|
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_20250123_151356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
-0.003921 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5832.781 |
20241220 |
0 |
288 |
| CFFEX.IM2501 |
-0.003921 |
0.0 |
-0.003921 |
0.003261 |
inf |
inf |
-0.014501 |
5851.8 |
5851.8 |
6039.525 |
5832.781 |
20250117 |
0 |
288 |
| CFFEX.IM2502 |
-0.003921 |
-0.006127 |
0.002206 |
-0.004386 |
-0.000274 |
-0.066334 |
-0.014646 |
5807.2 |
5843.0 |
5992.6 |
5832.781 |
20250221 |
16 |
288 |
| CFFEX.IM2503 |
-0.003921 |
-0.005235 |
0.001315 |
-0.009701 |
-0.000269 |
-0.065209 |
- |
5776.2 |
5806.6 |
- |
5832.781 |
20250321 |
36 |
288 |
| CFFEX.IM2506 |
-0.003921 |
-0.004925 |
0.001005 |
-0.030137 |
-0.000837 |
-0.202586 |
- |
5657.0 |
5685.0 |
- |
5832.781 |
20250620 |
96 |
288 |
| CFFEX.IC2412 |
-0.003443 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5587.752 |
20241220 |
0 |
288 |
| CFFEX.IC2501 |
-0.003443 |
0.0 |
-0.003443 |
0.001333 |
inf |
inf |
- |
5595.2 |
5595.2 |
- |
5587.752 |
20250117 |
0 |
288 |
| CFFEX.IC2502 |
-0.003443 |
-0.006005 |
0.002562 |
-0.004716 |
-0.000295 |
-0.07133 |
- |
5561.4 |
5595.0 |
- |
5587.752 |
20250221 |
16 |
288 |
| CFFEX.IC2503 |
-0.003443 |
-0.005778 |
0.002335 |
-0.008474 |
-0.000235 |
-0.056966 |
- |
5540.4 |
5572.6 |
- |
5587.752 |
20250321 |
36 |
288 |
| CFFEX.IC2506 |
-0.003443 |
-0.005694 |
0.00225 |
-0.024939 |
-0.000693 |
-0.167644 |
- |
5448.4 |
5479.6 |
- |
5587.752 |
20250620 |
96 |
288 |
| CFFEX.IF2412 |
0.002187 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3805.321 |
20241220 |
0 |
288 |
| CFFEX.IF2501 |
0.002187 |
- |
- |
- |
- |
- |
- |
- |
3819.0 |
- |
3805.321 |
20250117 |
0 |
288 |
| CFFEX.IF2502 |
0.002187 |
0.001794 |
0.000393 |
-0.002134 |
-0.000133 |
-0.032279 |
- |
3797.2 |
3790.4 |
- |
3805.321 |
20250221 |
16 |
288 |
| CFFEX.IF2503 |
0.002187 |
0.002058 |
0.000129 |
-0.001766 |
-0.000049 |
-0.011873 |
- |
3798.6 |
3790.8 |
- |
3805.321 |
20250321 |
36 |
288 |
| CFFEX.IF2506 |
0.002187 |
0.002229 |
-0.000042 |
-0.007285 |
-0.000202 |
-0.04897 |
- |
3777.6 |
3769.2 |
- |
3805.321 |
20250620 |
96 |
288 |
| CFFEX.IH2412 |
0.006554 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2568.075 |
20241220 |
0 |
288 |
| CFFEX.IH2501 |
0.006554 |
0.0 |
0.006554 |
0.007369 |
inf |
inf |
- |
2587.0 |
2587.0 |
- |
2568.075 |
20250117 |
0 |
288 |
| CFFEX.IH2502 |
0.006554 |
0.00682 |
-0.000266 |
0.000282 |
0.000018 |
0.00427 |
- |
2568.8 |
2551.4 |
- |
2568.075 |
20250221 |
16 |
288 |
| CFFEX.IH2503 |
0.006554 |
0.006501 |
0.000053 |
0.00075 |
0.000021 |
0.005039 |
- |
2570.0 |
2553.4 |
- |
2568.075 |
20250321 |
36 |
288 |
| CFFEX.IH2506 |
0.006554 |
0.006664 |
-0.00011 |
-0.000029 |
-0.000001 |
-0.000196 |
- |
2568.0 |
2551.0 |
- |
2568.075 |
20250620 |
96 |
288 |