|
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_20250226_151401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.013538 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6522.552 |
20250117 |
0 |
306 |
| CFFEX.IM2502 |
0.013538 |
0.0 |
0.013538 |
-0.01235 |
-inf |
-inf |
- |
6442.0 |
6442.0 |
- |
6522.552 |
20250221 |
0 |
306 |
| CFFEX.IM2503 |
0.013538 |
0.01029 |
0.003248 |
-0.0156 |
-0.000867 |
-0.209734 |
- |
6420.8 |
6355.4 |
- |
6522.552 |
20250321 |
18 |
306 |
| CFFEX.IM2504 |
0.013538 |
0.008874 |
0.004664 |
-0.02391 |
-0.000646 |
-0.156382 |
- |
6366.6 |
6310.6 |
- |
6522.552 |
20250418 |
37 |
306 |
| CFFEX.IM2506 |
0.013538 |
0.008457 |
0.005081 |
-0.042062 |
-0.000539 |
-0.1305 |
- |
6248.2 |
6195.8 |
- |
6522.552 |
20250620 |
78 |
306 |
| CFFEX.IM2509 |
0.013538 |
0.006541 |
0.006997 |
-0.065764 |
-0.00046 |
-0.111294 |
- |
6093.6 |
6054.0 |
- |
6522.552 |
20250919 |
143 |
306 |
| CFFEX.IC2501 |
0.011890 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6051.070 |
20250117 |
0 |
306 |
| CFFEX.IC2502 |
0.011890 |
0.0 |
0.01189 |
-0.000474 |
-inf |
-inf |
- |
6048.2 |
6048.2 |
- |
6051.070 |
20250221 |
0 |
306 |
| CFFEX.IC2503 |
0.011890 |
0.007831 |
0.004059 |
-0.008936 |
-0.000496 |
-0.120134 |
- |
5997.0 |
5950.4 |
- |
6051.070 |
20250321 |
18 |
306 |
| CFFEX.IC2504 |
0.011890 |
0.006548 |
0.005343 |
-0.014323 |
-0.000387 |
-0.093681 |
- |
5964.4 |
5925.6 |
- |
6051.070 |
20250418 |
37 |
306 |
| CFFEX.IC2506 |
0.011890 |
0.005453 |
0.006438 |
-0.030948 |
-0.000397 |
-0.096019 |
- |
5863.8 |
5832.0 |
- |
6051.070 |
20250620 |
78 |
306 |
| CFFEX.IC2509 |
0.011890 |
0.00335 |
0.008541 |
-0.049656 |
-0.000347 |
-0.084033 |
- |
5750.6 |
5731.4 |
- |
6051.070 |
20250919 |
143 |
306 |
| CFFEX.IF2501 |
0.008792 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3960.163 |
20250117 |
0 |
306 |
| CFFEX.IF2502 |
0.008792 |
- |
- |
- |
- |
- |
- |
- |
3973.8 |
- |
3960.163 |
20250221 |
0 |
306 |
| CFFEX.IF2503 |
0.008792 |
0.00728 |
0.001512 |
-0.000748 |
-0.000042 |
-0.010059 |
- |
3957.2 |
3928.6 |
- |
3960.163 |
20250321 |
18 |
306 |
| CFFEX.IF2504 |
0.008792 |
0.006669 |
0.002123 |
-0.001304 |
-0.000035 |
-0.008527 |
- |
3955.0 |
3928.8 |
- |
3960.163 |
20250418 |
37 |
306 |
| CFFEX.IF2506 |
0.008792 |
0.007057 |
0.001735 |
-0.005445 |
-0.00007 |
-0.016893 |
- |
3938.6 |
3911.0 |
- |
3960.163 |
20250620 |
78 |
306 |
| CFFEX.IF2509 |
0.008792 |
0.006824 |
0.001967 |
-0.016455 |
-0.000115 |
-0.027846 |
- |
3895.0 |
3868.6 |
- |
3960.163 |
20250919 |
143 |
306 |
| CFFEX.IH2501 |
0.008854 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2666.637 |
20250117 |
0 |
306 |
| CFFEX.IH2502 |
0.008854 |
0.0 |
0.008854 |
0.005461 |
inf |
inf |
- |
2681.2 |
2681.2 |
- |
2666.637 |
20250221 |
0 |
306 |
| CFFEX.IH2503 |
0.008854 |
0.008237 |
0.000618 |
0.000661 |
0.000037 |
0.008889 |
- |
2668.4 |
2646.6 |
- |
2666.637 |
20250321 |
18 |
306 |
| CFFEX.IH2504 |
0.008854 |
0.007698 |
0.001156 |
0.001411 |
0.000038 |
0.00923 |
- |
2670.4 |
2650.0 |
- |
2666.637 |
20250418 |
37 |
306 |
| CFFEX.IH2506 |
0.008854 |
0.008385 |
0.00047 |
0.001186 |
0.000015 |
0.00368 |
- |
2669.8 |
2647.6 |
- |
2666.637 |
20250620 |
78 |
306 |
| CFFEX.IH2509 |
0.008854 |
0.008808 |
0.000047 |
-0.012089 |
-0.000085 |
-0.020458 |
- |
2634.4 |
2611.4 |
- |
2666.637 |
20250919 |
143 |
306 |