|
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_20250303_151407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.001315 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6278.666 |
20250117 |
0 |
309 |
| CFFEX.IM2503 |
0.001315 |
-0.002408 |
0.003723 |
-0.010076 |
-0.000672 |
-0.162565 |
- |
6215.4 |
6230.4 |
- |
6278.666 |
20250321 |
15 |
309 |
| CFFEX.IM2504 |
0.001315 |
-0.001748 |
0.003063 |
-0.017498 |
-0.000515 |
-0.124547 |
- |
6168.8 |
6179.6 |
- |
6278.666 |
20250418 |
34 |
309 |
| CFFEX.IM2505 |
0.001315 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6278.666 |
20250516 |
51 |
309 |
| CFFEX.IM2506 |
0.001315 |
-0.001815 |
0.00313 |
-0.036579 |
-0.000488 |
-0.118028 |
- |
6049.0 |
6060.0 |
- |
6278.666 |
20250620 |
75 |
309 |
| CFFEX.IM2509 |
0.001315 |
-0.001859 |
0.003174 |
-0.059354 |
-0.000424 |
-0.102598 |
- |
5906.0 |
5917.0 |
- |
6278.666 |
20250919 |
140 |
309 |
| CFFEX.IC2501 |
0.004962 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5888.946 |
20250117 |
0 |
309 |
| CFFEX.IC2503 |
0.004962 |
0.00161 |
0.003352 |
-0.006987 |
-0.000466 |
-0.112723 |
- |
5847.8 |
5838.4 |
- |
5888.946 |
20250321 |
15 |
309 |
| CFFEX.IC2504 |
0.004962 |
0.002517 |
0.002444 |
-0.012659 |
-0.000372 |
-0.0901 |
- |
5814.4 |
5799.8 |
- |
5888.946 |
20250418 |
34 |
309 |
| CFFEX.IC2505 |
0.004962 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5888.946 |
20250516 |
51 |
309 |
| CFFEX.IC2506 |
0.004962 |
0.001786 |
0.003175 |
-0.028689 |
-0.000383 |
-0.092569 |
- |
5720.0 |
5709.8 |
- |
5888.946 |
20250620 |
75 |
309 |
| CFFEX.IC2509 |
0.004962 |
0.001358 |
0.003604 |
-0.048488 |
-0.000346 |
-0.083816 |
- |
5603.4 |
5595.8 |
- |
5888.946 |
20250919 |
140 |
309 |
| CFFEX.IF2501 |
0.000107 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3890.465 |
20250117 |
0 |
309 |
| CFFEX.IF2503 |
0.000107 |
-0.003385 |
0.003492 |
-0.000993 |
-0.000066 |
-0.016028 |
- |
3886.6 |
3899.8 |
- |
3890.465 |
20250321 |
15 |
309 |
| CFFEX.IF2504 |
0.000107 |
-0.003389 |
0.003496 |
-0.002279 |
-0.000067 |
-0.016219 |
- |
3881.6 |
3894.8 |
- |
3890.465 |
20250418 |
34 |
309 |
| CFFEX.IF2505 |
0.000107 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3890.465 |
20250516 |
51 |
309 |
| CFFEX.IF2506 |
0.000107 |
-0.002888 |
0.002995 |
-0.005929 |
-0.000079 |
-0.01913 |
- |
3867.4 |
3878.6 |
- |
3890.465 |
20250620 |
75 |
309 |
| CFFEX.IF2509 |
0.000107 |
-0.002193 |
0.0023 |
-0.017598 |
-0.000126 |
-0.03042 |
- |
3822.0 |
3830.4 |
- |
3890.465 |
20250919 |
140 |
309 |
| CFFEX.IH2501 |
-0.003415 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2629.946 |
20250117 |
0 |
309 |
| CFFEX.IH2503 |
-0.003415 |
-0.007105 |
0.00369 |
-0.000968 |
-0.000065 |
-0.015618 |
- |
2627.4 |
2646.2 |
- |
2629.946 |
20250321 |
15 |
309 |
| CFFEX.IH2504 |
-0.003415 |
-0.007021 |
0.003606 |
0.000249 |
0.000007 |
0.00177 |
- |
2630.6 |
2649.2 |
- |
2629.946 |
20250418 |
34 |
309 |
| CFFEX.IH2505 |
-0.003415 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2629.946 |
20250516 |
51 |
309 |
| CFFEX.IH2506 |
-0.003415 |
-0.007702 |
0.004287 |
-0.000588 |
-0.000008 |
-0.001897 |
- |
2628.4 |
2648.8 |
- |
2629.946 |
20250620 |
75 |
309 |
| CFFEX.IH2509 |
-0.003415 |
-0.008032 |
0.004617 |
-0.01382 |
-0.000099 |
-0.023889 |
- |
2593.6 |
2614.6 |
- |
2629.946 |
20250919 |
140 |
309 |