|
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_20250120_151337 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
0.006491 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5879.489 |
20241220 |
0 |
285 |
| CFFEX.IM2501 |
0.006491 |
0.0 |
0.006491 |
-0.004709 |
-inf |
-inf |
-0.006858 |
5851.8 |
5851.8 |
6039.525 |
5879.489 |
20250117 |
0 |
285 |
| CFFEX.IM2502 |
0.006491 |
0.006332 |
0.000159 |
-0.005254 |
-0.000277 |
-0.066915 |
-0.013911 |
5848.6 |
5811.8 |
5992.6 |
5879.489 |
20250221 |
19 |
285 |
| CFFEX.IM2503 |
0.006491 |
0.006646 |
-0.000155 |
-0.01073 |
-0.000275 |
-0.066583 |
- |
5816.4 |
5778.0 |
- |
5879.489 |
20250321 |
39 |
285 |
| CFFEX.IM2506 |
0.006491 |
0.007108 |
-0.000617 |
-0.031276 |
-0.000802 |
-0.194074 |
- |
5695.6 |
5655.4 |
- |
5879.489 |
20250620 |
99 |
285 |
| CFFEX.IC2412 |
0.005116 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5615.881 |
20241220 |
0 |
285 |
| CFFEX.IC2501 |
0.005116 |
0.0 |
0.005116 |
-0.003683 |
-inf |
-inf |
- |
5595.2 |
5595.2 |
- |
5615.881 |
20250117 |
0 |
285 |
| CFFEX.IC2502 |
0.005116 |
0.005244 |
-0.000128 |
-0.003326 |
-0.000175 |
-0.042369 |
- |
5597.2 |
5568.0 |
- |
5615.881 |
20250221 |
19 |
285 |
| CFFEX.IC2503 |
0.005116 |
0.005188 |
-0.000072 |
-0.00646 |
-0.000166 |
-0.040088 |
- |
5579.6 |
5550.8 |
- |
5615.881 |
20250321 |
39 |
285 |
| CFFEX.IC2506 |
0.005116 |
0.005353 |
-0.000237 |
-0.023484 |
-0.000602 |
-0.145719 |
- |
5484.0 |
5454.8 |
- |
5615.881 |
20250620 |
99 |
285 |
| CFFEX.IF2412 |
0.005123 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3831.873 |
20241220 |
0 |
285 |
| CFFEX.IF2501 |
0.005123 |
0.0 |
0.005123 |
-0.003359 |
-inf |
-inf |
- |
3819.0 |
3819.0 |
- |
3831.873 |
20250117 |
0 |
285 |
| CFFEX.IF2502 |
0.005123 |
0.005148 |
-0.000025 |
-0.001324 |
-0.00007 |
-0.016862 |
- |
3826.8 |
3807.2 |
- |
3831.873 |
20250221 |
19 |
285 |
| CFFEX.IF2503 |
0.005123 |
0.005201 |
-0.000078 |
-0.001272 |
-0.000033 |
-0.007891 |
- |
3827.0 |
3807.2 |
- |
3831.873 |
20250321 |
39 |
285 |
| CFFEX.IF2506 |
0.005123 |
0.005124 |
-0.000001 |
-0.006909 |
-0.000177 |
-0.042869 |
- |
3805.4 |
3786.0 |
- |
3831.873 |
20250620 |
99 |
285 |
| CFFEX.IH2412 |
0.003213 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2590.784 |
20241220 |
0 |
285 |
| CFFEX.IH2501 |
0.003213 |
- |
- |
- |
- |
- |
- |
- |
2587.0 |
- |
2590.784 |
20250117 |
0 |
285 |
| CFFEX.IH2502 |
0.003213 |
0.002167 |
0.001046 |
-0.000303 |
-0.000016 |
-0.003854 |
- |
2590.0 |
2584.4 |
- |
2590.784 |
20250221 |
19 |
285 |
| CFFEX.IH2503 |
0.003213 |
0.002784 |
0.000429 |
0.000855 |
0.000022 |
0.005307 |
- |
2593.0 |
2585.8 |
- |
2590.784 |
20250321 |
39 |
285 |
| CFFEX.IH2506 |
0.003213 |
0.002243 |
0.00097 |
0.000315 |
0.000008 |
0.001954 |
- |
2591.6 |
2585.8 |
- |
2590.784 |
20250620 |
99 |
285 |