|
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_20250318_151425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.003552 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6612.970 |
20250117 |
0 |
320 |
| CFFEX.IM2503 |
0.003552 |
0.005135 |
-0.001583 |
-0.005439 |
-0.00136 |
-0.329078 |
- |
6577.0 |
6543.4 |
- |
6612.970 |
20250321 |
4 |
320 |
| CFFEX.IM2504 |
0.003552 |
0.005686 |
-0.002135 |
-0.015813 |
-0.000688 |
-0.166379 |
- |
6508.4 |
6471.6 |
- |
6612.970 |
20250418 |
23 |
320 |
| CFFEX.IM2505 |
0.003552 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6612.970 |
20250516 |
40 |
320 |
| CFFEX.IM2506 |
0.003552 |
0.005018 |
-0.001466 |
-0.036832 |
-0.000576 |
-0.139272 |
- |
6369.4 |
6337.6 |
- |
6612.970 |
20250620 |
64 |
320 |
| CFFEX.IM2509 |
0.003552 |
0.004768 |
-0.001216 |
-0.063084 |
-0.000489 |
-0.118343 |
- |
6195.8 |
6166.4 |
- |
6612.970 |
20250919 |
129 |
320 |
| CFFEX.IC2501 |
0.004305 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6134.312 |
20250117 |
0 |
320 |
| CFFEX.IC2503 |
0.004305 |
0.004833 |
-0.000528 |
-0.003572 |
-0.000893 |
-0.216108 |
- |
6112.4 |
6083.0 |
- |
6134.312 |
20250321 |
4 |
320 |
| CFFEX.IC2504 |
0.004305 |
0.004771 |
-0.000466 |
-0.011234 |
-0.000488 |
-0.1182 |
- |
6065.4 |
6036.6 |
- |
6134.312 |
20250418 |
23 |
320 |
| CFFEX.IC2505 |
0.004305 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6134.312 |
20250516 |
40 |
320 |
| CFFEX.IC2506 |
0.004305 |
0.004311 |
-0.000006 |
-0.027829 |
-0.000435 |
-0.105229 |
- |
5963.6 |
5938.0 |
- |
6134.312 |
20250620 |
64 |
320 |
| CFFEX.IC2509 |
0.004305 |
0.004234 |
0.000071 |
-0.048858 |
-0.000379 |
-0.091657 |
- |
5834.6 |
5810.0 |
- |
6134.312 |
20250919 |
129 |
320 |
| CFFEX.IF2501 |
0.003135 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4009.317 |
20250117 |
0 |
320 |
| CFFEX.IF2503 |
0.003135 |
0.002402 |
0.000732 |
-0.000927 |
-0.000232 |
-0.056089 |
- |
4005.6 |
3996.0 |
- |
4009.317 |
20250321 |
4 |
320 |
| CFFEX.IF2504 |
0.003135 |
0.002505 |
0.00063 |
-0.001825 |
-0.000079 |
-0.019202 |
- |
4002.0 |
3992.0 |
- |
4009.317 |
20250418 |
23 |
320 |
| CFFEX.IF2505 |
0.003135 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4009.317 |
20250516 |
40 |
320 |
| CFFEX.IF2506 |
0.003135 |
0.001559 |
0.001576 |
-0.006763 |
-0.000106 |
-0.025574 |
- |
3982.2 |
3976.0 |
- |
4009.317 |
20250620 |
64 |
320 |
| CFFEX.IF2509 |
0.003135 |
0.001069 |
0.002066 |
-0.018686 |
-0.000145 |
-0.035054 |
- |
3934.4 |
3930.2 |
- |
4009.317 |
20250919 |
129 |
320 |
| CFFEX.IH2501 |
0.001255 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2741.358 |
20250117 |
0 |
320 |
| CFFEX.IH2503 |
0.001255 |
0.001023 |
0.000232 |
-0.000495 |
-0.000124 |
-0.02997 |
- |
2740.0 |
2737.2 |
- |
2741.358 |
20250321 |
4 |
320 |
| CFFEX.IH2504 |
0.001255 |
0.000657 |
0.000598 |
0.000234 |
0.00001 |
0.002464 |
- |
2742.0 |
2740.2 |
- |
2741.358 |
20250418 |
23 |
320 |
| CFFEX.IH2505 |
0.001255 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2741.358 |
20250516 |
40 |
320 |
| CFFEX.IH2506 |
0.001255 |
0.00073 |
0.000524 |
-0.000349 |
-0.000005 |
-0.001321 |
- |
2740.4 |
2738.4 |
- |
2741.358 |
20250620 |
64 |
320 |
| CFFEX.IH2509 |
0.001255 |
0.000074 |
0.001181 |
-0.013482 |
-0.000105 |
-0.025291 |
- |
2704.4 |
2704.2 |
- |
2741.358 |
20250919 |
129 |
320 |