|
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_20250213_151336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.011291 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6213.651 |
20250117 |
0 |
297 |
| CFFEX.IM2502 |
-0.011291 |
-0.008424 |
-0.002867 |
0.000249 |
0.000036 |
0.008618 |
- |
6215.2 |
6268.0 |
- |
6213.651 |
20250221 |
7 |
297 |
| CFFEX.IM2503 |
-0.011291 |
-0.007713 |
-0.003578 |
-0.00622 |
-0.00023 |
-0.055753 |
- |
6175.0 |
6223.0 |
- |
6213.651 |
20250321 |
27 |
297 |
| CFFEX.IM2504 |
-0.011291 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6213.651 |
20250418 |
46 |
297 |
| CFFEX.IM2506 |
-0.011291 |
-0.008235 |
-0.003056 |
-0.027013 |
-0.00031 |
-0.07514 |
- |
6045.8 |
6096.0 |
- |
6213.651 |
20250620 |
87 |
297 |
| CFFEX.IM2509 |
-0.011291 |
-0.008677 |
-0.002614 |
-0.047549 |
-0.000313 |
-0.075703 |
- |
5918.2 |
5970.0 |
- |
6213.651 |
20250919 |
152 |
297 |
| CFFEX.IC2501 |
-0.006959 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5899.187 |
20250117 |
0 |
297 |
| CFFEX.IC2502 |
-0.006959 |
-0.006197 |
-0.000762 |
0.000341 |
0.000049 |
0.011797 |
- |
5901.2 |
5938.0 |
- |
5899.187 |
20250221 |
7 |
297 |
| CFFEX.IC2503 |
-0.006959 |
-0.005015 |
-0.001945 |
-0.004439 |
-0.000164 |
-0.039787 |
- |
5873.0 |
5902.6 |
- |
5899.187 |
20250321 |
27 |
297 |
| CFFEX.IC2504 |
-0.006959 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5899.187 |
20250418 |
46 |
297 |
| CFFEX.IC2506 |
-0.006959 |
-0.005206 |
-0.001753 |
-0.021797 |
-0.000251 |
-0.060632 |
- |
5770.6 |
5800.8 |
- |
5899.187 |
20250620 |
87 |
297 |
| CFFEX.IC2509 |
-0.006959 |
-0.005042 |
-0.001917 |
-0.036681 |
-0.000241 |
-0.0584 |
- |
5682.8 |
5711.6 |
- |
5899.187 |
20250919 |
152 |
297 |
| CFFEX.IF2501 |
-0.003497 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3906.155 |
20250117 |
0 |
297 |
| CFFEX.IF2502 |
-0.003497 |
-0.002093 |
-0.001403 |
0.000677 |
0.000097 |
0.02341 |
- |
3908.8 |
3917.0 |
- |
3906.155 |
20250221 |
7 |
297 |
| CFFEX.IF2503 |
-0.003497 |
-0.002144 |
-0.001353 |
0.000984 |
0.000036 |
0.008823 |
- |
3910.0 |
3918.4 |
- |
3906.155 |
20250321 |
27 |
297 |
| CFFEX.IF2504 |
-0.003497 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3906.155 |
20250418 |
46 |
297 |
| CFFEX.IF2506 |
-0.003497 |
-0.002664 |
-0.000833 |
-0.003112 |
-0.000036 |
-0.008656 |
- |
3894.0 |
3904.4 |
- |
3906.155 |
20250620 |
87 |
297 |
| CFFEX.IF2509 |
-0.003497 |
-0.002848 |
-0.000649 |
-0.013864 |
-0.000091 |
-0.022073 |
- |
3852.0 |
3863.0 |
- |
3906.155 |
20250919 |
152 |
297 |
| CFFEX.IH2501 |
0.000686 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2641.856 |
20250117 |
0 |
297 |
| CFFEX.IH2502 |
0.000686 |
0.001212 |
-0.000526 |
0.000812 |
0.000116 |
0.028056 |
- |
2644.0 |
2640.8 |
- |
2641.856 |
20250221 |
7 |
297 |
| CFFEX.IH2503 |
0.000686 |
0.001512 |
-0.000827 |
0.002628 |
0.000097 |
0.023559 |
- |
2648.8 |
2644.8 |
- |
2641.856 |
20250321 |
27 |
297 |
| CFFEX.IH2504 |
0.000686 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2641.856 |
20250418 |
46 |
297 |
| CFFEX.IH2506 |
0.000686 |
0.00121 |
-0.000524 |
0.002628 |
0.00003 |
0.007311 |
- |
2648.8 |
2645.6 |
- |
2641.856 |
20250620 |
87 |
297 |
| CFFEX.IH2509 |
0.000686 |
0.002224 |
-0.001538 |
-0.01062 |
-0.00007 |
-0.016908 |
- |
2613.8 |
2608.0 |
- |
2641.856 |
20250919 |
152 |
297 |