|
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_20250317_151441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.002846 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6589.872 |
20250117 |
0 |
319 |
| CFFEX.IM2503 |
0.002846 |
-0.002956 |
0.005802 |
-0.007052 |
-0.00141 |
-0.341318 |
- |
6543.4 |
6562.8 |
- |
6589.872 |
20250321 |
5 |
319 |
| CFFEX.IM2504 |
0.002846 |
-0.004584 |
0.00743 |
-0.018008 |
-0.00075 |
-0.181583 |
- |
6471.2 |
6501.0 |
- |
6589.872 |
20250418 |
24 |
319 |
| CFFEX.IM2505 |
0.002846 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6589.872 |
20250516 |
41 |
319 |
| CFFEX.IM2506 |
0.002846 |
-0.004774 |
0.00762 |
-0.038251 |
-0.000588 |
-0.142413 |
- |
6337.8 |
6368.2 |
- |
6589.872 |
20250620 |
65 |
319 |
| CFFEX.IM2509 |
0.002846 |
-0.007021 |
0.009867 |
-0.064261 |
-0.000494 |
-0.119624 |
- |
6166.4 |
6210.0 |
- |
6589.872 |
20250919 |
130 |
319 |
| CFFEX.IC2501 |
0.002029 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6112.356 |
20250117 |
0 |
319 |
| CFFEX.IC2503 |
0.002029 |
-0.002165 |
0.004194 |
-0.004803 |
-0.000961 |
-0.232452 |
- |
6083.0 |
6096.2 |
- |
6112.356 |
20250321 |
5 |
319 |
| CFFEX.IC2504 |
0.002029 |
-0.003039 |
0.005068 |
-0.012394 |
-0.000516 |
-0.124972 |
- |
6036.6 |
6055.0 |
- |
6112.356 |
20250418 |
24 |
319 |
| CFFEX.IC2505 |
0.002029 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6112.356 |
20250516 |
41 |
319 |
| CFFEX.IC2506 |
0.002029 |
-0.002855 |
0.004883 |
-0.028525 |
-0.000439 |
-0.106201 |
- |
5938.0 |
5955.0 |
- |
6112.356 |
20250620 |
65 |
319 |
| CFFEX.IC2509 |
0.002029 |
-0.004796 |
0.006825 |
-0.049466 |
-0.000381 |
-0.092084 |
- |
5810.0 |
5838.0 |
- |
6112.356 |
20250919 |
130 |
319 |
| CFFEX.IF2501 |
-0.002177 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3997.833 |
20250117 |
0 |
319 |
| CFFEX.IF2503 |
-0.002177 |
-0.004187 |
0.002009 |
-0.000458 |
-0.000092 |
-0.022191 |
- |
3996.0 |
4012.8 |
- |
3997.833 |
20250321 |
5 |
319 |
| CFFEX.IF2504 |
-0.002177 |
-0.004042 |
0.001864 |
-0.001459 |
-0.000061 |
-0.014712 |
- |
3992.0 |
4008.2 |
- |
3997.833 |
20250418 |
24 |
319 |
| CFFEX.IF2505 |
-0.002177 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3997.833 |
20250516 |
41 |
319 |
| CFFEX.IF2506 |
-0.002177 |
-0.003409 |
0.001232 |
-0.005461 |
-0.000084 |
-0.020332 |
- |
3976.0 |
3989.6 |
- |
3997.833 |
20250620 |
65 |
319 |
| CFFEX.IF2509 |
-0.002177 |
-0.003448 |
0.001271 |
-0.016867 |
-0.00013 |
-0.031399 |
- |
3930.4 |
3944.0 |
- |
3997.833 |
20250919 |
130 |
319 |
| CFFEX.IH2501 |
-0.000790 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2738.341 |
20250117 |
0 |
319 |
| CFFEX.IH2503 |
-0.000790 |
-0.003568 |
0.002777 |
-0.000417 |
-0.000083 |
-0.020167 |
- |
2737.2 |
2747.0 |
- |
2738.341 |
20250321 |
5 |
319 |
| CFFEX.IH2504 |
-0.000790 |
-0.002621 |
0.00183 |
0.000679 |
0.000028 |
0.006845 |
- |
2740.2 |
2747.4 |
- |
2738.341 |
20250418 |
24 |
319 |
| CFFEX.IH2505 |
-0.000790 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2738.341 |
20250516 |
41 |
319 |
| CFFEX.IH2506 |
-0.000790 |
-0.002768 |
0.001977 |
0.000022 |
0.0 |
0.00008 |
- |
2738.4 |
2746.0 |
- |
2738.341 |
20250620 |
65 |
319 |
| CFFEX.IH2509 |
-0.000790 |
-0.002361 |
0.001571 |
-0.012468 |
-0.000096 |
-0.023209 |
- |
2704.2 |
2710.6 |
- |
2738.341 |
20250919 |
130 |
319 |