|
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_20250311_151304 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.004375 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6549.502 |
20250117 |
0 |
315 |
| CFFEX.IM2503 |
0.004375 |
0.00974 |
-0.005365 |
-0.009085 |
-0.001009 |
-0.244285 |
- |
6490.0 |
6427.4 |
- |
6549.502 |
20250321 |
9 |
315 |
| CFFEX.IM2504 |
0.004375 |
0.008204 |
-0.003829 |
-0.020536 |
-0.000733 |
-0.177492 |
- |
6415.0 |
6362.8 |
- |
6549.502 |
20250418 |
28 |
315 |
| CFFEX.IM2505 |
0.004375 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6549.502 |
20250516 |
45 |
315 |
| CFFEX.IM2506 |
0.004375 |
0.007812 |
-0.003437 |
-0.042767 |
-0.00062 |
-0.149994 |
- |
6269.4 |
6220.8 |
- |
6549.502 |
20250620 |
69 |
315 |
| CFFEX.IM2509 |
0.004375 |
0.007828 |
-0.003453 |
-0.068265 |
-0.000509 |
-0.123285 |
- |
6102.4 |
6055.0 |
- |
6549.502 |
20250919 |
134 |
315 |
| CFFEX.IC2501 |
0.004509 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6040.733 |
20250117 |
0 |
315 |
| CFFEX.IC2503 |
0.004509 |
0.008354 |
-0.003845 |
-0.004922 |
-0.000547 |
-0.132349 |
- |
6011.0 |
5961.2 |
- |
6040.733 |
20250321 |
9 |
315 |
| CFFEX.IC2504 |
0.004509 |
0.006484 |
-0.001976 |
-0.013299 |
-0.000475 |
-0.114937 |
- |
5960.4 |
5922.0 |
- |
6040.733 |
20250418 |
28 |
315 |
| CFFEX.IC2505 |
0.004509 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6040.733 |
20250516 |
45 |
315 |
| CFFEX.IC2506 |
0.004509 |
0.006531 |
-0.002022 |
-0.030449 |
-0.000441 |
-0.106791 |
- |
5856.8 |
5818.8 |
- |
6040.733 |
20250620 |
69 |
315 |
| CFFEX.IC2509 |
0.004509 |
0.00639 |
-0.001881 |
-0.051009 |
-0.000381 |
-0.092121 |
- |
5732.6 |
5696.2 |
- |
6040.733 |
20250919 |
134 |
315 |
| CFFEX.IF2501 |
0.001980 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3936.582 |
20250117 |
0 |
315 |
| CFFEX.IF2503 |
0.001980 |
0.003114 |
-0.001134 |
-0.001672 |
-0.000186 |
-0.044958 |
- |
3930.0 |
3917.8 |
- |
3936.582 |
20250321 |
9 |
315 |
| CFFEX.IF2504 |
0.001980 |
0.002709 |
-0.000729 |
-0.003298 |
-0.000118 |
-0.028502 |
- |
3923.6 |
3913.0 |
- |
3936.582 |
20250418 |
28 |
315 |
| CFFEX.IF2505 |
0.001980 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3936.582 |
20250516 |
45 |
315 |
| CFFEX.IF2506 |
0.001980 |
0.001951 |
0.000029 |
-0.008632 |
-0.000125 |
-0.030276 |
- |
3902.6 |
3895.0 |
- |
3936.582 |
20250620 |
69 |
315 |
| CFFEX.IF2509 |
0.001980 |
0.00161 |
0.00037 |
-0.02047 |
-0.000153 |
-0.036968 |
- |
3856.0 |
3849.8 |
- |
3936.582 |
20250919 |
134 |
315 |
| CFFEX.IH2501 |
0.003784 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2678.906 |
20250117 |
0 |
315 |
| CFFEX.IH2503 |
0.003784 |
0.004128 |
-0.000344 |
-0.001234 |
-0.000137 |
-0.033183 |
- |
2675.6 |
2664.6 |
- |
2678.906 |
20250321 |
9 |
315 |
| CFFEX.IH2504 |
0.003784 |
0.003827 |
-0.000042 |
-0.001159 |
-0.000041 |
-0.010021 |
- |
2675.8 |
2665.6 |
- |
2678.906 |
20250418 |
28 |
315 |
| CFFEX.IH2505 |
0.003784 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2678.906 |
20250516 |
45 |
315 |
| CFFEX.IH2506 |
0.003784 |
0.003533 |
0.000252 |
-0.00325 |
-0.000047 |
-0.011398 |
- |
2670.2 |
2660.8 |
- |
2678.906 |
20250620 |
69 |
315 |
| CFFEX.IH2509 |
0.003784 |
0.003657 |
0.000128 |
-0.01639 |
-0.000122 |
-0.029599 |
- |
2635.0 |
2625.4 |
- |
2678.906 |
20250919 |
134 |
315 |