|
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_20250121_151407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
0.005085 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5909.047 |
20241220 |
0 |
286 |
| CFFEX.IM2501 |
0.005085 |
0.0 |
0.005085 |
-0.009688 |
-inf |
-inf |
-0.002022 |
5851.8 |
5851.8 |
6039.525 |
5909.047 |
20250117 |
0 |
286 |
| CFFEX.IM2502 |
0.005085 |
0.005642 |
-0.000557 |
-0.004645 |
-0.000258 |
-0.062448 |
-0.014582 |
5881.6 |
5848.6 |
5992.6 |
5909.047 |
20250221 |
18 |
286 |
| CFFEX.IM2503 |
0.005085 |
0.00502 |
0.000065 |
-0.010737 |
-0.000283 |
-0.068379 |
- |
5845.6 |
5816.4 |
- |
5909.047 |
20250321 |
38 |
286 |
| CFFEX.IM2506 |
0.005085 |
0.00446 |
0.000626 |
-0.031824 |
-0.000837 |
-0.202666 |
- |
5721.0 |
5695.6 |
- |
5909.047 |
20250620 |
98 |
286 |
| CFFEX.IC2412 |
0.003577 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5634.411 |
20241220 |
0 |
286 |
| CFFEX.IC2501 |
0.003577 |
- |
- |
- |
- |
- |
- |
- |
5595.2 |
- |
5634.411 |
20250117 |
0 |
286 |
| CFFEX.IC2502 |
0.003577 |
0.003466 |
0.000111 |
-0.003161 |
-0.000176 |
-0.042499 |
- |
5616.6 |
5597.2 |
- |
5634.411 |
20250221 |
18 |
286 |
| CFFEX.IC2503 |
0.003577 |
0.00276 |
0.000816 |
-0.006995 |
-0.000184 |
-0.044545 |
- |
5595.0 |
5579.6 |
- |
5634.411 |
20250321 |
38 |
286 |
| CFFEX.IC2506 |
0.003577 |
0.002225 |
0.001352 |
-0.02453 |
-0.000646 |
-0.156216 |
- |
5496.2 |
5484.0 |
- |
5634.411 |
20250620 |
98 |
286 |
| CFFEX.IF2412 |
0.001013 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3833.557 |
20241220 |
0 |
286 |
| CFFEX.IF2501 |
0.001013 |
0.0 |
0.001013 |
-0.003797 |
-inf |
-inf |
- |
3819.0 |
3819.0 |
- |
3833.557 |
20250117 |
0 |
286 |
| CFFEX.IF2502 |
0.001013 |
0.000836 |
0.000177 |
-0.000928 |
-0.000052 |
-0.012475 |
- |
3830.0 |
3826.8 |
- |
3833.557 |
20250221 |
18 |
286 |
| CFFEX.IF2503 |
0.001013 |
0.001202 |
-0.000189 |
-0.00051 |
-0.000013 |
-0.003251 |
- |
3831.6 |
3827.0 |
- |
3833.557 |
20250321 |
38 |
286 |
| CFFEX.IF2506 |
0.001013 |
0.001209 |
-0.000196 |
-0.006145 |
-0.000162 |
-0.039134 |
- |
3810.0 |
3805.4 |
- |
3833.557 |
20250620 |
98 |
286 |
| CFFEX.IH2412 |
-0.001066 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2586.308 |
20241220 |
0 |
286 |
| CFFEX.IH2501 |
-0.001066 |
0.0 |
-0.001066 |
0.000268 |
inf |
inf |
- |
2587.0 |
2587.0 |
- |
2586.308 |
20250117 |
0 |
286 |
| CFFEX.IH2502 |
-0.001066 |
-0.001544 |
0.000478 |
-0.000119 |
-0.000007 |
-0.001601 |
- |
2586.0 |
2590.0 |
- |
2586.308 |
20250221 |
18 |
286 |
| CFFEX.IH2503 |
-0.001066 |
-0.001465 |
0.000399 |
0.001118 |
0.000029 |
0.007121 |
- |
2589.2 |
2593.0 |
- |
2586.308 |
20250321 |
38 |
286 |
| CFFEX.IH2506 |
-0.001066 |
-0.001235 |
0.000169 |
0.000809 |
0.000021 |
0.005151 |
- |
2588.4 |
2591.6 |
- |
2586.308 |
20250620 |
98 |
286 |