|
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_20250310_151433 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.002306 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6522.772 |
20250117 |
0 |
314 |
| CFFEX.IM2503 |
0.002306 |
-0.004091 |
0.006397 |
-0.014775 |
-0.001477 |
-0.357548 |
- |
6426.4 |
6452.8 |
- |
6522.772 |
20250321 |
10 |
314 |
| CFFEX.IM2504 |
0.002306 |
-0.005035 |
0.007341 |
-0.024525 |
-0.000846 |
-0.204658 |
- |
6362.8 |
6395.0 |
- |
6522.772 |
20250418 |
29 |
314 |
| CFFEX.IM2505 |
0.002306 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6522.772 |
20250516 |
46 |
314 |
| CFFEX.IM2506 |
0.002306 |
-0.005436 |
0.007742 |
-0.046295 |
-0.000661 |
-0.160049 |
- |
6220.8 |
6254.8 |
- |
6522.772 |
20250620 |
70 |
314 |
| CFFEX.IM2509 |
0.002306 |
-0.006041 |
0.008347 |
-0.071714 |
-0.000531 |
-0.128553 |
- |
6055.0 |
6091.8 |
- |
6522.772 |
20250919 |
135 |
314 |
| CFFEX.IC2501 |
0.000144 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6014.643 |
20250117 |
0 |
314 |
| CFFEX.IC2503 |
0.000144 |
-0.005207 |
0.005351 |
-0.008885 |
-0.000889 |
-0.215029 |
- |
5961.2 |
5992.4 |
- |
6014.643 |
20250321 |
10 |
314 |
| CFFEX.IC2504 |
0.000144 |
-0.005675 |
0.00582 |
-0.015403 |
-0.000531 |
-0.128535 |
- |
5922.0 |
5955.8 |
- |
6014.643 |
20250418 |
29 |
314 |
| CFFEX.IC2505 |
0.000144 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6014.643 |
20250516 |
46 |
314 |
| CFFEX.IC2506 |
0.000144 |
-0.006081 |
0.006225 |
-0.032561 |
-0.000465 |
-0.112568 |
- |
5818.8 |
5854.4 |
- |
6014.643 |
20250620 |
70 |
314 |
| CFFEX.IC2509 |
0.000144 |
-0.005933 |
0.006078 |
-0.052945 |
-0.000392 |
-0.094908 |
- |
5696.2 |
5730.2 |
- |
6014.643 |
20250919 |
135 |
314 |
| CFFEX.IF2501 |
-0.003354 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3930.788 |
20250117 |
0 |
314 |
| CFFEX.IF2503 |
-0.003354 |
-0.006593 |
0.003239 |
-0.003304 |
-0.00033 |
-0.079961 |
- |
3917.8 |
3943.8 |
- |
3930.788 |
20250321 |
10 |
314 |
| CFFEX.IF2504 |
-0.003354 |
-0.006651 |
0.003298 |
-0.004525 |
-0.000156 |
-0.037763 |
- |
3913.0 |
3939.2 |
- |
3930.788 |
20250418 |
29 |
314 |
| CFFEX.IF2505 |
-0.003354 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3930.788 |
20250516 |
46 |
314 |
| CFFEX.IF2506 |
-0.003354 |
-0.006732 |
0.003379 |
-0.009105 |
-0.00013 |
-0.031476 |
- |
3895.0 |
3921.4 |
- |
3930.788 |
20250620 |
70 |
314 |
| CFFEX.IF2509 |
-0.003354 |
-0.007169 |
0.003816 |
-0.020604 |
-0.000153 |
-0.036934 |
- |
3849.8 |
3877.6 |
- |
3930.788 |
20250919 |
135 |
314 |
| CFFEX.IH2501 |
-0.004346 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2670.360 |
20250117 |
0 |
314 |
| CFFEX.IH2503 |
-0.004346 |
-0.006339 |
0.001993 |
-0.002157 |
-0.000216 |
-0.0522 |
- |
2664.6 |
2681.6 |
- |
2670.360 |
20250321 |
10 |
314 |
| CFFEX.IH2504 |
-0.004346 |
-0.007225 |
0.002879 |
-0.001783 |
-0.000061 |
-0.014875 |
- |
2665.6 |
2685.0 |
- |
2670.360 |
20250418 |
29 |
314 |
| CFFEX.IH2505 |
-0.004346 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2670.360 |
20250516 |
46 |
314 |
| CFFEX.IH2506 |
-0.004346 |
-0.006868 |
0.002522 |
-0.00358 |
-0.000051 |
-0.012377 |
- |
2660.8 |
2679.2 |
- |
2670.360 |
20250620 |
70 |
314 |
| CFFEX.IH2509 |
-0.004346 |
-0.00696 |
0.002614 |
-0.016837 |
-0.000125 |
-0.030181 |
- |
2625.4 |
2643.8 |
- |
2670.360 |
20250919 |
135 |
314 |