|
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_20250305_151258 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.006570 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6399.395 |
20250117 |
0 |
311 |
| CFFEX.IM2503 |
0.006570 |
0.005447 |
0.001123 |
-0.013438 |
-0.001034 |
-0.250153 |
- |
6313.4 |
6279.2 |
- |
6399.395 |
20250321 |
13 |
311 |
| CFFEX.IM2504 |
0.006570 |
0.005267 |
0.001302 |
-0.021814 |
-0.000682 |
-0.164967 |
- |
6259.8 |
6227.0 |
- |
6399.395 |
20250418 |
32 |
311 |
| CFFEX.IM2505 |
0.006570 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6399.395 |
20250516 |
49 |
311 |
| CFFEX.IM2506 |
0.006570 |
0.003668 |
0.002902 |
-0.042159 |
-0.000578 |
-0.139761 |
- |
6129.6 |
6107.2 |
- |
6399.395 |
20250620 |
73 |
311 |
| CFFEX.IM2509 |
0.006570 |
0.003021 |
0.003549 |
-0.066068 |
-0.000479 |
-0.115858 |
- |
5976.6 |
5958.6 |
- |
6399.395 |
20250919 |
138 |
311 |
| CFFEX.IC2501 |
0.002153 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5950.412 |
20250117 |
0 |
311 |
| CFFEX.IC2503 |
0.002153 |
0.001594 |
0.000558 |
-0.007497 |
-0.000577 |
-0.139565 |
- |
5905.8 |
5896.4 |
- |
5950.412 |
20250321 |
13 |
311 |
| CFFEX.IC2504 |
0.002153 |
0.000614 |
0.001539 |
-0.014186 |
-0.000443 |
-0.107281 |
- |
5866.0 |
5862.4 |
- |
5950.412 |
20250418 |
32 |
311 |
| CFFEX.IC2505 |
0.002153 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5950.412 |
20250516 |
49 |
311 |
| CFFEX.IC2506 |
0.002153 |
0.000312 |
0.00184 |
-0.03116 |
-0.000427 |
-0.103296 |
- |
5765.0 |
5763.2 |
- |
5950.412 |
20250620 |
73 |
311 |
| CFFEX.IC2509 |
0.002153 |
-0.000283 |
0.002436 |
-0.051528 |
-0.000373 |
-0.09036 |
- |
5643.8 |
5645.4 |
- |
5950.412 |
20250919 |
138 |
311 |
| CFFEX.IF2501 |
0.004706 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3903.506 |
20250117 |
0 |
311 |
| CFFEX.IF2503 |
0.004706 |
0.003194 |
0.001512 |
-0.002282 |
-0.000176 |
-0.042472 |
- |
3894.6 |
3882.2 |
- |
3903.506 |
20250321 |
13 |
311 |
| CFFEX.IF2504 |
0.004706 |
0.003147 |
0.00156 |
-0.003614 |
-0.000113 |
-0.027328 |
- |
3889.4 |
3877.2 |
- |
3903.506 |
20250418 |
32 |
311 |
| CFFEX.IF2505 |
0.004706 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3903.506 |
20250516 |
49 |
311 |
| CFFEX.IF2506 |
0.004706 |
0.002382 |
0.002325 |
-0.008122 |
-0.000111 |
-0.026926 |
- |
3871.8 |
3862.6 |
- |
3903.506 |
20250620 |
73 |
311 |
| CFFEX.IF2509 |
0.004706 |
0.001781 |
0.002925 |
-0.020368 |
-0.000148 |
-0.035718 |
- |
3824.0 |
3817.2 |
- |
3903.506 |
20250919 |
138 |
311 |
| CFFEX.IH2501 |
0.007916 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2641.966 |
20250117 |
0 |
311 |
| CFFEX.IH2503 |
0.007916 |
0.006489 |
0.001427 |
-0.00188 |
-0.000145 |
-0.034991 |
- |
2637.0 |
2620.0 |
- |
2641.966 |
20250321 |
13 |
311 |
| CFFEX.IH2504 |
0.007916 |
0.006252 |
0.001663 |
-0.000971 |
-0.00003 |
-0.007345 |
- |
2639.4 |
2623.0 |
- |
2641.966 |
20250418 |
32 |
311 |
| CFFEX.IH2505 |
0.007916 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2641.966 |
20250516 |
49 |
311 |
| CFFEX.IH2506 |
0.007916 |
0.006261 |
0.001655 |
-0.002334 |
-0.000032 |
-0.007737 |
- |
2635.8 |
2619.4 |
- |
2641.966 |
20250620 |
73 |
311 |
| CFFEX.IH2509 |
0.007916 |
0.006189 |
0.001727 |
-0.015354 |
-0.000111 |
-0.026926 |
- |
2601.4 |
2585.4 |
- |
2641.966 |
20250919 |
138 |
311 |