|
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_20250220_151332 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.007542 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6335.958 |
20250117 |
0 |
302 |
| CFFEX.IM2502 |
0.007542 |
0.004809 |
0.002733 |
-0.004097 |
-0.002048 |
-0.495729 |
- |
6310.0 |
6279.8 |
- |
6335.958 |
20250221 |
2 |
302 |
| CFFEX.IM2503 |
0.007542 |
0.002308 |
0.005234 |
-0.012872 |
-0.000585 |
-0.141595 |
- |
6254.4 |
6240.0 |
- |
6335.958 |
20250321 |
22 |
302 |
| CFFEX.IM2504 |
0.007542 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6335.958 |
20250418 |
41 |
302 |
| CFFEX.IM2506 |
0.007542 |
0.001803 |
0.005739 |
-0.035252 |
-0.00043 |
-0.104038 |
- |
6112.6 |
6101.6 |
- |
6335.958 |
20250620 |
82 |
302 |
| CFFEX.IM2509 |
0.007542 |
0.002513 |
0.005029 |
-0.055739 |
-0.000379 |
-0.09176 |
- |
5982.8 |
5967.8 |
- |
6335.958 |
20250919 |
147 |
302 |
| CFFEX.IC2501 |
0.002606 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5959.375 |
20250117 |
0 |
302 |
| CFFEX.IC2502 |
0.002606 |
0.001987 |
0.000619 |
-0.001607 |
-0.000803 |
-0.194412 |
- |
5949.8 |
5938.0 |
- |
5959.375 |
20250221 |
2 |
302 |
| CFFEX.IC2503 |
0.002606 |
0.000778 |
0.001829 |
-0.006943 |
-0.000316 |
-0.076371 |
- |
5918.0 |
5913.4 |
- |
5959.375 |
20250321 |
22 |
302 |
| CFFEX.IC2504 |
0.002606 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5959.375 |
20250418 |
41 |
302 |
| CFFEX.IC2506 |
0.002606 |
0.000207 |
0.0024 |
-0.025603 |
-0.000312 |
-0.075559 |
- |
5806.8 |
5805.6 |
- |
5959.375 |
20250620 |
82 |
302 |
| CFFEX.IC2509 |
0.002606 |
0.000665 |
0.001941 |
-0.041175 |
-0.00028 |
-0.067784 |
- |
5714.0 |
5710.2 |
- |
5959.375 |
20250919 |
147 |
302 |
| CFFEX.IF2501 |
-0.002759 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3929.291 |
20250117 |
0 |
302 |
| CFFEX.IF2502 |
-0.002759 |
-0.003607 |
0.000848 |
-0.001601 |
-0.000801 |
-0.193727 |
- |
3923.0 |
3937.2 |
- |
3929.291 |
20250221 |
2 |
302 |
| CFFEX.IF2503 |
-0.002759 |
-0.003198 |
0.00044 |
-0.000634 |
-0.000029 |
-0.006974 |
- |
3926.8 |
3939.4 |
- |
3929.291 |
20250321 |
22 |
302 |
| CFFEX.IF2504 |
-0.002759 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3929.291 |
20250418 |
41 |
302 |
| CFFEX.IF2506 |
-0.002759 |
-0.002753 |
-0.000005 |
-0.004401 |
-0.000054 |
-0.012987 |
- |
3912.0 |
3922.8 |
- |
3929.291 |
20250620 |
82 |
302 |
| CFFEX.IF2509 |
-0.002759 |
-0.002578 |
-0.00018 |
-0.015395 |
-0.000105 |
-0.025344 |
- |
3868.8 |
3878.8 |
- |
3929.291 |
20250919 |
147 |
302 |
| CFFEX.IH2501 |
-0.005724 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2648.357 |
20250117 |
0 |
302 |
| CFFEX.IH2502 |
-0.005724 |
-0.005482 |
-0.000242 |
0.000092 |
0.000046 |
0.011102 |
- |
2648.6 |
2663.2 |
- |
2648.357 |
20250221 |
2 |
302 |
| CFFEX.IH2503 |
-0.005724 |
-0.005324 |
-0.0004 |
0.001678 |
0.000076 |
0.018454 |
- |
2652.8 |
2667.0 |
- |
2648.357 |
20250321 |
22 |
302 |
| CFFEX.IH2504 |
-0.005724 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2648.357 |
20250418 |
41 |
302 |
| CFFEX.IH2506 |
-0.005724 |
-0.005623 |
-0.000101 |
0.001678 |
0.00002 |
0.004951 |
- |
2652.8 |
2667.8 |
- |
2648.357 |
20250620 |
82 |
302 |
| CFFEX.IH2509 |
-0.005724 |
-0.005244 |
-0.00048 |
-0.011538 |
-0.000078 |
-0.018995 |
- |
2617.8 |
2631.6 |
- |
2648.357 |
20250919 |
147 |
302 |