|
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_20250205_151414 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.006132 |
- |
- |
- |
- |
- |
- |
- |
5851.8 |
- |
5881.916 |
20250117 |
0 |
291 |
| CFFEX.IM2502 |
0.006132 |
0.0069 |
-0.000768 |
-0.002706 |
-0.000208 |
-0.050372 |
- |
5866.0 |
5825.8 |
- |
5881.916 |
20250221 |
13 |
291 |
| CFFEX.IM2503 |
0.006132 |
0.007184 |
-0.001052 |
-0.008452 |
-0.000256 |
-0.061984 |
- |
5832.2 |
5790.6 |
- |
5881.916 |
20250321 |
33 |
291 |
| CFFEX.IM2504 |
0.006132 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5881.916 |
20250418 |
52 |
291 |
| CFFEX.IM2506 |
0.006132 |
0.006307 |
-0.000175 |
-0.028888 |
-0.000311 |
-0.075171 |
- |
5712.0 |
5676.2 |
- |
5881.916 |
20250620 |
93 |
291 |
| CFFEX.IM2509 |
0.006132 |
0.006076 |
0.000056 |
-0.048439 |
-0.000307 |
-0.074192 |
- |
5597.0 |
5563.2 |
- |
5881.916 |
20250919 |
158 |
291 |
| CFFEX.IC2501 |
0.004635 |
- |
- |
- |
- |
- |
- |
- |
5595.2 |
- |
5615.248 |
20250117 |
0 |
291 |
| CFFEX.IC2502 |
0.004635 |
0.005467 |
-0.000833 |
-0.004354 |
-0.000335 |
-0.081049 |
- |
5590.8 |
5560.4 |
- |
5615.248 |
20250221 |
13 |
291 |
| CFFEX.IC2503 |
0.004635 |
0.006326 |
-0.001691 |
-0.00845 |
-0.000256 |
-0.061966 |
- |
5567.8 |
5532.8 |
- |
5615.248 |
20250321 |
33 |
291 |
| CFFEX.IC2504 |
0.004635 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5615.248 |
20250418 |
52 |
291 |
| CFFEX.IC2506 |
0.004635 |
0.005403 |
-0.000769 |
-0.025795 |
-0.000277 |
-0.067124 |
- |
5470.4 |
5441.0 |
- |
5615.248 |
20250620 |
93 |
291 |
| CFFEX.IC2509 |
0.004635 |
0.004703 |
-0.000069 |
-0.04136 |
-0.000262 |
-0.063349 |
- |
5383.0 |
5357.8 |
- |
5615.248 |
20250919 |
158 |
291 |
| CFFEX.IF2501 |
-0.005611 |
- |
- |
- |
- |
- |
- |
- |
3819.0 |
- |
3795.661 |
20250117 |
0 |
291 |
| CFFEX.IF2502 |
-0.005611 |
-0.001949 |
-0.003663 |
-0.001491 |
-0.000115 |
-0.027764 |
- |
3790.0 |
3797.4 |
- |
3795.661 |
20250221 |
13 |
291 |
| CFFEX.IF2503 |
-0.005611 |
-0.001634 |
-0.003978 |
-0.001808 |
-0.000055 |
-0.013256 |
- |
3788.8 |
3795.0 |
- |
3795.661 |
20250321 |
33 |
291 |
| CFFEX.IF2504 |
-0.005611 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3795.661 |
20250418 |
52 |
291 |
| CFFEX.IF2506 |
-0.005611 |
-0.001536 |
-0.004075 |
-0.006708 |
-0.000072 |
-0.017455 |
- |
3770.2 |
3776.0 |
- |
3795.661 |
20250620 |
93 |
291 |
| CFFEX.IF2509 |
-0.005611 |
-0.002355 |
-0.003257 |
-0.017773 |
-0.000112 |
-0.027222 |
- |
3728.2 |
3737.0 |
- |
3795.661 |
20250919 |
158 |
291 |
| CFFEX.IH2501 |
-0.008248 |
- |
- |
- |
- |
- |
- |
- |
2587.0 |
- |
2562.341 |
20250117 |
0 |
291 |
| CFFEX.IH2502 |
-0.008248 |
-0.004356 |
-0.003892 |
-0.000992 |
-0.000076 |
-0.01846 |
- |
2559.8 |
2571.0 |
- |
2562.341 |
20250221 |
13 |
291 |
| CFFEX.IH2503 |
-0.008248 |
-0.004203 |
-0.004046 |
-0.001304 |
-0.00004 |
-0.009562 |
- |
2559.0 |
2569.8 |
- |
2562.341 |
20250321 |
33 |
291 |
| CFFEX.IH2504 |
-0.008248 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2562.341 |
20250418 |
52 |
291 |
| CFFEX.IH2506 |
-0.008248 |
-0.004672 |
-0.003576 |
-0.002319 |
-0.000025 |
-0.006033 |
- |
2556.4 |
2568.4 |
- |
2562.341 |
20250620 |
93 |
291 |
| CFFEX.IH2509 |
-0.008248 |
-0.004031 |
-0.004217 |
-0.016524 |
-0.000105 |
-0.025309 |
- |
2520.0 |
2530.2 |
- |
2562.341 |
20250919 |
158 |
291 |