|
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_20250217_151448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.005592 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6283.781 |
20250117 |
0 |
299 |
| CFFEX.IM2502 |
0.005592 |
0.003654 |
0.001939 |
-0.003307 |
-0.000661 |
-0.160063 |
- |
6263.0 |
6240.2 |
- |
6283.781 |
20250221 |
5 |
299 |
| CFFEX.IM2503 |
0.005592 |
0.002256 |
0.003336 |
-0.010277 |
-0.000411 |
-0.099485 |
- |
6219.2 |
6205.2 |
- |
6283.781 |
20250321 |
25 |
299 |
| CFFEX.IM2504 |
0.005592 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6283.781 |
20250418 |
44 |
299 |
| CFFEX.IM2506 |
0.005592 |
0.001614 |
0.003978 |
-0.032175 |
-0.000379 |
-0.091604 |
- |
6081.6 |
6071.8 |
- |
6283.781 |
20250620 |
85 |
299 |
| CFFEX.IM2509 |
0.005592 |
0.00074 |
0.004852 |
-0.053277 |
-0.000355 |
-0.085954 |
- |
5949.0 |
5944.6 |
- |
6283.781 |
20250919 |
150 |
299 |
| CFFEX.IC2501 |
0.000150 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5948.686 |
20250117 |
0 |
299 |
| CFFEX.IC2502 |
0.000150 |
-0.002252 |
0.002402 |
-0.002099 |
-0.00042 |
-0.101589 |
- |
5936.2 |
5949.6 |
- |
5948.686 |
20250221 |
5 |
299 |
| CFFEX.IC2503 |
0.000150 |
-0.002633 |
0.002783 |
-0.006604 |
-0.000264 |
-0.063928 |
- |
5909.4 |
5925.0 |
- |
5948.686 |
20250321 |
25 |
299 |
| CFFEX.IC2504 |
0.000150 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5948.686 |
20250418 |
44 |
299 |
| CFFEX.IC2506 |
0.000150 |
-0.003332 |
0.003482 |
-0.024524 |
-0.000289 |
-0.069821 |
- |
5802.8 |
5822.2 |
- |
5948.686 |
20250620 |
85 |
299 |
| CFFEX.IC2509 |
0.000150 |
-0.003772 |
0.003921 |
-0.040897 |
-0.000273 |
-0.065981 |
- |
5705.4 |
5727.0 |
- |
5948.686 |
20250919 |
150 |
299 |
| CFFEX.IF2501 |
0.002211 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3947.717 |
20250117 |
0 |
299 |
| CFFEX.IF2502 |
0.002211 |
0.000406 |
0.001805 |
-0.000435 |
-0.000087 |
-0.021051 |
- |
3946.0 |
3944.4 |
- |
3947.717 |
20250221 |
5 |
299 |
| CFFEX.IF2503 |
0.002211 |
0.000913 |
0.001298 |
0.000072 |
0.000003 |
0.000694 |
- |
3948.0 |
3944.4 |
- |
3947.717 |
20250321 |
25 |
299 |
| CFFEX.IF2504 |
0.002211 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3947.717 |
20250418 |
44 |
299 |
| CFFEX.IF2506 |
0.002211 |
0.000917 |
0.001294 |
-0.004184 |
-0.000049 |
-0.011912 |
- |
3931.2 |
3927.6 |
- |
3947.717 |
20250620 |
85 |
299 |
| CFFEX.IF2509 |
0.002211 |
0.001236 |
0.000975 |
-0.014722 |
-0.000098 |
-0.023751 |
- |
3889.6 |
3884.8 |
- |
3947.717 |
20250919 |
150 |
299 |
| CFFEX.IH2501 |
0.001384 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2664.537 |
20250117 |
0 |
299 |
| CFFEX.IH2502 |
0.001384 |
0.000451 |
0.000933 |
0.000099 |
0.00002 |
0.004777 |
- |
2664.8 |
2663.6 |
- |
2664.537 |
20250221 |
5 |
299 |
| CFFEX.IH2503 |
0.001384 |
-0.000375 |
0.001759 |
0.001074 |
0.000043 |
0.010401 |
- |
2667.4 |
2668.4 |
- |
2664.537 |
20250321 |
25 |
299 |
| CFFEX.IH2504 |
0.001384 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2664.537 |
20250418 |
44 |
299 |
| CFFEX.IH2506 |
0.001384 |
0.000225 |
0.001159 |
0.00115 |
0.000014 |
0.003273 |
- |
2667.6 |
2667.0 |
- |
2664.537 |
20250620 |
85 |
299 |
| CFFEX.IH2509 |
0.001384 |
0.000304 |
0.00108 |
-0.011986 |
-0.00008 |
-0.019337 |
- |
2632.6 |
2631.8 |
- |
2664.537 |
20250919 |
150 |
299 |