|
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_20250319_151314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.007390 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6563.063 |
20250117 |
0 |
321 |
| CFFEX.IM2503 |
-0.007390 |
-0.004105 |
-0.003285 |
-0.00199 |
-0.000663 |
-0.160557 |
- |
6550.0 |
6577.0 |
- |
6563.063 |
20250321 |
3 |
321 |
| CFFEX.IM2504 |
-0.007390 |
-0.003966 |
-0.003424 |
-0.012748 |
-0.000579 |
-0.140223 |
- |
6479.4 |
6505.2 |
- |
6563.063 |
20250418 |
22 |
321 |
| CFFEX.IM2505 |
-0.007390 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6563.063 |
20250516 |
39 |
321 |
| CFFEX.IM2506 |
-0.007390 |
-0.004741 |
-0.002649 |
-0.03411 |
-0.000541 |
-0.131024 |
- |
6339.2 |
6369.4 |
- |
6563.063 |
20250620 |
63 |
321 |
| CFFEX.IM2509 |
-0.007390 |
-0.004971 |
-0.002419 |
-0.060652 |
-0.000474 |
-0.11467 |
- |
6165.0 |
6195.8 |
- |
6563.063 |
20250919 |
128 |
321 |
| CFFEX.IC2501 |
-0.005418 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6100.071 |
20250117 |
0 |
321 |
| CFFEX.IC2503 |
-0.005418 |
-0.002127 |
-0.003291 |
-0.00011 |
-0.000037 |
-0.008873 |
- |
6099.4 |
6112.4 |
- |
6100.071 |
20250321 |
3 |
321 |
| CFFEX.IC2504 |
-0.005418 |
-0.002506 |
-0.002912 |
-0.008175 |
-0.000372 |
-0.08993 |
- |
6050.2 |
6065.4 |
- |
6100.071 |
20250418 |
22 |
321 |
| CFFEX.IC2505 |
-0.005418 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6100.071 |
20250516 |
39 |
321 |
| CFFEX.IC2506 |
-0.005418 |
-0.002549 |
-0.002869 |
-0.024864 |
-0.000395 |
-0.095509 |
- |
5948.4 |
5963.6 |
- |
6100.071 |
20250620 |
63 |
321 |
| CFFEX.IC2509 |
-0.005418 |
-0.003051 |
-0.002367 |
-0.046437 |
-0.000363 |
-0.087796 |
- |
5816.8 |
5834.6 |
- |
6100.071 |
20250919 |
128 |
321 |
| CFFEX.IF2501 |
0.000459 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4009.562 |
20250117 |
0 |
321 |
| CFFEX.IF2503 |
0.000459 |
0.001897 |
-0.001438 |
0.000907 |
0.000302 |
0.073191 |
- |
4013.2 |
4005.6 |
- |
4009.562 |
20250321 |
3 |
321 |
| CFFEX.IF2504 |
0.000459 |
0.002149 |
-0.00169 |
0.000259 |
0.000012 |
0.002848 |
- |
4010.6 |
4002.0 |
- |
4009.562 |
20250418 |
22 |
321 |
| CFFEX.IF2505 |
0.000459 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4009.562 |
20250516 |
39 |
321 |
| CFFEX.IF2506 |
0.000459 |
0.001959 |
-0.0015 |
-0.004879 |
-0.000077 |
-0.018741 |
- |
3990.0 |
3982.2 |
- |
4009.562 |
20250620 |
63 |
321 |
| CFFEX.IF2509 |
0.000459 |
0.001576 |
-0.001117 |
-0.017199 |
-0.000134 |
-0.032518 |
- |
3940.6 |
3934.4 |
- |
4009.562 |
20250919 |
128 |
321 |
| CFFEX.IH2501 |
0.002555 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2746.746 |
20250117 |
0 |
321 |
| CFFEX.IH2503 |
0.002555 |
0.00365 |
-0.001094 |
0.001185 |
0.000395 |
0.095564 |
- |
2750.0 |
2740.0 |
- |
2746.746 |
20250321 |
3 |
321 |
| CFFEX.IH2504 |
0.002555 |
0.003939 |
-0.001383 |
0.002204 |
0.0001 |
0.024245 |
- |
2752.8 |
2742.0 |
- |
2746.746 |
20250418 |
22 |
321 |
| CFFEX.IH2505 |
0.002555 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2746.746 |
20250516 |
39 |
321 |
| CFFEX.IH2506 |
0.002555 |
0.003357 |
-0.000802 |
0.001039 |
0.000016 |
0.003991 |
- |
2749.6 |
2740.4 |
- |
2746.746 |
20250620 |
63 |
321 |
| CFFEX.IH2509 |
0.002555 |
0.003771 |
-0.001215 |
-0.011412 |
-0.000089 |
-0.021576 |
- |
2715.4 |
2705.2 |
- |
2746.746 |
20250919 |
128 |
321 |