|
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_20250306_151054 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.021299 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6534.512 |
20250117 |
0 |
312 |
| CFFEX.IM2503 |
0.021299 |
0.025503 |
-0.004204 |
-0.00926 |
-0.000772 |
-0.186751 |
- |
6474.0 |
6313.0 |
- |
6534.512 |
20250321 |
12 |
312 |
| CFFEX.IM2504 |
0.021299 |
0.025688 |
-0.004389 |
-0.017432 |
-0.000562 |
-0.136085 |
- |
6420.6 |
6259.8 |
- |
6534.512 |
20250418 |
31 |
312 |
| CFFEX.IM2505 |
0.021299 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6534.512 |
20250516 |
48 |
312 |
| CFFEX.IM2506 |
0.021299 |
0.025809 |
-0.00451 |
-0.037755 |
-0.000524 |
-0.1269 |
- |
6287.8 |
6129.6 |
- |
6534.512 |
20250620 |
72 |
312 |
| CFFEX.IM2509 |
0.021299 |
0.025667 |
-0.004368 |
-0.061904 |
-0.000452 |
-0.109349 |
- |
6130.0 |
5976.6 |
- |
6534.512 |
20250919 |
137 |
312 |
| CFFEX.IC2501 |
0.016244 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6047.369 |
20250117 |
0 |
312 |
| CFFEX.IC2503 |
0.016244 |
0.019337 |
-0.003093 |
-0.004526 |
-0.000377 |
-0.09127 |
- |
6020.0 |
5905.8 |
- |
6047.369 |
20250321 |
12 |
312 |
| CFFEX.IC2504 |
0.016244 |
0.020525 |
-0.004281 |
-0.010082 |
-0.000325 |
-0.078704 |
- |
5986.4 |
5866.0 |
- |
6047.369 |
20250418 |
31 |
312 |
| CFFEX.IC2505 |
0.016244 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6047.369 |
20250516 |
48 |
312 |
| CFFEX.IC2506 |
0.016244 |
0.020815 |
-0.004571 |
-0.02685 |
-0.000373 |
-0.090244 |
- |
5885.0 |
5765.0 |
- |
6047.369 |
20250620 |
72 |
312 |
| CFFEX.IC2509 |
0.016244 |
0.020554 |
-0.004309 |
-0.047553 |
-0.000347 |
-0.083998 |
- |
5759.8 |
5643.8 |
- |
6047.369 |
20250919 |
137 |
312 |
| CFFEX.IF2501 |
0.013759 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3956.266 |
20250117 |
0 |
312 |
| CFFEX.IF2503 |
0.013759 |
0.015303 |
-0.001544 |
-0.000522 |
-0.000044 |
-0.010531 |
- |
3954.2 |
3894.6 |
- |
3956.266 |
20250321 |
12 |
312 |
| CFFEX.IF2504 |
0.013759 |
0.016815 |
-0.003056 |
-0.000371 |
-0.000012 |
-0.002893 |
- |
3954.8 |
3889.4 |
- |
3956.266 |
20250418 |
31 |
312 |
| CFFEX.IF2505 |
0.013759 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3956.266 |
20250516 |
48 |
312 |
| CFFEX.IF2506 |
0.013759 |
0.015754 |
-0.001995 |
-0.005881 |
-0.000082 |
-0.019766 |
- |
3933.0 |
3872.0 |
- |
3956.266 |
20250620 |
72 |
312 |
| CFFEX.IF2509 |
0.013759 |
0.016998 |
-0.003239 |
-0.017002 |
-0.000124 |
-0.030033 |
- |
3889.0 |
3824.0 |
- |
3956.266 |
20250919 |
137 |
312 |
| CFFEX.IH2501 |
0.016041 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2683.818 |
20250117 |
0 |
312 |
| CFFEX.IH2503 |
0.016041 |
0.018203 |
-0.002161 |
0.00044 |
0.000037 |
0.008882 |
- |
2685.0 |
2637.0 |
- |
2683.818 |
20250321 |
12 |
312 |
| CFFEX.IH2504 |
0.016041 |
0.017807 |
-0.001766 |
0.000962 |
0.000031 |
0.00751 |
- |
2686.4 |
2639.4 |
- |
2683.818 |
20250418 |
31 |
312 |
| CFFEX.IH2505 |
0.016041 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2683.818 |
20250516 |
48 |
312 |
| CFFEX.IH2506 |
0.016041 |
0.017983 |
-0.001942 |
-0.00023 |
-0.000003 |
-0.000774 |
- |
2683.2 |
2635.8 |
- |
2683.818 |
20250620 |
72 |
312 |
| CFFEX.IH2509 |
0.016041 |
0.017913 |
-0.001872 |
-0.013346 |
-0.000097 |
-0.023575 |
- |
2648.0 |
2601.4 |
- |
2683.818 |
20250919 |
137 |
312 |