|
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_20250228_151325 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.035573 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6268.322 |
20250117 |
0 |
308 |
| CFFEX.IM2502 |
-0.035573 |
0.0 |
-0.035573 |
0.027707 |
inf |
inf |
- |
6442.0 |
6442.0 |
- |
6268.322 |
20250221 |
0 |
308 |
| CFFEX.IM2503 |
-0.035573 |
-0.028776 |
-0.006797 |
-0.00605 |
-0.000378 |
-0.091503 |
- |
6230.4 |
6415.0 |
- |
6268.322 |
20250321 |
16 |
308 |
| CFFEX.IM2504 |
-0.035573 |
-0.02864 |
-0.006933 |
-0.014154 |
-0.000404 |
-0.097865 |
- |
6179.6 |
6361.8 |
- |
6268.322 |
20250418 |
35 |
308 |
| CFFEX.IM2506 |
-0.035573 |
-0.028628 |
-0.006945 |
-0.033234 |
-0.000437 |
-0.105824 |
- |
6060.0 |
6238.6 |
- |
6268.322 |
20250620 |
76 |
308 |
| CFFEX.IM2509 |
-0.035573 |
-0.028886 |
-0.006687 |
-0.056047 |
-0.000397 |
-0.096195 |
- |
5917.0 |
6093.0 |
- |
6268.322 |
20250919 |
141 |
308 |
| CFFEX.IC2501 |
-0.028440 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5857.521 |
20250117 |
0 |
308 |
| CFFEX.IC2502 |
-0.028440 |
0.0 |
-0.02844 |
0.032553 |
inf |
inf |
- |
6048.2 |
6048.2 |
- |
5857.521 |
20250221 |
0 |
308 |
| CFFEX.IC2503 |
-0.028440 |
-0.024071 |
-0.004369 |
-0.003264 |
-0.000204 |
-0.049373 |
- |
5838.4 |
5982.4 |
- |
5857.521 |
20250321 |
16 |
308 |
| CFFEX.IC2504 |
-0.028440 |
-0.024883 |
-0.003557 |
-0.009854 |
-0.000282 |
-0.068135 |
- |
5799.8 |
5947.8 |
- |
5857.521 |
20250418 |
35 |
308 |
| CFFEX.IC2506 |
-0.028440 |
-0.024205 |
-0.004235 |
-0.025458 |
-0.000335 |
-0.081064 |
- |
5708.4 |
5850.0 |
- |
5857.521 |
20250620 |
76 |
308 |
| CFFEX.IC2509 |
-0.028440 |
-0.023557 |
-0.004883 |
-0.044681 |
-0.000317 |
-0.076687 |
- |
5595.8 |
5730.8 |
- |
5857.521 |
20250919 |
141 |
308 |
| CFFEX.IF2501 |
-0.019600 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3890.339 |
20250117 |
0 |
308 |
| CFFEX.IF2502 |
-0.019600 |
0.0 |
-0.0196 |
0.021453 |
inf |
inf |
- |
3973.8 |
3973.8 |
- |
3890.339 |
20250221 |
0 |
308 |
| CFFEX.IF2503 |
-0.019600 |
-0.018774 |
-0.000827 |
0.002226 |
0.000139 |
0.033673 |
- |
3899.0 |
3973.6 |
- |
3890.339 |
20250321 |
16 |
308 |
| CFFEX.IF2504 |
-0.019600 |
-0.018497 |
-0.001103 |
0.001147 |
0.000033 |
0.007929 |
- |
3894.8 |
3968.2 |
- |
3890.339 |
20250418 |
35 |
308 |
| CFFEX.IF2506 |
-0.019600 |
-0.018026 |
-0.001574 |
-0.003017 |
-0.00004 |
-0.009608 |
- |
3878.6 |
3949.8 |
- |
3890.339 |
20250620 |
76 |
308 |
| CFFEX.IF2509 |
-0.019600 |
-0.018852 |
-0.000748 |
-0.015407 |
-0.000109 |
-0.026443 |
- |
3830.4 |
3904.0 |
- |
3890.339 |
20250919 |
141 |
308 |
| CFFEX.IH2501 |
-0.014191 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2641.058 |
20250117 |
0 |
308 |
| CFFEX.IH2502 |
-0.014191 |
0.0 |
-0.014191 |
0.015199 |
inf |
inf |
- |
2681.2 |
2681.2 |
- |
2641.058 |
20250221 |
0 |
308 |
| CFFEX.IH2503 |
-0.014191 |
-0.014451 |
0.00026 |
0.001947 |
0.000122 |
0.029448 |
- |
2646.2 |
2685.0 |
- |
2641.058 |
20250321 |
16 |
308 |
| CFFEX.IH2504 |
-0.014191 |
-0.014948 |
0.000757 |
0.003083 |
0.000088 |
0.021316 |
- |
2649.2 |
2689.4 |
- |
2641.058 |
20250418 |
35 |
308 |
| CFFEX.IH2506 |
-0.014191 |
-0.01385 |
-0.000341 |
0.002931 |
0.000039 |
0.009334 |
- |
2648.8 |
2686.0 |
- |
2641.058 |
20250620 |
76 |
308 |
| CFFEX.IH2509 |
-0.014191 |
-0.013061 |
-0.00113 |
-0.010018 |
-0.000071 |
-0.017194 |
- |
2614.6 |
2649.2 |
- |
2641.058 |
20250919 |
141 |
308 |