|
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_20250312_151413 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.002285 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6566.702 |
20250117 |
0 |
316 |
| CFFEX.IM2503 |
0.002285 |
0.003667 |
-0.001383 |
-0.008056 |
-0.001007 |
-0.243697 |
- |
6513.8 |
6490.0 |
- |
6566.702 |
20250321 |
8 |
316 |
| CFFEX.IM2504 |
0.002285 |
0.003429 |
-0.001145 |
-0.019751 |
-0.000732 |
-0.177032 |
- |
6437.0 |
6415.0 |
- |
6566.702 |
20250418 |
27 |
316 |
| CFFEX.IM2505 |
0.002285 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6566.702 |
20250516 |
44 |
316 |
| CFFEX.IM2506 |
0.002285 |
0.002201 |
0.000083 |
-0.043173 |
-0.000635 |
-0.153644 |
- |
6283.2 |
6269.4 |
- |
6566.702 |
20250620 |
68 |
316 |
| CFFEX.IM2509 |
0.002285 |
0.002229 |
0.000056 |
-0.068634 |
-0.000516 |
-0.124884 |
- |
6116.0 |
6102.4 |
- |
6566.702 |
20250919 |
133 |
316 |
| CFFEX.IC2501 |
-0.000499 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6041.958 |
20250117 |
0 |
316 |
| CFFEX.IC2503 |
-0.000499 |
0.001331 |
-0.00183 |
-0.0038 |
-0.000475 |
-0.114943 |
- |
6019.0 |
6011.0 |
- |
6041.958 |
20250321 |
8 |
316 |
| CFFEX.IC2504 |
-0.000499 |
0.001812 |
-0.002311 |
-0.011711 |
-0.000434 |
-0.104966 |
- |
5971.2 |
5960.4 |
- |
6041.958 |
20250418 |
27 |
316 |
| CFFEX.IC2505 |
-0.000499 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6041.958 |
20250516 |
44 |
316 |
| CFFEX.IC2506 |
-0.000499 |
0.000546 |
-0.001045 |
-0.030116 |
-0.000443 |
-0.107177 |
- |
5860.0 |
5856.8 |
- |
6041.958 |
20250620 |
68 |
316 |
| CFFEX.IC2509 |
-0.000499 |
-0.001012 |
0.000513 |
-0.052162 |
-0.000392 |
-0.094911 |
- |
5726.8 |
5732.6 |
- |
6041.958 |
20250919 |
133 |
316 |
| CFFEX.IF2501 |
-0.003239 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3928.649 |
20250117 |
0 |
316 |
| CFFEX.IF2503 |
-0.003239 |
-0.00173 |
-0.001509 |
-0.001387 |
-0.000173 |
-0.041956 |
- |
3923.2 |
3930.0 |
- |
3928.649 |
20250321 |
8 |
316 |
| CFFEX.IF2504 |
-0.003239 |
-0.001427 |
-0.001812 |
-0.002711 |
-0.0001 |
-0.024295 |
- |
3918.0 |
3923.6 |
- |
3928.649 |
20250418 |
27 |
316 |
| CFFEX.IF2505 |
-0.003239 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3928.649 |
20250516 |
44 |
316 |
| CFFEX.IF2506 |
-0.003239 |
-0.001845 |
-0.001394 |
-0.008463 |
-0.000124 |
-0.030119 |
- |
3895.4 |
3902.6 |
- |
3928.649 |
20250620 |
68 |
316 |
| CFFEX.IF2509 |
-0.003239 |
-0.002282 |
-0.000957 |
-0.020732 |
-0.000156 |
-0.037723 |
- |
3847.2 |
3856.0 |
- |
3928.649 |
20250919 |
133 |
316 |
| CFFEX.IH2501 |
-0.004594 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2669.902 |
20250117 |
0 |
316 |
| CFFEX.IH2503 |
-0.004594 |
-0.002018 |
-0.002575 |
0.000037 |
0.000005 |
0.00111 |
- |
2670.0 |
2675.4 |
- |
2669.902 |
20250321 |
8 |
316 |
| CFFEX.IH2504 |
-0.004594 |
-0.002018 |
-0.002575 |
0.000187 |
0.000007 |
0.001672 |
- |
2670.4 |
2675.8 |
- |
2669.902 |
20250418 |
27 |
316 |
| CFFEX.IH2505 |
-0.004594 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2669.902 |
20250516 |
44 |
316 |
| CFFEX.IH2506 |
-0.004594 |
-0.002322 |
-0.002272 |
-0.002211 |
-0.000033 |
-0.007867 |
- |
2664.0 |
2670.2 |
- |
2669.902 |
20250620 |
68 |
316 |
| CFFEX.IH2509 |
-0.004594 |
-0.002429 |
-0.002165 |
-0.015469 |
-0.000116 |
-0.028147 |
- |
2628.6 |
2635.0 |
- |
2669.902 |
20250919 |
133 |
316 |