|
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_20250206_151453 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.027226 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6041.565 |
20250117 |
0 |
292 |
| CFFEX.IM2502 |
0.027226 |
0.026935 |
0.000291 |
-0.002907 |
-0.000242 |
-0.058632 |
- |
6024.0 |
5866.0 |
- |
6041.565 |
20250221 |
12 |
292 |
| CFFEX.IM2503 |
0.027226 |
0.026817 |
0.000409 |
-0.008767 |
-0.000274 |
-0.066299 |
- |
5988.6 |
5832.2 |
- |
6041.565 |
20250321 |
32 |
292 |
| CFFEX.IM2504 |
0.027226 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6041.565 |
20250418 |
51 |
292 |
| CFFEX.IM2506 |
0.027226 |
0.026716 |
0.00051 |
-0.029291 |
-0.000318 |
-0.077049 |
- |
5864.6 |
5712.0 |
- |
6041.565 |
20250620 |
92 |
292 |
| CFFEX.IM2509 |
0.027226 |
0.026979 |
0.000247 |
-0.048591 |
-0.000309 |
-0.074898 |
- |
5748.0 |
5597.0 |
- |
6041.565 |
20250919 |
157 |
292 |
| CFFEX.IC2501 |
0.023978 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5749.008 |
20250117 |
0 |
292 |
| CFFEX.IC2502 |
0.023978 |
0.024755 |
-0.000777 |
-0.003445 |
-0.000287 |
-0.069484 |
- |
5729.2 |
5590.8 |
- |
5749.008 |
20250221 |
12 |
292 |
| CFFEX.IC2503 |
0.023978 |
0.026043 |
-0.002065 |
-0.006298 |
-0.000197 |
-0.04763 |
- |
5712.8 |
5567.8 |
- |
5749.008 |
20250321 |
32 |
292 |
| CFFEX.IC2504 |
0.023978 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5749.008 |
20250418 |
51 |
292 |
| CFFEX.IC2506 |
0.023978 |
0.026799 |
-0.002821 |
-0.022962 |
-0.00025 |
-0.0604 |
- |
5617.0 |
5470.4 |
- |
5749.008 |
20250620 |
92 |
292 |
| CFFEX.IC2509 |
0.023978 |
0.027085 |
-0.003107 |
-0.038304 |
-0.000244 |
-0.059041 |
- |
5528.8 |
5383.0 |
- |
5749.008 |
20250919 |
157 |
292 |
| CFFEX.IF2501 |
0.012756 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3843.494 |
20250117 |
0 |
292 |
| CFFEX.IF2502 |
0.012756 |
0.01314 |
-0.000384 |
-0.000961 |
-0.00008 |
-0.019382 |
- |
3839.8 |
3790.0 |
- |
3843.494 |
20250221 |
12 |
292 |
| CFFEX.IF2503 |
0.012756 |
0.013936 |
-0.00118 |
-0.000493 |
-0.000015 |
-0.003727 |
- |
3841.6 |
3788.8 |
- |
3843.494 |
20250321 |
32 |
292 |
| CFFEX.IF2504 |
0.012756 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3843.494 |
20250418 |
51 |
292 |
| CFFEX.IF2506 |
0.012756 |
0.014217 |
-0.001461 |
-0.005124 |
-0.000056 |
-0.013478 |
- |
3823.8 |
3770.2 |
- |
3843.494 |
20250620 |
92 |
292 |
| CFFEX.IF2509 |
0.012756 |
0.014699 |
-0.001943 |
-0.015739 |
-0.0001 |
-0.024261 |
- |
3783.0 |
3728.2 |
- |
3843.494 |
20250919 |
157 |
292 |
| CFFEX.IH2501 |
0.007491 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2581.133 |
20250117 |
0 |
292 |
| CFFEX.IH2502 |
0.007491 |
0.008204 |
-0.000713 |
-0.000129 |
-0.000011 |
-0.002602 |
- |
2580.8 |
2559.8 |
- |
2581.133 |
20250221 |
12 |
292 |
| CFFEX.IH2503 |
0.007491 |
0.009691 |
-0.0022 |
0.001033 |
0.000032 |
0.007814 |
- |
2583.8 |
2559.0 |
- |
2581.133 |
20250321 |
32 |
292 |
| CFFEX.IH2504 |
0.007491 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2581.133 |
20250418 |
51 |
292 |
| CFFEX.IH2506 |
0.007491 |
0.010171 |
-0.00268 |
0.000491 |
0.000005 |
0.001291 |
- |
2582.4 |
2556.4 |
- |
2581.133 |
20250620 |
92 |
292 |
| CFFEX.IH2509 |
0.007491 |
0.010238 |
-0.002747 |
-0.013689 |
-0.000087 |
-0.0211 |
- |
2545.8 |
2520.0 |
- |
2581.133 |
20250919 |
157 |
292 |