|
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_20250127_151511 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.014308 |
- |
- |
- |
- |
- |
- |
- |
5851.8 |
- |
5853.170 |
20250117 |
0 |
290 |
| CFFEX.IM2502 |
-0.014308 |
-0.02005 |
0.005743 |
-0.004676 |
-0.000334 |
-0.08083 |
-0.00686 |
5825.8 |
5945.0 |
6039.525 |
5853.170 |
20250221 |
14 |
290 |
| CFFEX.IM2503 |
-0.014308 |
-0.021858 |
0.007551 |
-0.01069 |
-0.000314 |
-0.076087 |
-0.008539 |
5790.6 |
5920.0 |
5992.6 |
5853.170 |
20250321 |
34 |
290 |
| CFFEX.IM2506 |
-0.014308 |
-0.020568 |
0.00626 |
-0.030235 |
-0.000322 |
-0.077839 |
- |
5676.2 |
5795.4 |
- |
5853.170 |
20250620 |
94 |
290 |
| CFFEX.IM2509 |
-0.014308 |
-0.020736 |
0.006428 |
-0.049541 |
-0.000527 |
-0.127541 |
- |
5563.2 |
5681.0 |
- |
5853.170 |
20250919 |
159 |
290 |
| CFFEX.IC2501 |
-0.009529 |
0.0 |
-0.009529 |
-0.000163 |
-inf |
-inf |
- |
5595.2 |
5595.2 |
- |
5596.111 |
20250117 |
0 |
290 |
| CFFEX.IC2502 |
-0.009529 |
-0.016521 |
0.006992 |
-0.006453 |
-0.000461 |
-0.111543 |
- |
5560.0 |
5653.4 |
- |
5596.111 |
20250221 |
14 |
290 |
| CFFEX.IC2503 |
-0.009529 |
-0.018728 |
0.009199 |
-0.011278 |
-0.000332 |
-0.08027 |
- |
5533.0 |
5638.6 |
- |
5596.111 |
20250321 |
34 |
290 |
| CFFEX.IC2506 |
-0.009529 |
-0.018012 |
0.008483 |
-0.027718 |
-0.000295 |
-0.071358 |
- |
5441.0 |
5540.8 |
- |
5596.111 |
20250620 |
94 |
290 |
| CFFEX.IC2509 |
-0.009529 |
-0.017999 |
0.008469 |
-0.042585 |
-0.000453 |
-0.109634 |
- |
5357.8 |
5456.0 |
- |
5596.111 |
20250919 |
159 |
290 |
| CFFEX.IF2501 |
-0.003343 |
0.0 |
-0.003343 |
-0.000275 |
-inf |
-inf |
- |
3819.0 |
3819.0 |
- |
3820.050 |
20250117 |
0 |
290 |
| CFFEX.IF2502 |
-0.003343 |
-0.011145 |
0.007802 |
-0.005929 |
-0.000424 |
-0.102491 |
- |
3797.4 |
3840.2 |
- |
3820.050 |
20250221 |
14 |
290 |
| CFFEX.IF2503 |
-0.003343 |
-0.012696 |
0.009353 |
-0.006558 |
-0.000193 |
-0.046674 |
- |
3795.0 |
3843.8 |
- |
3820.050 |
20250321 |
34 |
290 |
| CFFEX.IF2506 |
-0.003343 |
-0.012294 |
0.008951 |
-0.011531 |
-0.000123 |
-0.029687 |
- |
3776.0 |
3823.0 |
- |
3820.050 |
20250620 |
94 |
290 |
| CFFEX.IF2509 |
-0.003343 |
-0.011689 |
0.008346 |
-0.021741 |
-0.000231 |
-0.05597 |
- |
3737.0 |
3781.2 |
- |
3820.050 |
20250919 |
159 |
290 |
| CFFEX.IH2501 |
0.002223 |
0.0 |
0.002223 |
0.00084 |
inf |
inf |
- |
2587.0 |
2587.0 |
- |
2584.829 |
20250117 |
0 |
290 |
| CFFEX.IH2502 |
0.002223 |
-0.00557 |
0.007793 |
-0.00535 |
-0.000382 |
-0.09248 |
- |
2571.0 |
2585.4 |
- |
2584.829 |
20250221 |
14 |
290 |
| CFFEX.IH2503 |
0.002223 |
-0.008723 |
0.010945 |
-0.006356 |
-0.000187 |
-0.045239 |
- |
2568.4 |
2591.0 |
- |
2584.829 |
20250321 |
34 |
290 |
| CFFEX.IH2506 |
0.002223 |
-0.00834 |
0.010563 |
-0.006356 |
-0.000068 |
-0.016363 |
- |
2568.4 |
2590.0 |
- |
2584.829 |
20250620 |
94 |
290 |
| CFFEX.IH2509 |
0.002223 |
-0.007687 |
0.00991 |
-0.021134 |
-0.000225 |
-0.05441 |
- |
2530.2 |
2549.8 |
- |
2584.829 |
20250919 |
159 |
290 |