|
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_20250221_151436 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.018040 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6448.684 |
20250117 |
0 |
303 |
| CFFEX.IM2502 |
0.018040 |
0.020919 |
-0.00288 |
-0.001036 |
-0.001036 |
-0.250831 |
- |
6442.0 |
6310.0 |
- |
6448.684 |
20250221 |
1 |
303 |
| CFFEX.IM2503 |
0.018040 |
0.023056 |
-0.005016 |
-0.007767 |
-0.00037 |
-0.0895 |
- |
6398.6 |
6254.4 |
- |
6448.684 |
20250321 |
21 |
303 |
| CFFEX.IM2504 |
0.018040 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6448.684 |
20250418 |
40 |
303 |
| CFFEX.IM2506 |
0.018040 |
0.022933 |
-0.004894 |
-0.030252 |
-0.000373 |
-0.090382 |
- |
6253.6 |
6113.4 |
- |
6448.684 |
20250620 |
81 |
303 |
| CFFEX.IM2509 |
0.018040 |
0.022898 |
-0.004859 |
-0.050969 |
-0.000349 |
-0.084483 |
- |
6120.0 |
5983.0 |
- |
6448.684 |
20250919 |
146 |
303 |
| CFFEX.IC2501 |
0.016646 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6056.717 |
20250117 |
0 |
303 |
| CFFEX.IC2502 |
0.016646 |
0.016538 |
0.000108 |
-0.001406 |
-0.001406 |
-0.340302 |
- |
6048.2 |
5949.8 |
- |
6056.717 |
20250221 |
1 |
303 |
| CFFEX.IC2503 |
0.016646 |
0.018723 |
-0.002076 |
-0.004609 |
-0.000219 |
-0.053116 |
- |
6028.8 |
5918.0 |
- |
6056.717 |
20250321 |
21 |
303 |
| CFFEX.IC2504 |
0.016646 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6056.717 |
20250418 |
40 |
303 |
| CFFEX.IC2506 |
0.016646 |
0.018841 |
-0.002194 |
-0.023233 |
-0.000287 |
-0.069413 |
- |
5916.0 |
5806.6 |
- |
6056.717 |
20250620 |
81 |
303 |
| CFFEX.IC2509 |
0.016646 |
0.018551 |
-0.001905 |
-0.039083 |
-0.000268 |
-0.064782 |
- |
5820.0 |
5714.0 |
- |
6056.717 |
20250919 |
146 |
303 |
| CFFEX.IF2501 |
0.012441 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3977.776 |
20250117 |
0 |
303 |
| CFFEX.IF2502 |
0.012441 |
0.012949 |
-0.000508 |
-0.001 |
-0.001 |
-0.241892 |
- |
3973.8 |
3923.0 |
- |
3977.776 |
20250221 |
1 |
303 |
| CFFEX.IF2503 |
0.012441 |
0.014057 |
-0.001616 |
0.001062 |
0.000051 |
0.012237 |
- |
3982.0 |
3926.8 |
- |
3977.776 |
20250321 |
21 |
303 |
| CFFEX.IF2504 |
0.012441 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3977.776 |
20250418 |
40 |
303 |
| CFFEX.IF2506 |
0.012441 |
0.013753 |
-0.001311 |
-0.003011 |
-0.000037 |
-0.008995 |
- |
3965.8 |
3912.0 |
- |
3977.776 |
20250620 |
81 |
303 |
| CFFEX.IF2509 |
0.012441 |
0.013751 |
-0.00131 |
-0.014022 |
-0.000096 |
-0.023242 |
- |
3922.0 |
3868.8 |
- |
3977.776 |
20250919 |
146 |
303 |
| CFFEX.IH2501 |
0.012842 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2682.175 |
20250117 |
0 |
303 |
| CFFEX.IH2502 |
0.012842 |
0.012308 |
0.000534 |
-0.000364 |
-0.000364 |
-0.08797 |
- |
2681.2 |
2648.6 |
- |
2682.175 |
20250221 |
1 |
303 |
| CFFEX.IH2503 |
0.012842 |
0.013871 |
-0.001029 |
0.002843 |
0.000135 |
0.03276 |
- |
2689.8 |
2653.0 |
- |
2682.175 |
20250321 |
21 |
303 |
| CFFEX.IH2504 |
0.012842 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2682.175 |
20250418 |
40 |
303 |
| CFFEX.IH2506 |
0.012842 |
0.014174 |
-0.001331 |
0.003067 |
0.000038 |
0.009162 |
- |
2690.4 |
2652.8 |
- |
2682.175 |
20250620 |
81 |
303 |
| CFFEX.IH2509 |
0.012842 |
0.014287 |
-0.001445 |
-0.010057 |
-0.000069 |
-0.01667 |
- |
2655.2 |
2617.8 |
- |
2682.175 |
20250919 |
146 |
303 |