|
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_20250307_151447 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.004233 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6507.310 |
20250117 |
0 |
313 |
| CFFEX.IM2503 |
-0.004233 |
-0.003552 |
-0.000681 |
-0.008377 |
-0.000762 |
-0.184288 |
- |
6452.8 |
6475.8 |
- |
6507.310 |
20250321 |
11 |
313 |
| CFFEX.IM2504 |
-0.004233 |
-0.003987 |
-0.000246 |
-0.017259 |
-0.000575 |
-0.139223 |
- |
6395.0 |
6420.6 |
- |
6507.310 |
20250418 |
30 |
313 |
| CFFEX.IM2505 |
-0.004233 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6507.310 |
20250516 |
47 |
313 |
| CFFEX.IM2506 |
-0.004233 |
-0.005248 |
0.001015 |
-0.038804 |
-0.000547 |
-0.132262 |
- |
6254.8 |
6287.8 |
- |
6507.310 |
20250620 |
71 |
313 |
| CFFEX.IM2509 |
-0.004233 |
-0.006232 |
0.001999 |
-0.063853 |
-0.00047 |
-0.11362 |
- |
6091.8 |
6130.0 |
- |
6507.310 |
20250919 |
136 |
313 |
| CFFEX.IC2501 |
-0.005471 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6014.688 |
20250117 |
0 |
313 |
| CFFEX.IC2503 |
-0.005471 |
-0.004585 |
-0.000886 |
-0.003706 |
-0.000337 |
-0.081523 |
- |
5992.4 |
6020.0 |
- |
6014.688 |
20250321 |
11 |
313 |
| CFFEX.IC2504 |
-0.005471 |
-0.005112 |
-0.000359 |
-0.009791 |
-0.000326 |
-0.078978 |
- |
5955.8 |
5986.4 |
- |
6014.688 |
20250418 |
30 |
313 |
| CFFEX.IC2505 |
-0.005471 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6014.688 |
20250516 |
47 |
313 |
| CFFEX.IC2506 |
-0.005471 |
-0.0052 |
-0.000271 |
-0.026649 |
-0.000375 |
-0.090833 |
- |
5854.4 |
5885.0 |
- |
6014.688 |
20250620 |
71 |
313 |
| CFFEX.IC2509 |
-0.005471 |
-0.005208 |
-0.000263 |
-0.047299 |
-0.000348 |
-0.084164 |
- |
5730.2 |
5760.2 |
- |
6014.688 |
20250919 |
136 |
313 |
| CFFEX.IF2501 |
-0.002785 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3945.217 |
20250117 |
0 |
313 |
| CFFEX.IF2503 |
-0.002785 |
-0.00263 |
-0.000155 |
-0.000359 |
-0.000033 |
-0.007902 |
- |
3943.8 |
3954.2 |
- |
3945.217 |
20250321 |
11 |
313 |
| CFFEX.IF2504 |
-0.002785 |
-0.003945 |
0.001159 |
-0.001525 |
-0.000051 |
-0.012303 |
- |
3939.2 |
3954.8 |
- |
3945.217 |
20250418 |
30 |
313 |
| CFFEX.IF2505 |
-0.002785 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3945.217 |
20250516 |
47 |
313 |
| CFFEX.IF2506 |
-0.002785 |
-0.002949 |
0.000164 |
-0.006037 |
-0.000085 |
-0.020577 |
- |
3921.4 |
3933.0 |
- |
3945.217 |
20250620 |
71 |
313 |
| CFFEX.IF2509 |
-0.002785 |
-0.002931 |
0.000146 |
-0.017139 |
-0.000126 |
-0.030497 |
- |
3877.6 |
3889.0 |
- |
3945.217 |
20250919 |
136 |
313 |
| CFFEX.IH2501 |
-0.000484 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2682.650 |
20250117 |
0 |
313 |
| CFFEX.IH2503 |
-0.000484 |
-0.001266 |
0.000782 |
-0.000391 |
-0.000036 |
-0.008611 |
- |
2681.6 |
2685.0 |
- |
2682.650 |
20250321 |
11 |
313 |
| CFFEX.IH2504 |
-0.000484 |
-0.000521 |
0.000037 |
0.000876 |
0.000029 |
0.007066 |
- |
2685.0 |
2686.4 |
- |
2682.650 |
20250418 |
30 |
313 |
| CFFEX.IH2505 |
-0.000484 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2682.650 |
20250516 |
47 |
313 |
| CFFEX.IH2506 |
-0.000484 |
-0.001491 |
0.001007 |
-0.001286 |
-0.000018 |
-0.004383 |
- |
2679.2 |
2683.2 |
- |
2682.650 |
20250620 |
71 |
313 |
| CFFEX.IH2509 |
-0.000484 |
-0.001586 |
0.001102 |
-0.014482 |
-0.000106 |
-0.025769 |
- |
2643.8 |
2648.0 |
- |
2682.650 |
20250919 |
136 |
313 |