|
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_20250124_151424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2412 |
0.018286 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5935.624 |
20241220 |
0 |
289 |
| CFFEX.IM2501 |
0.018286 |
0.0 |
0.018286 |
-0.014122 |
-inf |
-inf |
0.002327 |
5851.8 |
5851.8 |
6039.525 |
5935.624 |
20250117 |
0 |
289 |
| CFFEX.IM2502 |
0.018286 |
0.023412 |
-0.005126 |
0.00158 |
0.000105 |
0.025484 |
-0.020812 |
5945.0 |
5809.0 |
5992.6 |
5935.624 |
20250221 |
15 |
289 |
| CFFEX.IM2503 |
0.018286 |
0.024895 |
-0.006609 |
-0.002632 |
-0.000075 |
-0.0182 |
- |
5920.0 |
5776.2 |
- |
5935.624 |
20250321 |
35 |
289 |
| CFFEX.IM2506 |
0.018286 |
0.025278 |
-0.006992 |
-0.022849 |
-0.000653 |
-0.157986 |
- |
5800.0 |
5657.0 |
- |
5935.624 |
20250620 |
95 |
289 |
| CFFEX.IC2412 |
0.011501 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5648.477 |
20241220 |
0 |
289 |
| CFFEX.IC2501 |
0.011501 |
0.0 |
0.011501 |
-0.009432 |
-inf |
-inf |
- |
5595.2 |
5595.2 |
- |
5648.477 |
20250117 |
0 |
289 |
| CFFEX.IC2502 |
0.011501 |
0.016543 |
-0.005042 |
0.000872 |
0.000058 |
0.014061 |
- |
5653.4 |
5561.4 |
- |
5648.477 |
20250221 |
15 |
289 |
| CFFEX.IC2503 |
0.011501 |
0.017725 |
-0.006224 |
-0.001784 |
-0.000051 |
-0.012335 |
- |
5638.4 |
5540.2 |
- |
5648.477 |
20250321 |
35 |
289 |
| CFFEX.IC2506 |
0.011501 |
0.016959 |
-0.005459 |
-0.019063 |
-0.000545 |
-0.131807 |
- |
5540.8 |
5448.4 |
- |
5648.477 |
20250620 |
95 |
289 |
| CFFEX.IF2412 |
0.008195 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3834.916 |
20241220 |
0 |
289 |
| CFFEX.IF2501 |
0.008195 |
0.0 |
0.008195 |
-0.00415 |
-inf |
-inf |
- |
3819.0 |
3819.0 |
- |
3834.916 |
20250117 |
0 |
289 |
| CFFEX.IF2502 |
0.008195 |
0.011324 |
-0.003129 |
0.001378 |
0.000092 |
0.02223 |
- |
3840.2 |
3797.2 |
- |
3834.916 |
20250221 |
15 |
289 |
| CFFEX.IF2503 |
0.008195 |
0.011899 |
-0.003704 |
0.002317 |
0.000066 |
0.016018 |
- |
3843.8 |
3798.6 |
- |
3834.916 |
20250321 |
35 |
289 |
| CFFEX.IF2506 |
0.008195 |
0.012018 |
-0.003823 |
-0.003107 |
-0.000089 |
-0.021484 |
- |
3823.0 |
3777.6 |
- |
3834.916 |
20250620 |
95 |
289 |
| CFFEX.IH2412 |
0.005774 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2582.302 |
20241220 |
0 |
289 |
| CFFEX.IH2501 |
0.005774 |
- |
- |
- |
- |
- |
- |
- |
2587.0 |
- |
2582.302 |
20250117 |
0 |
289 |
| CFFEX.IH2502 |
0.005774 |
0.006462 |
-0.000688 |
0.0012 |
0.00008 |
0.019355 |
- |
2585.4 |
2568.8 |
- |
2582.302 |
20250221 |
15 |
289 |
| CFFEX.IH2503 |
0.005774 |
0.008171 |
-0.002397 |
0.003368 |
0.000096 |
0.023289 |
- |
2591.0 |
2570.0 |
- |
2582.302 |
20250321 |
35 |
289 |
| CFFEX.IH2506 |
0.005774 |
0.008331 |
-0.002557 |
0.002981 |
0.000085 |
0.020612 |
- |
2590.0 |
2568.6 |
- |
2582.302 |
20250620 |
95 |
289 |