|
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_20250314_151125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.015914 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6569.764 |
20250117 |
0 |
318 |
| CFFEX.IM2503 |
0.015914 |
0.021569 |
-0.005655 |
-0.000786 |
-0.000131 |
-0.031703 |
- |
6564.6 |
6426.0 |
- |
6569.764 |
20250321 |
6 |
318 |
| CFFEX.IM2504 |
0.015914 |
0.022974 |
-0.00706 |
-0.010467 |
-0.000419 |
-0.101318 |
- |
6501.0 |
6355.0 |
- |
6569.764 |
20250418 |
25 |
318 |
| CFFEX.IM2505 |
0.015914 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6569.764 |
20250516 |
42 |
318 |
| CFFEX.IM2506 |
0.015914 |
0.025343 |
-0.009429 |
-0.030681 |
-0.000465 |
-0.112495 |
- |
6368.2 |
6210.8 |
- |
6569.764 |
20250620 |
66 |
318 |
| CFFEX.IM2509 |
0.015914 |
0.026378 |
-0.010464 |
-0.054761 |
-0.000418 |
-0.101161 |
- |
6210.0 |
6050.4 |
- |
6569.764 |
20250919 |
131 |
318 |
| CFFEX.IC2501 |
0.017329 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6097.835 |
20250117 |
0 |
318 |
| CFFEX.IC2503 |
0.017329 |
0.021482 |
-0.004153 |
-0.000301 |
-0.00005 |
-0.012137 |
- |
6096.0 |
5967.8 |
- |
6097.835 |
20250321 |
6 |
318 |
| CFFEX.IC2504 |
0.017329 |
0.022873 |
-0.005544 |
-0.007025 |
-0.000281 |
-0.067998 |
- |
6055.0 |
5919.6 |
- |
6097.835 |
20250418 |
25 |
318 |
| CFFEX.IC2505 |
0.017329 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6097.835 |
20250516 |
42 |
318 |
| CFFEX.IC2506 |
0.017329 |
0.024287 |
-0.006958 |
-0.023424 |
-0.000355 |
-0.085888 |
- |
5955.0 |
5813.8 |
- |
6097.835 |
20250620 |
66 |
318 |
| CFFEX.IC2509 |
0.017329 |
0.026011 |
-0.008682 |
-0.042611 |
-0.000325 |
-0.078717 |
- |
5838.0 |
5690.0 |
- |
6097.835 |
20250919 |
131 |
318 |
| CFFEX.IF2501 |
0.023930 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4005.183 |
20250117 |
0 |
318 |
| CFFEX.IF2503 |
0.023930 |
0.027658 |
-0.003728 |
0.001902 |
0.000317 |
0.076705 |
- |
4012.8 |
3904.8 |
- |
4005.183 |
20250321 |
6 |
318 |
| CFFEX.IF2504 |
0.023930 |
0.027533 |
-0.003603 |
0.000753 |
0.00003 |
0.007292 |
- |
4008.2 |
3900.8 |
- |
4005.183 |
20250418 |
25 |
318 |
| CFFEX.IF2505 |
0.023930 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4005.183 |
20250516 |
42 |
318 |
| CFFEX.IF2506 |
0.023930 |
0.028725 |
-0.004795 |
-0.003891 |
-0.000059 |
-0.014266 |
- |
3989.6 |
3878.2 |
- |
4005.183 |
20250620 |
66 |
318 |
| CFFEX.IF2509 |
0.023930 |
0.029496 |
-0.005566 |
-0.015276 |
-0.000117 |
-0.02822 |
- |
3944.0 |
3831.0 |
- |
4005.183 |
20250919 |
131 |
318 |
| CFFEX.IH2501 |
0.027795 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2738.681 |
20250117 |
0 |
318 |
| CFFEX.IH2503 |
0.027795 |
0.031234 |
-0.003438 |
0.003038 |
0.000506 |
0.122516 |
- |
2747.0 |
2663.8 |
- |
2738.681 |
20250321 |
6 |
318 |
| CFFEX.IH2504 |
0.027795 |
0.030687 |
-0.002892 |
0.003184 |
0.000127 |
0.030818 |
- |
2747.4 |
2665.6 |
- |
2738.681 |
20250418 |
25 |
318 |
| CFFEX.IH2505 |
0.027795 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2738.681 |
20250516 |
42 |
318 |
| CFFEX.IH2506 |
0.027795 |
0.032098 |
-0.004303 |
0.002672 |
0.00004 |
0.009799 |
- |
2746.0 |
2660.6 |
- |
2738.681 |
20250620 |
66 |
318 |
| CFFEX.IH2509 |
0.027795 |
0.03261 |
-0.004814 |
-0.010253 |
-0.000078 |
-0.018942 |
- |
2710.6 |
2625.0 |
- |
2738.681 |
20250919 |
131 |
318 |