|
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_20250207_151402 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.015086 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6132.980 |
20250117 |
0 |
293 |
| CFFEX.IM2502 |
0.015086 |
0.017231 |
-0.002145 |
-0.000845 |
-0.000077 |
-0.018582 |
- |
6127.8 |
6024.0 |
- |
6132.980 |
20250221 |
11 |
293 |
| CFFEX.IM2503 |
0.015086 |
0.017834 |
-0.002748 |
-0.006128 |
-0.000198 |
-0.047834 |
- |
6095.4 |
5988.6 |
- |
6132.980 |
20250321 |
31 |
293 |
| CFFEX.IM2504 |
0.015086 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6132.980 |
20250418 |
50 |
293 |
| CFFEX.IM2506 |
0.015086 |
0.018279 |
-0.003193 |
-0.026281 |
-0.000289 |
-0.06989 |
- |
5971.8 |
5864.6 |
- |
6132.980 |
20250620 |
91 |
293 |
| CFFEX.IM2509 |
0.015086 |
0.018267 |
-0.003181 |
-0.045652 |
-0.000293 |
-0.070818 |
- |
5853.0 |
5748.0 |
- |
6132.980 |
20250919 |
156 |
293 |
| CFFEX.IC2501 |
0.014996 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5834.098 |
20250117 |
0 |
293 |
| CFFEX.IC2502 |
0.014996 |
0.016931 |
-0.001935 |
-0.001354 |
-0.000123 |
-0.029783 |
- |
5826.2 |
5729.2 |
- |
5834.098 |
20250221 |
11 |
293 |
| CFFEX.IC2503 |
0.014996 |
0.016594 |
-0.001598 |
-0.004542 |
-0.000147 |
-0.035456 |
- |
5807.6 |
5712.8 |
- |
5834.098 |
20250321 |
31 |
293 |
| CFFEX.IC2504 |
0.014996 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5834.098 |
20250418 |
50 |
293 |
| CFFEX.IC2506 |
0.014996 |
0.016735 |
-0.001739 |
-0.0211 |
-0.000232 |
-0.056111 |
- |
5711.0 |
5617.0 |
- |
5834.098 |
20250620 |
91 |
293 |
| CFFEX.IC2509 |
0.014996 |
0.018268 |
-0.003272 |
-0.035018 |
-0.000224 |
-0.054323 |
- |
5629.8 |
5528.8 |
- |
5834.098 |
20250919 |
156 |
293 |
| CFFEX.IF2501 |
0.012933 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3892.529 |
20250117 |
0 |
293 |
| CFFEX.IF2502 |
0.012933 |
0.014638 |
-0.001705 |
0.000789 |
0.000072 |
0.017357 |
- |
3895.6 |
3839.4 |
- |
3892.529 |
20250221 |
11 |
293 |
| CFFEX.IF2503 |
0.012933 |
0.014525 |
-0.001593 |
0.001251 |
0.00004 |
0.009769 |
- |
3897.4 |
3841.6 |
- |
3892.529 |
20250321 |
31 |
293 |
| CFFEX.IF2504 |
0.012933 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3892.529 |
20250418 |
50 |
293 |
| CFFEX.IF2506 |
0.012933 |
0.014959 |
-0.002026 |
-0.002962 |
-0.000033 |
-0.007877 |
- |
3881.0 |
3823.8 |
- |
3892.529 |
20250620 |
91 |
293 |
| CFFEX.IF2509 |
0.012933 |
0.01512 |
-0.002188 |
-0.013443 |
-0.000086 |
-0.020855 |
- |
3840.2 |
3783.0 |
- |
3892.529 |
20250919 |
156 |
293 |
| CFFEX.IH2501 |
0.010628 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2607.850 |
20250117 |
0 |
293 |
| CFFEX.IH2502 |
0.010628 |
0.012477 |
-0.001849 |
0.001975 |
0.00018 |
0.043446 |
- |
2613.0 |
2580.8 |
- |
2607.850 |
20250221 |
11 |
293 |
| CFFEX.IH2503 |
0.010628 |
0.012849 |
-0.002221 |
0.003509 |
0.000113 |
0.02739 |
- |
2617.0 |
2583.8 |
- |
2607.850 |
20250321 |
31 |
293 |
| CFFEX.IH2504 |
0.010628 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2607.850 |
20250418 |
50 |
293 |
| CFFEX.IH2506 |
0.010628 |
0.013166 |
-0.002538 |
0.003279 |
0.000036 |
0.008719 |
- |
2616.4 |
2582.4 |
- |
2607.850 |
20250620 |
91 |
293 |
| CFFEX.IH2509 |
0.010628 |
0.013198 |
-0.00257 |
-0.010909 |
-0.00007 |
-0.016924 |
- |
2579.4 |
2545.8 |
- |
2607.850 |
20250919 |
156 |
293 |