|
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_20250214_151447 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.005937 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6249.378 |
20250117 |
0 |
298 |
| CFFEX.IM2502 |
0.005937 |
0.003958 |
0.001979 |
-0.001469 |
-0.000245 |
-0.059235 |
- |
6240.2 |
6215.6 |
- |
6249.378 |
20250221 |
6 |
298 |
| CFFEX.IM2503 |
0.005937 |
0.004891 |
0.001046 |
-0.007069 |
-0.000272 |
-0.065798 |
- |
6205.2 |
6175.0 |
- |
6249.378 |
20250321 |
26 |
298 |
| CFFEX.IM2504 |
0.005937 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6249.378 |
20250418 |
45 |
298 |
| CFFEX.IM2506 |
0.005937 |
0.004301 |
0.001636 |
-0.028415 |
-0.00033 |
-0.079959 |
- |
6071.8 |
6045.8 |
- |
6249.378 |
20250620 |
86 |
298 |
| CFFEX.IM2509 |
0.005937 |
0.004461 |
0.001476 |
-0.048769 |
-0.000323 |
-0.07816 |
- |
5944.6 |
5918.2 |
- |
6249.378 |
20250919 |
151 |
298 |
| CFFEX.IC2501 |
0.008368 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5947.619 |
20250117 |
0 |
298 |
| CFFEX.IC2502 |
0.008368 |
0.008202 |
0.000166 |
0.000333 |
0.000056 |
0.013434 |
- |
5949.6 |
5901.2 |
- |
5947.619 |
20250221 |
6 |
298 |
| CFFEX.IC2503 |
0.008368 |
0.008854 |
-0.000486 |
-0.003803 |
-0.000146 |
-0.035397 |
- |
5925.0 |
5873.0 |
- |
5947.619 |
20250321 |
26 |
298 |
| CFFEX.IC2504 |
0.008368 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5947.619 |
20250418 |
45 |
298 |
| CFFEX.IC2506 |
0.008368 |
0.008942 |
-0.000574 |
-0.021087 |
-0.000245 |
-0.059339 |
- |
5822.2 |
5770.6 |
- |
5947.619 |
20250620 |
86 |
298 |
| CFFEX.IC2509 |
0.008368 |
0.007778 |
0.00059 |
-0.037094 |
-0.000246 |
-0.059448 |
- |
5727.0 |
5682.8 |
- |
5947.619 |
20250919 |
151 |
298 |
| CFFEX.IF2501 |
0.008467 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3938.206 |
20250117 |
0 |
298 |
| CFFEX.IF2502 |
0.008467 |
0.009108 |
-0.00064 |
0.001573 |
0.000262 |
0.063436 |
- |
3944.4 |
3908.8 |
- |
3938.206 |
20250221 |
6 |
298 |
| CFFEX.IF2503 |
0.008467 |
0.008798 |
-0.000331 |
0.001573 |
0.00006 |
0.014639 |
- |
3944.4 |
3910.0 |
- |
3938.206 |
20250321 |
26 |
298 |
| CFFEX.IF2504 |
0.008467 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3938.206 |
20250418 |
45 |
298 |
| CFFEX.IF2506 |
0.008467 |
0.008629 |
-0.000161 |
-0.002693 |
-0.000031 |
-0.007578 |
- |
3927.6 |
3894.0 |
- |
3938.206 |
20250620 |
86 |
298 |
| CFFEX.IF2509 |
0.008467 |
0.008515 |
-0.000048 |
-0.013561 |
-0.00009 |
-0.021734 |
- |
3884.8 |
3852.0 |
- |
3938.206 |
20250919 |
151 |
298 |
| CFFEX.IH2501 |
0.007019 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2659.668 |
20250117 |
0 |
298 |
| CFFEX.IH2502 |
0.007019 |
0.007184 |
-0.000166 |
0.001478 |
0.000246 |
0.059628 |
- |
2663.6 |
2644.6 |
- |
2659.668 |
20250221 |
6 |
298 |
| CFFEX.IH2503 |
0.007019 |
0.007324 |
-0.000305 |
0.003208 |
0.000123 |
0.029858 |
- |
2668.2 |
2648.8 |
- |
2659.668 |
20250321 |
26 |
298 |
| CFFEX.IH2504 |
0.007019 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2659.668 |
20250418 |
45 |
298 |
| CFFEX.IH2506 |
0.007019 |
0.006871 |
0.000148 |
0.002757 |
0.000032 |
0.007757 |
- |
2667.0 |
2648.8 |
- |
2659.668 |
20250620 |
86 |
298 |
| CFFEX.IH2509 |
0.007019 |
0.006887 |
0.000132 |
-0.010478 |
-0.000069 |
-0.016793 |
- |
2631.8 |
2613.8 |
- |
2659.668 |
20250919 |
151 |
298 |