-0.045853 |
- |
5568.0 |
5515.4 |
- |
5589.180 |
20250221 |
20 |
284 |
| CFFEX.IC2503 |
0.007852 |
0.010449 |
-0.002597 |
-0.006867 |
-0.000172 |
-0.041544 |
- |
5550.8 |
5493.4 |
- |
5589.180 |
20250321 |
40 |
284 |
| CFFEX.IC2506 |
0.007852 |
0.010672 |
-0.00282 |
-0.024043 |
-0.000601 |
-0.145459 |
- |
5454.8 |
5397.2 |
- |
5589.180 |
20250620 |
100 |
284 |
| CFFEX.IF2412 |
0.003586 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3814.011 |
20241220 |
0 |
284 |
| CFFEX.IF2501 |
0.003586 |
0.006377 |
-0.002791 |
0.001308 |
0.001308 |
0.316553 |
- |
3819.0 |
3794.8 |
- |
3814.011 |
20250117 |
1 |
284 |
| CFFEX.IF2502 |
0.003586 |
0.003479 |
0.000107 |
-0.001786 |
-0.000089 |
-0.021608 |
- |
3807.2 |
3794.0 |
- |
3814.011 |
20250221 |
20 |
284 |
| CFFEX.IF2503 |
0.003586 |
0.003955 |
-0.00037 |
-0.001786 |
-0.000045 |
-0.010804 |
- |
3807.2 |
3792.2 |
- |
3814.011 |
20250321 |
40 |
284 |
| CFFEX.IF2506 |
0.003586 |
0.004404 |
-0.000818 |
-0.007344 |
-0.000184 |
-0.044433 |
- |
3786.0 |
3769.4 |
- |
3814.011 |
20250620 |
100 |
284 |
| CFFEX.IH2412 |
0.001480 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2583.936 |
20241220 |
0 |
284 |
| CFFEX.IH2501 |
0.001480 |
0.002946 |
-0.001467 |
0.001186 |
0.001186 |
0.286961 |
- |
2587.0 |
2579.4 |
- |
2583.936 |
20250117 |
1 |
284 |
| CFFEX.IH2502 |
0.001480 |
0.001317 |
0.000163 |
0.00018 |
0.000009 |
0.002173 |
- |
2584.4 |
2581.0 |
- |
2583.936 |
20250221 |
20 |
284 |
| CFFEX.IH2503 |
0.001480 |
0.001084 |
0.000396 |
0.000721 |
0.000018 |
0.004364 |
- |
2585.8 |
2583.0 |
- |
2583.936 |
20250321 |
40 |
284 |
| CFFEX.IH2506 |
0.001480 |
0.001705 |
-0.000225 |
0.000721 |
0.000018 |
0.004364 |
- |
2585.8 |
2581.4 |
- |
2583.936 |
20250620 |
100 |
284 |