|
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_20250122_151426 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
-0.008522 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5857.676 |
20241220 |
0 |
287 |
| CFFEX.IM2501 |
-0.008522 |
0.0 |
-0.008522 |
-0.001003 |
-inf |
-inf |
-0.010427 |
5851.8 |
5851.8 |
6039.525 |
5857.676 |
20250117 |
0 |
287 |
| CFFEX.IM2502 |
-0.008522 |
-0.006427 |
-0.002095 |
-0.002369 |
-0.000139 |
-0.033721 |
-0.01668 |
5843.8 |
5881.6 |
5992.6 |
5857.676 |
20250221 |
17 |
287 |
| CFFEX.IM2503 |
-0.008522 |
-0.006603 |
-0.001919 |
-0.008651 |
-0.000234 |
-0.056584 |
- |
5807.0 |
5845.6 |
- |
5857.676 |
20250321 |
37 |
287 |
| CFFEX.IM2506 |
-0.008522 |
-0.006293 |
-0.002229 |
-0.029479 |
-0.000797 |
-0.192806 |
- |
5685.0 |
5721.0 |
- |
5857.676 |
20250620 |
97 |
287 |
| CFFEX.IC2412 |
-0.005997 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5600.139 |
20241220 |
0 |
287 |
| CFFEX.IC2501 |
-0.005997 |
0.0 |
-0.005997 |
-0.000882 |
-inf |
-inf |
- |
5595.2 |
5595.2 |
- |
5600.139 |
20250117 |
0 |
287 |
| CFFEX.IC2502 |
-0.005997 |
-0.003846 |
-0.002151 |
-0.000918 |
-0.000054 |
-0.013063 |
- |
5595.0 |
5616.6 |
- |
5600.139 |
20250221 |
17 |
287 |
| CFFEX.IC2503 |
-0.005997 |
-0.004004 |
-0.001993 |
-0.004918 |
-0.000133 |
-0.032163 |
- |
5572.6 |
5595.0 |
- |
5600.139 |
20250321 |
37 |
287 |
| CFFEX.IC2506 |
-0.005997 |
-0.00302 |
-0.002977 |
-0.021524 |
-0.000582 |
-0.14078 |
- |
5479.6 |
5496.2 |
- |
5600.139 |
20250620 |
97 |
287 |
| CFFEX.IF2412 |
-0.008550 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3799.847 |
20241220 |
0 |
287 |
| CFFEX.IF2501 |
-0.008550 |
- |
- |
- |
- |
- |
- |
- |
3819.0 |
- |
3799.847 |
20250117 |
0 |
287 |
| CFFEX.IF2502 |
-0.008550 |
-0.010339 |
0.00179 |
-0.002486 |
-0.000146 |
-0.035391 |
- |
3790.4 |
3830.0 |
- |
3799.847 |
20250221 |
17 |
287 |
| CFFEX.IF2503 |
-0.008550 |
-0.0107 |
0.002151 |
-0.002434 |
-0.000066 |
-0.015917 |
- |
3790.6 |
3831.6 |
- |
3799.847 |
20250321 |
37 |
287 |
| CFFEX.IF2506 |
-0.008550 |
-0.010709 |
0.002159 |
-0.008065 |
-0.000218 |
-0.052752 |
- |
3769.2 |
3810.0 |
- |
3799.847 |
20250620 |
97 |
287 |
| CFFEX.IH2412 |
-0.011267 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2555.765 |
20241220 |
0 |
287 |
| CFFEX.IH2501 |
-0.011267 |
- |
- |
- |
- |
- |
- |
- |
2587.0 |
- |
2555.765 |
20250117 |
0 |
287 |
| CFFEX.IH2502 |
-0.011267 |
-0.01338 |
0.002113 |
-0.001708 |
-0.0001 |
-0.024313 |
- |
2551.4 |
2586.0 |
- |
2555.765 |
20250221 |
17 |
287 |
| CFFEX.IH2503 |
-0.011267 |
-0.013827 |
0.00256 |
-0.000925 |
-0.000025 |
-0.006052 |
- |
2553.4 |
2589.2 |
- |
2555.765 |
20250321 |
37 |
287 |
| CFFEX.IH2506 |
-0.011267 |
-0.014449 |
0.003182 |
-0.001864 |
-0.00005 |
-0.012194 |
- |
2551.0 |
2588.4 |
- |
2555.765 |
20250620 |
97 |
287 |