|
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_20250211_175748 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.003254 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6190.340 |
20250117 |
0 |
295 |
| CFFEX.IM2502 |
-0.003254 |
-0.000324 |
-0.00293 |
-0.001703 |
-0.000189 |
-0.045782 |
- |
6179.8 |
6181.8 |
- |
6190.340 |
20250221 |
9 |
295 |
| CFFEX.IM2503 |
-0.003254 |
-0.001693 |
-0.001561 |
-0.009231 |
-0.000318 |
-0.077027 |
- |
6133.2 |
6143.6 |
- |
6190.340 |
20250321 |
29 |
295 |
| CFFEX.IM2504 |
-0.003254 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6190.340 |
20250418 |
48 |
295 |
| CFFEX.IM2506 |
-0.003254 |
-0.001928 |
-0.001326 |
-0.029843 |
-0.000335 |
-0.081147 |
- |
6005.6 |
6017.2 |
- |
6190.340 |
20250620 |
89 |
295 |
| CFFEX.IM2509 |
-0.003254 |
-0.001898 |
-0.001355 |
-0.048711 |
-0.000316 |
-0.076546 |
- |
5888.8 |
5900.0 |
- |
6190.340 |
20250919 |
154 |
295 |
| CFFEX.IC2501 |
-0.005058 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5858.766 |
20250117 |
0 |
295 |
| CFFEX.IC2502 |
-0.005058 |
-0.003204 |
-0.001854 |
-0.001599 |
-0.000178 |
-0.042985 |
- |
5849.4 |
5868.2 |
- |
5858.766 |
20250221 |
9 |
295 |
| CFFEX.IC2503 |
-0.005058 |
-0.003628 |
-0.00143 |
-0.006139 |
-0.000212 |
-0.051228 |
- |
5822.8 |
5844.0 |
- |
5858.766 |
20250321 |
29 |
295 |
| CFFEX.IC2504 |
-0.005058 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5858.766 |
20250418 |
48 |
295 |
| CFFEX.IC2506 |
-0.005058 |
-0.003933 |
-0.001125 |
-0.023173 |
-0.00026 |
-0.06301 |
- |
5723.0 |
5745.6 |
- |
5858.766 |
20250620 |
89 |
295 |
| CFFEX.IC2509 |
-0.005058 |
-0.003432 |
-0.001626 |
-0.038603 |
-0.000251 |
-0.060662 |
- |
5632.6 |
5652.0 |
- |
5858.766 |
20250919 |
154 |
295 |
| CFFEX.IF2501 |
-0.004654 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3882.905 |
20250117 |
0 |
295 |
| CFFEX.IF2502 |
-0.004654 |
-0.003593 |
-0.001061 |
-0.000182 |
-0.00002 |
-0.004882 |
- |
3882.2 |
3896.2 |
- |
3882.905 |
20250221 |
9 |
295 |
| CFFEX.IF2503 |
-0.004654 |
-0.004052 |
-0.000602 |
0.000076 |
0.000003 |
0.000634 |
- |
3883.2 |
3899.0 |
- |
3882.905 |
20250321 |
29 |
295 |
| CFFEX.IF2504 |
-0.004654 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3882.905 |
20250418 |
48 |
295 |
| CFFEX.IF2506 |
-0.004654 |
-0.004172 |
-0.000482 |
-0.004148 |
-0.000047 |
-0.011278 |
- |
3866.8 |
3883.0 |
- |
3882.905 |
20250620 |
89 |
295 |
| CFFEX.IF2509 |
-0.004654 |
-0.004321 |
-0.000334 |
-0.01481 |
-0.000096 |
-0.023273 |
- |
3825.4 |
3842.0 |
- |
3882.905 |
20250919 |
154 |
295 |
| CFFEX.IH2501 |
-0.002642 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2614.116 |
20250117 |
0 |
295 |
| CFFEX.IH2502 |
-0.002642 |
-0.003203 |
0.000562 |
-0.000121 |
-0.000013 |
-0.00325 |
- |
2613.8 |
2622.2 |
- |
2614.116 |
20250221 |
9 |
295 |
| CFFEX.IH2503 |
-0.002642 |
-0.003503 |
0.000862 |
0.001027 |
0.000035 |
0.008568 |
- |
2616.8 |
2626.0 |
- |
2614.116 |
20250321 |
29 |
295 |
| CFFEX.IH2504 |
-0.002642 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2614.116 |
20250418 |
48 |
295 |
| CFFEX.IH2506 |
-0.002642 |
-0.003046 |
0.000405 |
0.001486 |
0.000017 |
0.00404 |
- |
2618.0 |
2626.0 |
- |
2614.116 |
20250620 |
89 |
295 |
| CFFEX.IH2509 |
-0.002642 |
-0.00332 |
0.000679 |
-0.012515 |
-0.000081 |
-0.019667 |
- |
2581.4 |
2590.0 |
- |
2614.116 |
20250919 |
154 |
295 |