|
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_20250304_151437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.013790 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6360.182 |
20250117 |
0 |
310 |
| CFFEX.IM2503 |
0.013790 |
0.010265 |
0.003525 |
-0.012733 |
-0.000909 |
-0.220093 |
- |
6279.2 |
6215.4 |
- |
6360.182 |
20250321 |
14 |
310 |
| CFFEX.IM2504 |
0.013790 |
0.009435 |
0.004355 |
-0.02094 |
-0.000635 |
-0.15356 |
- |
6227.0 |
6168.8 |
- |
6360.182 |
20250418 |
33 |
310 |
| CFFEX.IM2505 |
0.013790 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6360.182 |
20250516 |
50 |
310 |
| CFFEX.IM2506 |
0.013790 |
0.009621 |
0.004168 |
-0.039776 |
-0.000538 |
-0.130078 |
- |
6107.2 |
6049.0 |
- |
6360.182 |
20250620 |
74 |
310 |
| CFFEX.IM2509 |
0.013790 |
0.008906 |
0.004884 |
-0.06314 |
-0.000454 |
-0.109927 |
- |
5958.6 |
5906.0 |
- |
6360.182 |
20250919 |
139 |
310 |
| CFFEX.IC2501 |
0.009071 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5939.157 |
20250117 |
0 |
310 |
| CFFEX.IC2503 |
0.009071 |
0.008414 |
0.000656 |
-0.007199 |
-0.000514 |
-0.124443 |
- |
5896.4 |
5847.2 |
- |
5939.157 |
20250321 |
14 |
310 |
| CFFEX.IC2504 |
0.009071 |
0.008255 |
0.000815 |
-0.012924 |
-0.000392 |
-0.094775 |
- |
5862.4 |
5814.4 |
- |
5939.157 |
20250418 |
33 |
310 |
| CFFEX.IC2505 |
0.009071 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5939.157 |
20250516 |
50 |
310 |
| CFFEX.IC2506 |
0.009071 |
0.007552 |
0.001518 |
-0.029627 |
-0.0004 |
-0.096887 |
- |
5763.2 |
5720.0 |
- |
5939.157 |
20250620 |
74 |
310 |
| CFFEX.IC2509 |
0.009071 |
0.007495 |
0.001575 |
-0.049461 |
-0.000356 |
-0.086112 |
- |
5645.4 |
5603.4 |
- |
5939.157 |
20250919 |
139 |
310 |
| CFFEX.IF2501 |
-0.000572 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3886.248 |
20250117 |
0 |
310 |
| CFFEX.IF2503 |
-0.000572 |
-0.001132 |
0.00056 |
-0.001042 |
-0.000074 |
-0.018005 |
- |
3882.2 |
3886.6 |
- |
3886.248 |
20250321 |
14 |
310 |
| CFFEX.IF2504 |
-0.000572 |
-0.001134 |
0.000561 |
-0.002328 |
-0.000071 |
-0.017074 |
- |
3877.2 |
3881.6 |
- |
3886.248 |
20250418 |
33 |
310 |
| CFFEX.IF2505 |
-0.000572 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3886.248 |
20250516 |
50 |
310 |
| CFFEX.IF2506 |
-0.000572 |
-0.001241 |
0.000669 |
-0.006085 |
-0.000082 |
-0.0199 |
- |
3862.6 |
3867.4 |
- |
3886.248 |
20250620 |
74 |
310 |
| CFFEX.IF2509 |
-0.000572 |
-0.001256 |
0.000683 |
-0.017767 |
-0.000128 |
-0.030933 |
- |
3817.2 |
3822.0 |
- |
3886.248 |
20250919 |
139 |
310 |
| CFFEX.IH2501 |
-0.002395 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2622.229 |
20250117 |
0 |
310 |
| CFFEX.IH2503 |
-0.002395 |
-0.003044 |
0.000649 |
-0.00085 |
-0.000061 |
-0.014694 |
- |
2620.0 |
2628.0 |
- |
2622.229 |
20250321 |
14 |
310 |
| CFFEX.IH2504 |
-0.002395 |
-0.002889 |
0.000494 |
0.000294 |
0.000009 |
0.002156 |
- |
2623.0 |
2630.6 |
- |
2622.229 |
20250418 |
33 |
310 |
| CFFEX.IH2505 |
-0.002395 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2622.229 |
20250516 |
50 |
310 |
| CFFEX.IH2506 |
-0.002395 |
-0.003424 |
0.001029 |
-0.001079 |
-0.000015 |
-0.003528 |
- |
2619.4 |
2628.4 |
- |
2622.229 |
20250620 |
74 |
310 |
| CFFEX.IH2509 |
-0.002395 |
-0.003162 |
0.000767 |
-0.014045 |
-0.000101 |
-0.024452 |
- |
2585.4 |
2593.6 |
- |
2622.229 |
20250919 |
139 |
310 |