|
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_20250313_151431 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.015514 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6465.086 |
20250117 |
0 |
317 |
| CFFEX.IM2503 |
-0.015514 |
-0.013479 |
-0.002035 |
-0.006046 |
-0.000864 |
-0.209009 |
- |
6426.0 |
6513.8 |
- |
6465.086 |
20250321 |
7 |
317 |
| CFFEX.IM2504 |
-0.015514 |
-0.012186 |
-0.003328 |
-0.017028 |
-0.000655 |
-0.158489 |
- |
6355.0 |
6433.4 |
- |
6465.086 |
20250418 |
26 |
317 |
| CFFEX.IM2505 |
-0.015514 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6465.086 |
20250516 |
43 |
317 |
| CFFEX.IM2506 |
-0.015514 |
-0.011553 |
-0.003961 |
-0.039239 |
-0.000586 |
-0.14173 |
- |
6211.4 |
6284.0 |
- |
6465.086 |
20250620 |
67 |
317 |
| CFFEX.IM2509 |
-0.015514 |
-0.010726 |
-0.004788 |
-0.064142 |
-0.000486 |
-0.117594 |
- |
6050.4 |
6116.0 |
- |
6465.086 |
20250919 |
132 |
317 |
| CFFEX.IC2501 |
-0.008084 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5991.668 |
20250117 |
0 |
317 |
| CFFEX.IC2503 |
-0.008084 |
-0.008506 |
0.000423 |
-0.003984 |
-0.000569 |
-0.137716 |
- |
5967.8 |
6019.0 |
- |
5991.668 |
20250321 |
7 |
317 |
| CFFEX.IC2504 |
-0.008084 |
-0.008641 |
0.000558 |
-0.012028 |
-0.000463 |
-0.111953 |
- |
5919.6 |
5971.2 |
- |
5991.668 |
20250418 |
26 |
317 |
| CFFEX.IC2505 |
-0.008084 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5991.668 |
20250516 |
43 |
317 |
| CFFEX.IC2506 |
-0.008084 |
-0.007884 |
-0.0002 |
-0.029686 |
-0.000443 |
-0.107224 |
- |
5813.8 |
5860.0 |
- |
5991.668 |
20250620 |
67 |
317 |
| CFFEX.IC2509 |
-0.008084 |
-0.006426 |
-0.001658 |
-0.050348 |
-0.000381 |
-0.092305 |
- |
5690.0 |
5726.8 |
- |
5991.668 |
20250919 |
132 |
317 |
| CFFEX.IF2501 |
-0.004286 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3910.400 |
20250117 |
0 |
317 |
| CFFEX.IF2503 |
-0.004286 |
-0.004792 |
0.000506 |
-0.001534 |
-0.000219 |
-0.053045 |
- |
3904.4 |
3923.2 |
- |
3910.400 |
20250321 |
7 |
317 |
| CFFEX.IF2504 |
-0.004286 |
-0.00439 |
0.000104 |
-0.002455 |
-0.000094 |
-0.02285 |
- |
3900.8 |
3918.0 |
- |
3910.400 |
20250418 |
26 |
317 |
| CFFEX.IF2505 |
-0.004286 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3910.400 |
20250516 |
43 |
317 |
| CFFEX.IF2506 |
-0.004286 |
-0.004415 |
0.00013 |
-0.008234 |
-0.000123 |
-0.029742 |
- |
3878.2 |
3895.4 |
- |
3910.400 |
20250620 |
67 |
317 |
| CFFEX.IF2509 |
-0.004286 |
-0.004211 |
-0.000075 |
-0.020305 |
-0.000154 |
-0.037226 |
- |
3831.0 |
3847.2 |
- |
3910.400 |
20250919 |
132 |
317 |
| CFFEX.IH2501 |
-0.002139 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2663.306 |
20250117 |
0 |
317 |
| CFFEX.IH2503 |
-0.002139 |
-0.002322 |
0.000183 |
0.000185 |
0.000026 |
0.006412 |
- |
2663.8 |
2670.0 |
- |
2663.306 |
20250321 |
7 |
317 |
| CFFEX.IH2504 |
-0.002139 |
-0.001797 |
-0.000341 |
0.000861 |
0.000033 |
0.008017 |
- |
2665.6 |
2670.4 |
- |
2663.306 |
20250418 |
26 |
317 |
| CFFEX.IH2505 |
-0.002139 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2663.306 |
20250516 |
43 |
317 |
| CFFEX.IH2506 |
-0.002139 |
-0.001276 |
-0.000863 |
-0.001016 |
-0.000015 |
-0.00367 |
- |
2660.6 |
2664.0 |
- |
2663.306 |
20250620 |
67 |
317 |
| CFFEX.IH2509 |
-0.002139 |
-0.00137 |
-0.000769 |
-0.014383 |
-0.000109 |
-0.026369 |
- |
2625.0 |
2628.6 |
- |
2663.306 |
20250919 |
132 |
317 |