|
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_20250224_151410 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.002290 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6463.996 |
20250117 |
0 |
304 |
| CFFEX.IM2502 |
0.002290 |
0.0 |
0.00229 |
-0.003403 |
-inf |
-inf |
- |
6442.0 |
6442.0 |
- |
6463.996 |
20250221 |
0 |
304 |
| CFFEX.IM2503 |
0.002290 |
-0.005063 |
0.007353 |
-0.015067 |
-0.000753 |
-0.182316 |
- |
6366.6 |
6399.0 |
- |
6463.996 |
20250321 |
20 |
304 |
| CFFEX.IM2504 |
0.002290 |
- |
- |
-0.022308 |
-0.000572 |
-0.138421 |
- |
6319.8 |
- |
- |
6463.996 |
20250418 |
39 |
304 |
| CFFEX.IM2506 |
0.002290 |
-0.006076 |
0.008366 |
-0.038428 |
-0.00048 |
-0.116244 |
- |
6215.6 |
6253.6 |
- |
6463.996 |
20250620 |
80 |
304 |
| CFFEX.IM2509 |
0.002290 |
-0.006405 |
0.008695 |
-0.059282 |
-0.000409 |
-0.098939 |
- |
6080.8 |
6120.0 |
- |
6463.996 |
20250919 |
145 |
304 |
| CFFEX.IC2501 |
-0.001742 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6046.513 |
20250117 |
0 |
304 |
| CFFEX.IC2502 |
-0.001742 |
0.0 |
-0.001742 |
0.000279 |
inf |
inf |
- |
6048.2 |
6048.2 |
- |
6046.513 |
20250221 |
0 |
304 |
| CFFEX.IC2503 |
-0.001742 |
-0.005706 |
0.003964 |
-0.008619 |
-0.000431 |
-0.104286 |
- |
5994.4 |
6028.8 |
- |
6046.513 |
20250321 |
20 |
304 |
| CFFEX.IC2504 |
-0.001742 |
- |
- |
-0.01358 |
-0.000348 |
-0.084267 |
- |
5964.4 |
- |
- |
6046.513 |
20250418 |
39 |
304 |
| CFFEX.IC2506 |
-0.001742 |
-0.006187 |
0.004445 |
-0.027638 |
-0.000345 |
-0.083605 |
- |
5879.4 |
5916.0 |
- |
6046.513 |
20250620 |
80 |
304 |
| CFFEX.IC2509 |
-0.001742 |
-0.006048 |
0.004306 |
-0.043283 |
-0.000299 |
-0.072238 |
- |
5784.8 |
5820.0 |
- |
6046.513 |
20250919 |
145 |
304 |
| CFFEX.IF2501 |
-0.002115 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3970.028 |
20250117 |
0 |
304 |
| CFFEX.IF2502 |
-0.002115 |
0.0 |
-0.002115 |
0.00095 |
inf |
inf |
- |
3973.8 |
3973.8 |
- |
3970.028 |
20250221 |
0 |
304 |
| CFFEX.IF2503 |
-0.002115 |
-0.003617 |
0.001501 |
-0.000712 |
-0.000036 |
-0.008619 |
- |
3967.2 |
3981.6 |
- |
3970.028 |
20250321 |
20 |
304 |
| CFFEX.IF2504 |
-0.002115 |
- |
- |
-0.001065 |
-0.000027 |
-0.006608 |
- |
3965.8 |
- |
- |
3970.028 |
20250418 |
39 |
304 |
| CFFEX.IF2506 |
-0.002115 |
-0.004085 |
0.00197 |
-0.005146 |
-0.000064 |
-0.015565 |
- |
3949.6 |
3965.8 |
- |
3970.028 |
20250620 |
80 |
304 |
| CFFEX.IF2509 |
-0.002115 |
-0.003978 |
0.001862 |
-0.016027 |
-0.000111 |
-0.026749 |
- |
3906.4 |
3922.0 |
- |
3970.028 |
20250919 |
145 |
304 |
| CFFEX.IH2501 |
-0.002957 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2674.306 |
20250117 |
0 |
304 |
| CFFEX.IH2502 |
-0.002957 |
0.0 |
-0.002957 |
0.002578 |
inf |
inf |
- |
2681.2 |
2681.2 |
- |
2674.306 |
20250221 |
0 |
304 |
| CFFEX.IH2503 |
-0.002957 |
-0.005502 |
0.002545 |
0.00026 |
0.000013 |
0.00314 |
- |
2675.0 |
2689.8 |
- |
2674.306 |
20250321 |
20 |
304 |
| CFFEX.IH2504 |
-0.002957 |
- |
- |
0.001157 |
0.00003 |
0.007179 |
- |
2677.4 |
- |
- |
2674.306 |
20250418 |
39 |
304 |
| CFFEX.IH2506 |
-0.002957 |
-0.005427 |
0.002469 |
0.000559 |
0.000007 |
0.00169 |
- |
2675.8 |
2690.4 |
- |
2674.306 |
20250620 |
80 |
304 |
| CFFEX.IH2509 |
-0.002957 |
-0.006101 |
0.003144 |
-0.013202 |
-0.000091 |
-0.022034 |
- |
2639.0 |
2655.2 |
- |
2674.306 |
20250919 |
145 |
304 |