|
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_20250210_151409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.012881 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6213.069 |
20250117 |
0 |
294 |
| CFFEX.IM2502 |
0.012881 |
0.008812 |
0.004069 |
-0.005033 |
-0.000503 |
-0.121793 |
- |
6181.8 |
6127.8 |
- |
6213.069 |
20250221 |
10 |
294 |
| CFFEX.IM2503 |
0.012881 |
0.007678 |
0.005203 |
-0.011406 |
-0.00038 |
-0.092012 |
- |
6142.2 |
6095.4 |
- |
6213.069 |
20250321 |
30 |
294 |
| CFFEX.IM2504 |
0.012881 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6213.069 |
20250418 |
49 |
294 |
| CFFEX.IM2506 |
0.012881 |
0.007401 |
0.00548 |
-0.031718 |
-0.000352 |
-0.085287 |
- |
6016.0 |
5971.8 |
- |
6213.069 |
20250620 |
90 |
294 |
| CFFEX.IM2509 |
0.012881 |
0.00803 |
0.004851 |
-0.050389 |
-0.000325 |
-0.078672 |
- |
5900.0 |
5853.0 |
- |
6213.069 |
20250919 |
155 |
294 |
| CFFEX.IC2501 |
0.009734 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5890.777 |
20250117 |
0 |
294 |
| CFFEX.IC2502 |
0.009734 |
0.007209 |
0.002525 |
-0.003833 |
-0.000383 |
-0.092749 |
- |
5868.2 |
5826.2 |
- |
5890.777 |
20250221 |
10 |
294 |
| CFFEX.IC2503 |
0.009734 |
0.006268 |
0.003466 |
-0.007941 |
-0.000265 |
-0.064055 |
- |
5844.0 |
5807.6 |
- |
5890.777 |
20250321 |
30 |
294 |
| CFFEX.IC2504 |
0.009734 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5890.777 |
20250418 |
49 |
294 |
| CFFEX.IC2506 |
0.009734 |
0.006058 |
0.003676 |
-0.024645 |
-0.000274 |
-0.066267 |
- |
5745.6 |
5711.0 |
- |
5890.777 |
20250620 |
90 |
294 |
| CFFEX.IC2509 |
0.009734 |
0.003943 |
0.005791 |
-0.040534 |
-0.000262 |
-0.063285 |
- |
5652.0 |
5629.8 |
- |
5890.777 |
20250919 |
155 |
294 |
| CFFEX.IF2501 |
0.002506 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3902.458 |
20250117 |
0 |
294 |
| CFFEX.IF2502 |
0.002506 |
-0.000051 |
0.002557 |
-0.001604 |
-0.00016 |
-0.038807 |
- |
3896.2 |
3896.4 |
- |
3902.458 |
20250221 |
10 |
294 |
| CFFEX.IF2503 |
0.002506 |
0.000308 |
0.002198 |
-0.000886 |
-0.00003 |
-0.007148 |
- |
3899.0 |
3897.8 |
- |
3902.458 |
20250321 |
30 |
294 |
| CFFEX.IF2504 |
0.002506 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3902.458 |
20250418 |
49 |
294 |
| CFFEX.IF2506 |
0.002506 |
0.000515 |
0.001991 |
-0.004986 |
-0.000055 |
-0.013407 |
- |
3883.0 |
3881.0 |
- |
3902.458 |
20250620 |
90 |
294 |
| CFFEX.IF2509 |
0.002506 |
0.00026 |
0.002246 |
-0.015492 |
-0.0001 |
-0.024188 |
- |
3842.0 |
3841.0 |
- |
3902.458 |
20250919 |
155 |
294 |
| CFFEX.IH2501 |
0.005560 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2622.591 |
20250117 |
0 |
294 |
| CFFEX.IH2502 |
0.005560 |
0.003444 |
0.002116 |
-0.000149 |
-0.000015 |
-0.003608 |
- |
2622.2 |
2613.2 |
- |
2622.591 |
20250221 |
10 |
294 |
| CFFEX.IH2503 |
0.005560 |
0.003439 |
0.002121 |
0.0013 |
0.000043 |
0.010486 |
- |
2626.0 |
2617.0 |
- |
2622.591 |
20250321 |
30 |
294 |
| CFFEX.IH2504 |
0.005560 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2622.591 |
20250418 |
49 |
294 |
| CFFEX.IH2506 |
0.005560 |
0.003669 |
0.001891 |
0.0013 |
0.000014 |
0.003495 |
- |
2626.0 |
2616.4 |
- |
2622.591 |
20250620 |
90 |
294 |
| CFFEX.IH2509 |
0.005560 |
0.004109 |
0.001451 |
-0.012427 |
-0.00008 |
-0.019402 |
- |
2590.0 |
2579.4 |
- |
2622.591 |
20250919 |
155 |
294 |