|
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_20250225_151408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.004562 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6434.537 |
20250117 |
0 |
305 |
| CFFEX.IM2502 |
-0.004562 |
0.0 |
-0.004562 |
0.00116 |
inf |
inf |
- |
6442.0 |
6442.0 |
- |
6434.537 |
20250221 |
0 |
305 |
| CFFEX.IM2503 |
-0.004562 |
-0.001759 |
-0.002802 |
-0.012299 |
-0.000647 |
-0.156648 |
- |
6355.4 |
6366.6 |
- |
6434.537 |
20250321 |
19 |
305 |
| CFFEX.IM2504 |
-0.004562 |
-0.001456 |
-0.003106 |
-0.019261 |
-0.000507 |
-0.122664 |
- |
6310.6 |
6319.8 |
- |
6434.537 |
20250418 |
38 |
305 |
| CFFEX.IM2506 |
-0.004562 |
-0.003186 |
-0.001376 |
-0.037102 |
-0.00047 |
-0.113656 |
- |
6195.8 |
6215.6 |
- |
6434.537 |
20250620 |
79 |
305 |
| CFFEX.IM2509 |
-0.004562 |
-0.004407 |
-0.000154 |
-0.05914 |
-0.000411 |
-0.099388 |
- |
6054.0 |
6080.8 |
- |
6434.537 |
20250919 |
144 |
305 |
| CFFEX.IC2501 |
-0.010695 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5980.321 |
20250117 |
0 |
305 |
| CFFEX.IC2502 |
-0.010695 |
0.0 |
-0.010695 |
0.01135 |
inf |
inf |
- |
6048.2 |
6048.2 |
- |
5980.321 |
20250221 |
0 |
305 |
| CFFEX.IC2503 |
-0.010695 |
-0.00734 |
-0.003355 |
-0.005003 |
-0.000263 |
-0.063726 |
- |
5950.4 |
5994.4 |
- |
5980.321 |
20250321 |
19 |
305 |
| CFFEX.IC2504 |
-0.010695 |
-0.006505 |
-0.00419 |
-0.00915 |
-0.000241 |
-0.058272 |
- |
5925.6 |
5964.4 |
- |
5980.321 |
20250418 |
38 |
305 |
| CFFEX.IC2506 |
-0.010695 |
-0.008062 |
-0.002633 |
-0.024802 |
-0.000314 |
-0.075974 |
- |
5832.0 |
5879.4 |
- |
5980.321 |
20250620 |
79 |
305 |
| CFFEX.IC2509 |
-0.010695 |
-0.009231 |
-0.001464 |
-0.041623 |
-0.000289 |
-0.06995 |
- |
5731.4 |
5784.8 |
- |
5980.321 |
20250919 |
144 |
305 |
| CFFEX.IF2501 |
-0.011144 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3925.478 |
20250117 |
0 |
305 |
| CFFEX.IF2502 |
-0.011144 |
- |
- |
- |
- |
- |
- |
- |
3973.8 |
- |
3925.478 |
20250221 |
0 |
305 |
| CFFEX.IF2503 |
-0.011144 |
-0.00973 |
-0.001414 |
0.000795 |
0.000042 |
0.01013 |
- |
3928.6 |
3967.2 |
- |
3925.478 |
20250321 |
19 |
305 |
| CFFEX.IF2504 |
-0.011144 |
-0.00933 |
-0.001814 |
0.000846 |
0.000022 |
0.005389 |
- |
3928.8 |
3965.8 |
- |
3925.478 |
20250418 |
38 |
305 |
| CFFEX.IF2506 |
-0.011144 |
-0.009773 |
-0.001371 |
-0.003688 |
-0.000047 |
-0.011298 |
- |
3911.0 |
3949.6 |
- |
3925.478 |
20250620 |
79 |
305 |
| CFFEX.IF2509 |
-0.011144 |
-0.009676 |
-0.001468 |
-0.014489 |
-0.000101 |
-0.02435 |
- |
3868.6 |
3906.4 |
- |
3925.478 |
20250919 |
144 |
305 |
| CFFEX.IH2501 |
-0.011374 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2643.701 |
20250117 |
0 |
305 |
| CFFEX.IH2502 |
-0.011374 |
0.0 |
-0.011374 |
0.014184 |
inf |
inf |
- |
2681.2 |
2681.2 |
- |
2643.701 |
20250221 |
0 |
305 |
| CFFEX.IH2503 |
-0.011374 |
-0.010617 |
-0.000757 |
0.001097 |
0.000058 |
0.013967 |
- |
2646.6 |
2675.0 |
- |
2643.701 |
20250321 |
19 |
305 |
| CFFEX.IH2504 |
-0.011374 |
-0.010234 |
-0.00114 |
0.002383 |
0.000063 |
0.015174 |
- |
2650.0 |
2677.4 |
- |
2643.701 |
20250418 |
38 |
305 |
| CFFEX.IH2506 |
-0.011374 |
-0.010539 |
-0.000835 |
0.001475 |
0.000019 |
0.004518 |
- |
2647.6 |
2675.8 |
- |
2643.701 |
20250620 |
79 |
305 |
| CFFEX.IH2509 |
-0.011374 |
-0.010459 |
-0.000916 |
-0.012218 |
-0.000085 |
-0.020533 |
- |
2611.4 |
2639.0 |
- |
2643.701 |
20250919 |
144 |
305 |