|
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_20250227_151130 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.004191 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6497.062 |
20250117 |
0 |
307 |
| CFFEX.IM2502 |
-0.004191 |
0.0 |
-0.004191 |
-0.008475 |
-inf |
-inf |
- |
6442.0 |
6442.0 |
- |
6497.062 |
20250221 |
0 |
307 |
| CFFEX.IM2503 |
-0.004191 |
-0.000903 |
-0.003288 |
-0.012631 |
-0.000743 |
-0.179801 |
- |
6415.0 |
6420.8 |
- |
6497.062 |
20250321 |
17 |
307 |
| CFFEX.IM2504 |
-0.004191 |
-0.000754 |
-0.003437 |
-0.020819 |
-0.000578 |
-0.13995 |
- |
6361.8 |
6366.6 |
- |
6497.062 |
20250418 |
36 |
307 |
| CFFEX.IM2506 |
-0.004191 |
-0.001536 |
-0.002655 |
-0.039781 |
-0.000517 |
-0.125027 |
- |
6238.6 |
6248.2 |
- |
6497.062 |
20250620 |
77 |
307 |
| CFFEX.IM2509 |
-0.004191 |
-0.000098 |
-0.004093 |
-0.062191 |
-0.000438 |
-0.105988 |
- |
6093.0 |
6093.6 |
- |
6497.062 |
20250919 |
142 |
307 |
| CFFEX.IC2501 |
-0.003807 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6028.701 |
20250117 |
0 |
307 |
| CFFEX.IC2502 |
-0.003807 |
0.0 |
-0.003807 |
0.003234 |
inf |
inf |
- |
6048.2 |
6048.2 |
- |
6028.701 |
20250221 |
0 |
307 |
| CFFEX.IC2503 |
-0.003807 |
-0.002435 |
-0.001372 |
-0.00768 |
-0.000452 |
-0.109328 |
- |
5982.4 |
5997.0 |
- |
6028.701 |
20250321 |
17 |
307 |
| CFFEX.IC2504 |
-0.003807 |
-0.002783 |
-0.001024 |
-0.013419 |
-0.000373 |
-0.090208 |
- |
5947.8 |
5964.4 |
- |
6028.701 |
20250418 |
36 |
307 |
| CFFEX.IC2506 |
-0.003807 |
-0.002285 |
-0.001522 |
-0.029575 |
-0.000384 |
-0.092951 |
- |
5850.4 |
5863.8 |
- |
6028.701 |
20250620 |
77 |
307 |
| CFFEX.IC2509 |
-0.003807 |
-0.003443 |
-0.000364 |
-0.049414 |
-0.000348 |
-0.084212 |
- |
5730.8 |
5750.6 |
- |
6028.701 |
20250919 |
142 |
307 |
| CFFEX.IF2501 |
0.001846 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3967.250 |
20250117 |
0 |
307 |
| CFFEX.IF2502 |
0.001846 |
0.0 |
0.001846 |
0.001651 |
inf |
inf |
- |
3973.8 |
3973.8 |
- |
3967.250 |
20250221 |
0 |
307 |
| CFFEX.IF2503 |
0.001846 |
0.004144 |
-0.002299 |
0.001601 |
0.000094 |
0.022785 |
- |
3973.6 |
3957.2 |
- |
3967.250 |
20250321 |
17 |
307 |
| CFFEX.IF2504 |
0.001846 |
0.003338 |
-0.001492 |
0.000239 |
0.000007 |
0.00161 |
- |
3968.2 |
3955.0 |
- |
3967.250 |
20250418 |
36 |
307 |
| CFFEX.IF2506 |
0.001846 |
0.002742 |
-0.000896 |
-0.004499 |
-0.000058 |
-0.014141 |
- |
3949.4 |
3938.6 |
- |
3967.250 |
20250620 |
77 |
307 |
| CFFEX.IF2509 |
0.001846 |
0.002311 |
-0.000465 |
-0.015943 |
-0.000112 |
-0.027171 |
- |
3904.0 |
3895.0 |
- |
3967.250 |
20250919 |
142 |
307 |
| CFFEX.IH2501 |
0.004418 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2678.438 |
20250117 |
0 |
307 |
| CFFEX.IH2502 |
0.004418 |
0.0 |
0.004418 |
0.001031 |
inf |
inf |
- |
2681.2 |
2681.2 |
- |
2678.438 |
20250221 |
0 |
307 |
| CFFEX.IH2503 |
0.004418 |
0.006221 |
-0.001803 |
0.00245 |
0.000144 |
0.034876 |
- |
2685.0 |
2668.4 |
- |
2678.438 |
20250321 |
17 |
307 |
| CFFEX.IH2504 |
0.004418 |
0.007115 |
-0.002697 |
0.004093 |
0.000114 |
0.027512 |
- |
2689.4 |
2670.4 |
- |
2678.438 |
20250418 |
36 |
307 |
| CFFEX.IH2506 |
0.004418 |
0.006068 |
-0.00165 |
0.002823 |
0.000037 |
0.008873 |
- |
2686.0 |
2669.8 |
- |
2678.438 |
20250620 |
77 |
307 |
| CFFEX.IH2509 |
0.004418 |
0.005618 |
-0.0012 |
-0.010916 |
-0.000077 |
-0.018603 |
- |
2649.2 |
2634.4 |
- |
2678.438 |
20250919 |
142 |
307 |