|
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_20250218_151500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.022526 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6140.065 |
20250117 |
0 |
300 |
| CFFEX.IM2502 |
-0.022526 |
-0.017756 |
-0.004771 |
0.001879 |
0.00047 |
0.113658 |
- |
6151.6 |
6262.8 |
- |
6140.065 |
20250221 |
4 |
300 |
| CFFEX.IM2503 |
-0.022526 |
-0.017526 |
-0.005 |
-0.004864 |
-0.000203 |
-0.049045 |
- |
6110.2 |
6219.2 |
- |
6140.065 |
20250321 |
24 |
300 |
| CFFEX.IM2504 |
-0.022526 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6140.065 |
20250418 |
43 |
300 |
| CFFEX.IM2506 |
-0.022526 |
-0.017989 |
-0.004538 |
-0.027339 |
-0.000325 |
-0.078763 |
- |
5972.2 |
6081.6 |
- |
6140.065 |
20250620 |
84 |
300 |
| CFFEX.IM2509 |
-0.022526 |
-0.017751 |
-0.004775 |
-0.048316 |
-0.000324 |
-0.078473 |
- |
5843.4 |
5949.0 |
- |
6140.065 |
20250919 |
149 |
300 |
| CFFEX.IC2501 |
-0.018361 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5839.496 |
20250117 |
0 |
300 |
| CFFEX.IC2502 |
-0.018361 |
-0.015229 |
-0.003132 |
0.00108 |
0.00027 |
0.065312 |
- |
5845.8 |
5936.2 |
- |
5839.496 |
20250221 |
4 |
300 |
| CFFEX.IC2503 |
-0.018361 |
-0.014688 |
-0.003672 |
-0.002893 |
-0.000121 |
-0.029175 |
- |
5822.6 |
5909.4 |
- |
5839.496 |
20250321 |
24 |
300 |
| CFFEX.IC2504 |
-0.018361 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5839.496 |
20250418 |
43 |
300 |
| CFFEX.IC2506 |
-0.018361 |
-0.015131 |
-0.00323 |
-0.02132 |
-0.000254 |
-0.061421 |
- |
5715.0 |
5802.8 |
- |
5839.496 |
20250620 |
84 |
300 |
| CFFEX.IC2509 |
-0.018361 |
-0.014127 |
-0.004234 |
-0.036766 |
-0.000247 |
-0.059714 |
- |
5624.8 |
5705.4 |
- |
5839.496 |
20250919 |
149 |
300 |
| CFFEX.IF2501 |
-0.008742 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3912.889 |
20250117 |
0 |
300 |
| CFFEX.IF2502 |
-0.008742 |
-0.007043 |
-0.001699 |
0.001613 |
0.000403 |
0.097579 |
- |
3919.2 |
3947.0 |
- |
3912.889 |
20250221 |
4 |
300 |
| CFFEX.IF2503 |
-0.008742 |
-0.007598 |
-0.001144 |
0.001357 |
0.000057 |
0.013686 |
- |
3918.2 |
3948.2 |
- |
3912.889 |
20250321 |
24 |
300 |
| CFFEX.IF2504 |
-0.008742 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3912.889 |
20250418 |
43 |
300 |
| CFFEX.IF2506 |
-0.008742 |
-0.007631 |
-0.001111 |
-0.002987 |
-0.000036 |
-0.008606 |
- |
3901.2 |
3931.2 |
- |
3912.889 |
20250620 |
84 |
300 |
| CFFEX.IF2509 |
-0.008742 |
-0.008124 |
-0.000618 |
-0.014028 |
-0.000094 |
-0.022783 |
- |
3858.0 |
3889.6 |
- |
3912.889 |
20250919 |
149 |
300 |
| CFFEX.IH2501 |
-0.004974 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2651.223 |
20250117 |
0 |
300 |
| CFFEX.IH2502 |
-0.004974 |
-0.004878 |
-0.000095 |
0.000218 |
0.000054 |
0.013167 |
- |
2651.8 |
2664.8 |
- |
2651.223 |
20250221 |
4 |
300 |
| CFFEX.IH2503 |
-0.004974 |
-0.004649 |
-0.000325 |
0.001425 |
0.000059 |
0.014365 |
- |
2655.0 |
2667.4 |
- |
2651.223 |
20250321 |
24 |
300 |
| CFFEX.IH2504 |
-0.004974 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2651.223 |
20250418 |
43 |
300 |
| CFFEX.IH2506 |
-0.004974 |
-0.004274 |
-0.0007 |
0.001802 |
0.000021 |
0.005191 |
- |
2656.0 |
2667.4 |
- |
2651.223 |
20250620 |
84 |
300 |
| CFFEX.IH2509 |
-0.004974 |
-0.005166 |
0.000192 |
-0.012154 |
-0.000082 |
-0.01974 |
- |
2619.0 |
2632.6 |
- |
2651.223 |
20250919 |
149 |
300 |