|
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_20250219_151427 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.024062 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6289.932 |
20250117 |
0 |
301 |
| CFFEX.IM2502 |
0.024062 |
0.02084 |
0.003222 |
-0.001611 |
-0.000537 |
-0.12994 |
- |
6279.8 |
6151.6 |
- |
6289.932 |
20250221 |
3 |
301 |
| CFFEX.IM2503 |
0.024062 |
0.021243 |
0.002819 |
-0.007938 |
-0.000345 |
-0.083526 |
- |
6240.0 |
6110.2 |
- |
6289.932 |
20250321 |
23 |
301 |
| CFFEX.IM2504 |
0.024062 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6289.932 |
20250418 |
42 |
301 |
| CFFEX.IM2506 |
0.024062 |
0.021462 |
0.0026 |
-0.029942 |
-0.000361 |
-0.0873 |
- |
6101.6 |
5973.4 |
- |
6289.932 |
20250620 |
83 |
301 |
| CFFEX.IM2509 |
0.024062 |
0.021289 |
0.002773 |
-0.051214 |
-0.000346 |
-0.083742 |
- |
5967.8 |
5843.4 |
- |
6289.932 |
20250919 |
148 |
301 |
| CFFEX.IC2501 |
0.017797 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5944.659 |
20250117 |
0 |
301 |
| CFFEX.IC2502 |
0.017797 |
0.015772 |
0.002025 |
-0.00112 |
-0.000373 |
-0.09036 |
- |
5938.0 |
5845.8 |
- |
5944.659 |
20250221 |
3 |
301 |
| CFFEX.IC2503 |
0.017797 |
0.015594 |
0.002203 |
-0.005258 |
-0.000229 |
-0.055327 |
- |
5913.4 |
5822.6 |
- |
5944.659 |
20250321 |
23 |
301 |
| CFFEX.IC2504 |
0.017797 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5944.659 |
20250418 |
42 |
301 |
| CFFEX.IC2506 |
0.017797 |
0.015853 |
0.001944 |
-0.023392 |
-0.000282 |
-0.068204 |
- |
5805.6 |
5715.0 |
- |
5944.659 |
20250620 |
83 |
301 |
| CFFEX.IC2509 |
0.017797 |
0.015183 |
0.002614 |
-0.03944 |
-0.000266 |
-0.06449 |
- |
5710.2 |
5624.8 |
- |
5944.659 |
20250919 |
148 |
301 |
| CFFEX.IF2501 |
0.007089 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3940.522 |
20250117 |
0 |
301 |
| CFFEX.IF2502 |
0.007089 |
0.004593 |
0.002497 |
-0.000843 |
-0.000281 |
-0.068005 |
- |
3937.2 |
3919.2 |
- |
3940.522 |
20250221 |
3 |
301 |
| CFFEX.IF2503 |
0.007089 |
0.00536 |
0.00173 |
-0.000335 |
-0.000015 |
-0.00353 |
- |
3939.2 |
3918.2 |
- |
3940.522 |
20250321 |
23 |
301 |
| CFFEX.IF2504 |
0.007089 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3940.522 |
20250418 |
42 |
301 |
| CFFEX.IF2506 |
0.007089 |
0.005228 |
0.001862 |
-0.004497 |
-0.000054 |
-0.013113 |
- |
3922.8 |
3902.4 |
- |
3940.522 |
20250620 |
83 |
301 |
| CFFEX.IF2509 |
0.007089 |
0.005391 |
0.001698 |
-0.015663 |
-0.000106 |
-0.025612 |
- |
3878.8 |
3858.0 |
- |
3940.522 |
20250919 |
148 |
301 |
| CFFEX.IH2501 |
0.004767 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2663.750 |
20250117 |
0 |
301 |
| CFFEX.IH2502 |
0.004767 |
0.004299 |
0.000468 |
-0.000206 |
-0.000069 |
-0.016656 |
- |
2663.2 |
2651.8 |
- |
2663.750 |
20250221 |
3 |
301 |
| CFFEX.IH2503 |
0.004767 |
0.00452 |
0.000247 |
0.00122 |
0.000053 |
0.012837 |
- |
2667.0 |
2655.0 |
- |
2663.750 |
20250321 |
23 |
301 |
| CFFEX.IH2504 |
0.004767 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2663.750 |
20250418 |
42 |
301 |
| CFFEX.IH2506 |
0.004767 |
0.004443 |
0.000324 |
0.00152 |
0.000018 |
0.004433 |
- |
2667.8 |
2656.0 |
- |
2663.750 |
20250620 |
83 |
301 |
| CFFEX.IH2509 |
0.004767 |
0.004811 |
-0.000044 |
-0.012069 |
-0.000082 |
-0.019735 |
- |
2631.6 |
2619.0 |
- |
2663.750 |
20250919 |
148 |
301 |