|
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_20250212_151348 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.015210 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6284.327 |
20250117 |
0 |
296 |
| CFFEX.IM2502 |
0.015210 |
0.014272 |
0.000938 |
-0.002598 |
-0.000325 |
-0.078591 |
- |
6268.0 |
6179.8 |
- |
6284.327 |
20250221 |
8 |
296 |
| CFFEX.IM2503 |
0.015210 |
0.014642 |
0.000568 |
-0.009759 |
-0.000349 |
-0.084343 |
- |
6223.0 |
6133.2 |
- |
6284.327 |
20250321 |
28 |
296 |
| CFFEX.IM2504 |
0.015210 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6284.327 |
20250418 |
47 |
296 |
| CFFEX.IM2506 |
0.015210 |
0.015053 |
0.000157 |
-0.029968 |
-0.000341 |
-0.082411 |
- |
6096.0 |
6005.6 |
- |
6284.327 |
20250620 |
88 |
296 |
| CFFEX.IM2509 |
0.015210 |
0.013789 |
0.001421 |
-0.050018 |
-0.000327 |
-0.079113 |
- |
5970.0 |
5888.8 |
- |
6284.327 |
20250919 |
153 |
296 |
| CFFEX.IC2501 |
0.013992 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5940.248 |
20250117 |
0 |
296 |
| CFFEX.IC2502 |
0.013992 |
0.014976 |
-0.000984 |
-0.000547 |
-0.000068 |
-0.01654 |
- |
5937.0 |
5849.4 |
- |
5940.248 |
20250221 |
8 |
296 |
| CFFEX.IC2503 |
0.013992 |
0.013705 |
0.000287 |
-0.006338 |
-0.000226 |
-0.054777 |
- |
5902.6 |
5822.8 |
- |
5940.248 |
20250321 |
28 |
296 |
| CFFEX.IC2504 |
0.013992 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5940.248 |
20250418 |
47 |
296 |
| CFFEX.IC2506 |
0.013992 |
0.013594 |
0.000397 |
-0.023475 |
-0.000267 |
-0.064557 |
- |
5800.8 |
5723.0 |
- |
5940.248 |
20250620 |
88 |
296 |
| CFFEX.IC2509 |
0.013992 |
0.014025 |
-0.000034 |
-0.038491 |
-0.000252 |
-0.060882 |
- |
5711.6 |
5632.6 |
- |
5940.248 |
20250919 |
153 |
296 |
| CFFEX.IF2501 |
0.009309 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3919.285 |
20250117 |
0 |
296 |
| CFFEX.IF2502 |
0.009309 |
0.008964 |
0.000345 |
-0.000583 |
-0.000073 |
-0.017636 |
- |
3917.0 |
3882.2 |
- |
3919.285 |
20250221 |
8 |
296 |
| CFFEX.IF2503 |
0.009309 |
0.009168 |
0.000142 |
-0.000124 |
-0.000004 |
-0.00107 |
- |
3918.8 |
3883.2 |
- |
3919.285 |
20250321 |
28 |
296 |
| CFFEX.IF2504 |
0.009309 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3919.285 |
20250418 |
47 |
296 |
| CFFEX.IF2506 |
0.009309 |
0.009724 |
-0.000414 |
-0.003798 |
-0.000043 |
-0.010444 |
- |
3904.4 |
3866.8 |
- |
3919.285 |
20250620 |
88 |
296 |
| CFFEX.IF2509 |
0.009309 |
0.009829 |
-0.00052 |
-0.014361 |
-0.000094 |
-0.022715 |
- |
3863.0 |
3825.4 |
- |
3919.285 |
20250919 |
153 |
296 |
| CFFEX.IH2501 |
0.009668 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2639.597 |
20250117 |
0 |
296 |
| CFFEX.IH2502 |
0.009668 |
0.01033 |
-0.000662 |
0.000456 |
0.000057 |
0.013786 |
- |
2640.8 |
2613.8 |
- |
2639.597 |
20250221 |
8 |
296 |
| CFFEX.IH2503 |
0.009668 |
0.0107 |
-0.001032 |
0.001971 |
0.00007 |
0.017036 |
- |
2644.8 |
2616.8 |
- |
2639.597 |
20250321 |
28 |
296 |
| CFFEX.IH2504 |
0.009668 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2639.597 |
20250418 |
47 |
296 |
| CFFEX.IH2506 |
0.009668 |
0.010542 |
-0.000874 |
0.002274 |
0.000026 |
0.006254 |
- |
2645.6 |
2618.0 |
- |
2639.597 |
20250620 |
88 |
296 |
| CFFEX.IH2509 |
0.009668 |
0.010304 |
-0.000637 |
-0.01197 |
-0.000078 |
-0.018934 |
- |
2608.0 |
2581.4 |
- |
2639.597 |
20250919 |
153 |
296 |